Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty : thinking in the post-covid-19 world
Chao Liang, Yanran Hong, Luu Duc Toan Huynh, Feng Ma
| Year of publication: |
2023
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| 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
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| Subject: | Asymmetric | Financial stress | Granger-causality test | Monetary policy uncertainty | Time-varying | Geldpolitik | Monetary policy | Risiko | Risk | Finanzkrise | Financial crisis | Schock | Shock | Geldpolitische Transmission | Monetary transmission | Volatilität | Volatility | Coronavirus | Schätzung | Estimation | VAR-Modell | VAR model | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-023-01140-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014291872