Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network
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DOI: 10.1016/j.irfa.2023.102945
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Keywords
Financial stress; Dynamic spillover; Quantile connectedness;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- O16 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
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