European Currency Co-Movements and Contagion: Evidence from a Bayesian TVP-(Pseudo)FAVAR Model

Name: European Currency Co-Movements and Contagion: Evidence from a Bayesian TVP-(Pseudo)FAVAR Model
Creator: David Gabauer
Published: 2018-04-25T10:31:36.952Z
Keywords: Exchange Rate

Gabauer, David; Chatziantoniou, Ioannis; Antonakakis, Nikolaos

doi:10.17632/pxntntg4yj.1

European Currency Co-Movements and Contagion: Evidence from a Bayesian TVP-(Pseudo)FAVAR Model

Published: 25 April 2018| Version 1 | DOI: 10.17632/pxntntg4yj.1

Contributors:

David Gabauer, Ioannis Chatziantoniou, Nikolaos Antonakakis

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This is the raw data to reproduce the results of the article "European Currency Co-Movements and Contagion: Evidence from a Bayesian TVP-(Pseudo)FAVAR Model"

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Johannes Kepler Universitat Linz, Webster Vienna Private University, University of Portsmouth

European Currency Co-Movements and Contagion: Evidence from a Bayesian TVP-(Pseudo)FAVAR Model

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