Dimitrios Malliaropulos

1Roberto Rigobon
1Marcel Fratzscher
1Michael Ehrmann
1Jon Faust
Learn More
  • Michael Ehrmann, Marcel Fratzscher, Roberto Rigobon, Jon Faust, Dimitrios Malliaropulos, Mark Spiegel +3 others
  • 2005
The paper presents a framework for analyzing the degree of financial transmission between money, bond and equity markets and exchange rates within and between the United States and the euro area. We find that asset prices react strongest to other domestic asset price shocks, and that there are also substantial international spillovers, both within and(More)
  • 1