Does uncertainty matter for US financial market volatility spillovers? : empirical evidence from a nonlinear Granger causality network
Tong Fang and Zhi Su
| Year of publication: |
2021
|
|---|---|
| Authors: | Fang, Tong ; Su, Zhi |
| Subject: | financial market network | nonlinear Granger causality | Uncertainty | volatility spillovers | Volatilität | Volatility | Kausalanalyse | Causality analysis | Spillover-Effekt | Spillover effect | Finanzmarkt | Financial market | USA | United States | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Risiko | Risk | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1854656 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012697702