Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty : thinking in the post-covid-19 world
Year of publication: |
2023
|
---|---|
Authors: | Liang, Chao ; Hong, Yanran ; Luu Duc Toan Huynh ; Ma, Feng |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 60.2023, 4, p. 1543-1567
|
Subject: | Asymmetric | Financial stress | Granger-causality test | Monetary policy uncertainty | Time-varying | Geldpolitik | Monetary policy | Risiko | Risk | Finanzkrise | Financial crisis | Welt | World | Schätzung | Estimation | Schock | Shock | Finanzmarkt | Financial market |
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