The R code in the dataset estimates the spillover index (Diebold & Yilmaz, 2009) for short-term interest rates in the AEs and the EMEs . The file Replication.xlsx contains the interest rates in first
Global Metal comes with the extensive industry analysis of development components, patterns, flows and sizes. The report also calculates present and past market values to forecast potential market man
This paper studies the transmission of the Global Financial Cycle (GFC) to domestic credit market conditions in a large emerging market, Turkey, over 200313. We use administrative data covering the un
