Dynamic connectedness of uncertainty across developed economies : a time-varying approach
Nikolaos Antonakakis, David Gabauer, Rangan Gupta, Vasilios Plakandaras
| Year of publication: |
2018
|
|---|---|
| Authors: | Antonakakis, Nikolaos ; Gabauer, David ; Gupta, Rangan ; Plakandaras, Vasilios |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 166.2018, p. 63-75
|
| Subject: | Connectedness index | Economic policy uncertainty | Time-varying model | Risiko | Risk | Wirtschaftspolitik | Economic policy | Zeitreihenanalyse | Time series analysis | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.02.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012011907