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Financial frictions, interest rate dynamics, and international business cycle synchronization. (2015). Rouillard, Jean-François.
In: Cahiers de recherche.
RePEc:shr:wpaper:15-12.

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  1. International risk sharing and financial shocks. (2018). Rouillard, Jean-François.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:82:y:2018:i:c:p:26-44.

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  2. International Risk Sharing and Financial Shocks. (2015). Rouillard, Jean-François.
    In: Cahiers de recherche.
    RePEc:shr:wpaper:15-13.

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References

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  1. A Data sources and construction of variables A.1 Data used in Table 2: Correlations between real GDP and real interest rates Real GDP and the quarterly rate of return of 90-days Treasury Bills are from the IFS (International Financial Statistics) and the consumer price index is from the OECD Main Economic Indicators. The data spans from 1970:1 to 2014:3, except for Germany (1975:32014: 3) and Italy (1980:1-2014:3).
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