Financial and monetary stability across Euro-zone and BRICS: An exogenous threshold VAR approach

Athanasios Tsagkanos, Anastasios Evgenidis, Konstantina Vartholomatou

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)386-393
Number of pages8
JournalResearch in International Business and Finance
Volume44
DOIs
Publication statusPublished - Apr 2018
Externally publishedYes

Keywords

  • BRICS
  • Euro-zone
  • Financial stability
  • Monetary stability
  • Threshold VAR

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