Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers
João Miguel Sousa, Andrea Zaghini
International Journal Of Finance And Economics, vol. 13, 2008, p. 205-218.

Global Monetary Policy Shocks in the G5: A SVAR Approach
João Miguel Sousa, Andrea Zaghini
Journal Of International Financial Markets, Institutions And Money, vol. 17, 2007, p. 403-419.