Essays about: "Nerea Landa Vallejo"
Found 1 essay containing the words Nerea Landa Vallejo.
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1. Volatility and Contagion Effect from US and GIIPS to the Largest European Economies
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This research paper explores the nature of the mean and volatility spillovers from the US and aggregate GIIPS to the largest GDP countries for the EMU and non-EMU countries. I develop a three step univariate volatility spillover model followed by Christiansen (2007) and Ng (2000) to analyze the relevance of local (own country), regional (aggregate GIIPS) and global (US) shocks. READ MORE
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