Title:

Financial Shocks, Comovement and Credit Frictions

Authors:

Daria Finocchiaro (Swedish National Bank)
Caterina Mendicino (European Central Bank)

Journal:

Economics Letters

Year:

2016

Volume:

143

Pages:

20-23

JEL codes:

E32 - Business Fluctuations; Cycles
E44 - Financial Markets and the Macroeconomy
E51 - Money Supply; Credit; Money Multipliers
G12 - Asset Pricing; Trading volume; Bond Interest Rates

DOI:

10.1016/j.econlet.2016.03.017