North Benson Rd.
Fairfield, CT 06824
Gravias 6, Aghia Paraskevi
Fairfield University - School of Business - Department of Finance
in Total Papers Citations
VAR, interest rates, globalization, monetary policy, innovations
interest rates, volatility transmission, EMS, German dominance
interest rates, VAR, monetary policy
Monetary policy, equity market, inflation, economic activity, VAR, cointegration
asset portfolios, financial crisis, DCC GARCH, VaR
Bank lending channel, Performance, Risk-taking, Monetary policy, Emerging/Developed economies
Term structure, VAR, Principal component analysis, Markov switching regressions, Financial crisis, Monetary policy, Economic activity, Market volatility
monetary policy transmission mechanism, VAR/VEC, financial crisis, unconventional policy measures, economic activity
creditor moral hazard, sovereign debt crisis, international lending
CDS, financial crises, systemic risk, spillover, volatility.
sovereign debt crisis, monetary policy, volatility
credit default swap spreads, financial crises, systemic risk
event study, GARCH, financial taxation, regulation
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