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~isPartOf:"Applied economics letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"VAR model"
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Applied economics letters
The North American journal of economics and finance : a journal of financial economics studies
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1
Transmission of US financial and trade shocks to Asian economies : implications for spillover of the 2007 - 2009 US financial crisis
Yamamoto, Shugo
- In:
The North American journal of economics and finance : a …
27
(
2014
),
pp. 88-103
Persistent link: https://www.econbiz.de/10010460896
Saved in:
2
Spillovers of currency carry trade returns, market risk sentiment, and US market returns
Lee, Hsiu-chuan
;
Chang, Shu-lien
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 197-216
Persistent link: https://www.econbiz.de/10010364814
Saved in:
3
The role of U.S. subprime mortgage-backed assets in propagating the crisis : contagion or interdependence?
Flavin, Thomas J.
;
Sheenan, Lisa
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 167-186
Persistent link: https://www.econbiz.de/10011539865
Saved in:
4
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Hashem, Shatha …
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668002
Saved in:
5
The transmission of US economic policy uncertainty shocks to Asian and global financial markets
Kido, Yosuke
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 222-231
Persistent link: https://www.econbiz.de/10012036619
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6
The spillover effects of US economic policy uncertainty on the global economy : a global VAR approach
Nguyen Ba Trung
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 90-110
Persistent link: https://www.econbiz.de/10012120214
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7
The euro crisis and Swedish GDP growth : a study of spillovers
Österholm, Pär
;
Stockhammar, Pär
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1105-1110
Persistent link: https://www.econbiz.de/10010465880
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8
The spillover effect of the US uncertainty on emerging economies : a panel VAR approach
Nguyen Ba Trung
- In:
Applied economics letters
26
(
2019
)
3
,
pp. 210-216
Persistent link: https://www.econbiz.de/10012204170
Saved in:
9
Monetary policy co-movement and spillover of shocks among BRICS economies
Cekin, Semih Emre
;
Geremew, Menelik S.
;
Marfatia, Hardik
- In:
Applied economics letters
26
(
2019
)
15
,
pp. 1253-1263
Persistent link: https://www.econbiz.de/10012204717
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10
Bank-sovereign risk spillovers in the Euro Area
Singh, Manish K.
;
Gómez Puig, Marta
;
Sosvilla-Rivero, …
- In:
Applied economics letters
27
(
2020
)
8
,
pp. 642-646
Persistent link: https://www.econbiz.de/10012205771
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