Skip to main content
Economy and Finance
Scientific paper

Financial Spillover and Contagion Risks in the Euro Area in 2007-2019

Details

Identification
Discussion Papers 137
Publication date
29 January 2021
Authors
Roman Garcia | Dimitri Lorenzani | Daniel Monteiro | Francesco Perticari | Bořek Vašíček | Lukas Vogel | Directorate-General for Economic and Financial Affairs

Description

This paper provides an empirical analysis of the main direct and indirect transmission channels of financial spillovers and contagion risks in the euro area.

Information and identifiers

Discussion Paper 137. January 2021. Brussels. PDF. 48 pp. Tab. Graph. Bibliogr. Free.

KC-BD-20-005-EN-N (online)
ISBN 978-92-76-23766-2 (online)
ISSN 2443-8022 (online)
doi:10.2765/412074 (online)

JEL classification: C01, E43, G01, G21, G28

Disclaimer

European Economy Discussion Papers are written by the staff of the European Commission’s Directorate-General for Economic and Financial Affairs, or by experts working in association with them, to inform discussion on economic policy and to stimulate debate. The views expressed in this document are solely those of the author(s) and do not necessarily represent the official views of the European Commission.

Financial Spillover and Contagion Risks in the Euro Area in 2007-2019

Files

Financial Spillover and Contagion Risks in the Euro Area in 2007-2019
English
(4.77 MB - PDF)
Download