Dynamics of international spillovers and interaction : evidence from financial market stress and economic policy uncertainty
Year of publication: |
January 2018
|
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Authors: | Liow, Kim Hiang ; Liao, Wen-Chi ; Huang, Yuting |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 68.2018, p. 96-116
|
Subject: | Financial market stress | Economic policy uncertainty | International spillovers | Diebold and Yilmaz (2012) | Bootstrap rolling window causality test | Spillover-Effekt | Spillover effect | Wirtschaftspolitik | Economic policy | Welt | World | Volatilität | Volatility | Finanzmarkt | Financial market | Börsenkurs | Share price |
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