Signed spillover effects building on historical decompositions
Mardi Dungey (Tasmanian School of Business and Economics, University of Tasmania and Centre for Applied Macroeconomic Analysis, ANU), John Harvey (Tasmanian School of Business and Economics, University of Tasmania), Pierre Siklos (Wilfrid Laurier University and Centre for Applied Macroeconomic Analysis, ANU), Vladimir Volkov (Tasmanian School of Business and Economics, University of Tasmania)
| Year of publication: |
August 2017
|
|---|---|
| Authors: | Dungey, Mardi H. ; Harvey, John ; Siklos, Pierre L. ; Volkov, Vladimir |
| Publisher: |
Canberra : Centre for Applied Macroeconomic Analysis, The Australian National University |
| Subject: | Historical decomposition | DY Spillover | Granger Causality | Networks | Spillover-Effekt | Spillover effect | Kausalanalyse | Causality analysis | Dekompositionsverfahren | Decomposition method | Welt | World | Volatilität | Volatility | Finanzkrise | Financial crisis | Kreditderivat | Credit derivative |
| Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
|---|---|
| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2017, 52 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011747175