Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model
Researchers, policymakers and commentators have long debated the patterns through which adverse shocks in a few markets may quickly spread to a range of apparently disconnected financial markets causing widespread losses and turmoil. This book uses modern
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DOI: 10.1057/9781137561398.0001
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DOI: 10.1057/9781137561398.0001
Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model Viola Fabbrini Researcher, Bocconi University, Italy
Massimo Guidolin Professor of Finance, Bocconi University, Italy
and
Manuela Pedio Researcher, Bocconi University, Italy
DOI: 10.1057/9781137561398.0001
© Viola Fabbrini, Massimo Guidolin, and Manuela Pedio 2016
Softcover reprint of the hardcover 1st edition 2016 978-1-137-56138-1 All rights reserved. No reproduction, copy or transmission of this publication may be made without written permission. No portion of this publication may be reproduced, copied or transmitted save with written permission or in accordance with the provisions of the Copyright, Designs and Patents Act 1988, or under the terms of any licence permitting limited copying issued by the Copyright Licensing Agency, Saffron House, 6–10 Kirby Street, London EC1N 8TS. Any person who does any unauthorized act in relation to this publication may be liable to criminal prosecution and civil claims for damages. The authors have asserted their rights to be identified as the authors of this work in accordance with the Copyright, Designs and Patents Act 1988. First published 2016 by PALGRAVE MACMILLAN Palgrave Mac
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