International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe

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• 作者：Ludmila Fadejeva^a ; Martin Feldkircher^b ; ^{martin.feldkircher@oenb.at} ; Thomas Reininger^b
• 关键词：C32 ; F44 ; E32 ; O54
• 刊名：Journal of International Money and Finance
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：70
• 期：Complete
• 页码：1-25
• 全文大小：3965 K
• 卷排序：70

文摘

Euro area and US loan and aggregate demand shocks trigger significant spillovers. International effects on total credit are larger than those on output. Spillovers from US shocks have a broader global coverage than euro area shocks. Economies from emerging Europe are most vulnerable to all shocks considered.