The incidence of spillover effects during the unconventional monetary policies era
Year of publication: |
2021
|
---|---|
Authors: | Lacava, Demetrio ; Scaffidi Domianello, Luca |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 6, p. 1-18
|
Publisher: |
Basel : MDPI |
Subject: | Markov switching | multiplicative error model | realized volatility | spillover effects | unconventional monetary policy |
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