Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - 2020
these dynamics, we use the relative tail dependence by means of the spillover index of Diebold and Yilmaz (2009, 2012 … determination of sign and intensity of asymmetric spillover dynamics from external shocks to Asian economies and variables covering … a wide range of macroeconomic aspects. Our results indicate that the spillover indices from EPU and oil price shocks to …