Gupta, Rangan; Lau, Chi Keung; Nel, Jacobus A.; Sheng, Xin - In: Journal of economic structures : JES; the official … 9 (2020) 41, pp. 1-30
across the US, Germany, France, Italy, Spain, UK, Japan, Canada, and Sweden in both the time and frequency domains. We find … makers should consider accounting for the spillovers from the US, Germany, France and Spain, as we found that they are the …