The spillover of macroeconomic uncertainty between the U.S. and China
Year of publication: |
2018
|
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Authors: | Huang, Zhuo ; Tong, Chen ; Qiu, Han ; Shen, Yan |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 171.2018, p. 123-127
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Subject: | Macroeconomic uncertainty | Spillover effect | Structural vector autoregression | Spillover-Effekt | VAR-Modell | VAR model | China | USA | United States | Risiko | Risk | Schätzung | Estimation | ARCH-Modell | ARCH model |
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