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Volatility spillovers in East Asian financial markets : a MEM-based approach
Engle, Robert F.; Gallo, Giampiero M.; Velucchi, Margherita - In: The review of economics and statistics 94 (2012) 1, pp. 221-233
Persistent link: https://www.econbiz.de/10009565360
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Impulse response estimation by smooth local projections
Barnichon, Regis; Brownlees, Christian - In: The review of economics and statistics 101 (2019) 3, pp. 522-530
Persistent link: https://www.econbiz.de/10012039436
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Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach
Engle, Robert F.; Gallo, Giampiero M.; Velucchi, Margherita - In: The review of economics and statistics 94 (2012) 1, pp. 222-224
Persistent link: https://www.econbiz.de/10009826312