Network connectedness dynamics of the yield curve of G7 countries
Zaghum Umar, Yasir Riaz, David Y. Aharon
| Year of publication: |
2022
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|---|---|
| Authors: | Umar, Zaghum ; Riaz, Yasir ; Aharon, David Y. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 79.2022, p. 275-288
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| Subject: | Global financial crisis | Yield curve | Connectedness analysis | Shocks | Spillover | Variance decomposition | Zinsstruktur | Schock | Shock | Finanzkrise | Financial crisis | VAR-Modell | VAR model | Spillover-Effekt | Spillover effect | Internationaler Finanzmarkt | International financial market | G7-Staaten | G7 countries | Dekompositionsverfahren | Decomposition method | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.02.052 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013343398