Financial regimes and uncertainty shocks
Piergiorgio Alessandri, Haroon Mumtaz
| Year of publication: |
2019
|
|---|---|
| Authors: | Alessandri, Piergiorgio ; Mumtaz, Haroon |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 101.2019, p. 31-46
|
| Subject: | Financial markets | Stochastic volatility | Threshold VARs | Uncertainty | Finanzmarkt | Financial market | Volatilität | Volatility | Schock | Shock | Risiko | Risk | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Theorie | Theory | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmoneco.2018.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012264750