Dynamic Spillover Effects of Global Financial Stress : Evidence from the Quantile VAR Network
Year of publication: |
2023
|
---|---|
Authors: | Long, Shaobo ; Li, Zixuan |
Publisher: |
[S.l.] : SSRN |
Subject: | VAR-Modell | VAR model | Theorie | Theory | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Schätzung | Estimation |
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Dynamic Spillover Effects of Global Financial Stress : Evidence from the Quantile VAR Network
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