Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity : evidence from the quantile vector autoregressive connectedness approach
Hedi Ben Haddad, Imed Mezghani, Imed Medhioub, Sohale Altamimi
| Year of publication: |
2024
|
|---|---|
| Authors: | Ben Haddad, Hedi ; Mezghani, Imed ; Medhioub, Imed ; Altamimi, Sohale |
| Subject: | Connectedness index | Financial crisis | Quantile VAR | Spillover effects | Uncertainty | Spillover-Effekt | Spillover effect | VAR-Modell | VAR model | USA | United States | Risiko | Risk | Finanzkrise | Volatilität | Volatility | Schätzung | Estimation | Schock | Shock | Wirkungsanalyse | Impact assessment | ARCH-Modell | ARCH model | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-023-02474-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014519714