On the propagation mechanism of international real interest rate spillovers : evidence from more than 200 years of data
Juncal Cunado, David Gabauer, Rangan Gupta and Chien-Chiang Lee
| Year of publication: |
2025
|
|---|---|
| Authors: | Cuñado Eizaguirre, Juncal ; Gabauer, David ; Gupta, Rangan ; Lee, Chien-Chiang |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 57.2025, 7, p. 790-804
|
| Subject: | TVP-VAR | dynamicconnectedness | extendedjoint connectedness | realinterest rates | Spillover-Effekt | Spillover effect | Realzins | Real interest rate | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2024.2309458 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015192490