Asymmetric effects of uncertainty shocks : normal times and financial disruptions are different
Valeriu Nalban, Andra Smădu
| Year of publication: |
2021
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|---|---|
| Authors: | Nalban, Valeriu ; Smădu, Andra |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 69.2021, p. 1-15
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| Subject: | Financial regime asymmetries | Non-linear VAR | Time-varying volatility | Uncertainty | Volatilität | Volatility | Schock | Shock | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Risiko | Risk | Konjunktur | Business cycle | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmacro.2021.103331 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013274624