Switching Volatility in an Economy
Using a dynamic stochastic general equilibrium model, the research analyzes the impact of the global financial crisis on the euro area, emphasizing the significant influence of US shocks and the need to consider nonlinearities in financial market variables.
Featured in No. 11 on 9 Aug 2023 ·
- Released
- 3 Dec 2020
- First featured
- No. 11 · 9 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4533645
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