Financial Frictions in Data: Evidence and Impact
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Cited by:
- Donal Smith, 2016. "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers 16/07, Department of Economics, University of York.
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Keywords
WP; default risk; monetary policy shock; contractionary monetary policy; VAR model; Financial Frictions; Bayesian VAR; External Financing Premium; Liquidity risk; Financial shocks; Generalized IRF; DSGE; corporate bond bond yield; risk channel; monetary policy transmission; maturity mismatch risk; expansionary monetary policy shock; modelsempirical Vector Auto Regression; default risk channel; Debt default; Credit; Vector autoregression; Bond yields;All these keywords.
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