Belke, Ansgar; Dubova, Irina - 2017
identification through generalized forecast error variance decompositions to estimate spillovers across four systemic markets in a … asset class, but that there are also substantial international spillovers across asset classes. Rolling estimations analysis … substanzielle Spillovers über verschiedene Anlageklassen hinweg empirisch nachweisen. Rollierende Schätzungen liefern Evidenz dafür …