Essays about: "Nerea Landa Vallejo"

Found 1 essay containing the words Nerea Landa Vallejo.

  1. 1. Volatility and Contagion Effect from US and GIIPS to the Largest European Economies

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Nerea Landa Vallejo; [2016]
    Keywords : contagion; GIIPS; subprime; eurozone; spillover; Business and Economics;

    Abstract : 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