The international transmission of volatility shocks : an empirical analysis
Year of publication: |
2015
|
---|---|
Authors: | Mumtaz, Haroon ; Theodoridis, Konstantinos |
Published in: |
Journal of the European Economic Association. - Oxford : Oxford University Press, ISSN 1542-4766, ZDB-ID 2114709-7. - Vol. 13.2015, 3, p. 512-533
|
Subject: | Konjunkturzusammenhang | Business cycle synchronization | Wirtschaftswachstum | Economic growth | Schock | Shock | Volatilität | Volatility | Schätztheorie | Estimation theory | DSGE-Modell | DSGE model | USA | United States | Großbritannien | United Kingdom |
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