Spillovers across macroeconomic, financial and real estate uncertainties : a time-varying approach
David Gabauer, Rangan Gupta
| Year of publication: |
2020
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|---|---|
| Authors: | Gabauer, David ; Gupta, Rangan |
| Published in: |
Structural change and economic dynamics : SC+ED. - Amsterdam : Elsevier, ISSN 0954-349X, ZDB-ID 1055942-5. - Vol. 52.2020, p. 167-173
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| Subject: | Dynamic connectedness | Uncertainty transmission | Real estate uncertainty | Macroeconomic uncertainty | Financial uncertainty | Risiko | Risk | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | VAR-Modell | VAR model | Schätzung | Estimation | Immobilienmarkt | Real estate market | Konjunktur | Business cycle | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.strueco.2019.09.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012484669