University of Salford, Salford Business School
Maxwell Building, The Crescent
Salford, England M5 4WT
University of Salford
Financial stress, Fiscal stress, Spillover index, Causality index, Macroprudential Policies
Financial Stress Index, Financial Crisis, Spillover Effects, Systemic Risk, GARGH-BEKK model
Financial Crisis, Systemic Risk, Financial Stress Index, VAR
Financial stress; Fiscal stress; Structural VAR; G7 economies
real interest rate parity, cointegration, structural break, panel cointegration
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