On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach

David Gabauer; Rangan Gupta

doi:https://doi.org/10.1016/j.econlet.2018.07.007

doi.org/10.1016/j.econlet.2018.07.007

On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach

,

Economics Letters1.80

Volume: 171, Pages: 63 - 71

Published: Jul 19, 2018

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Paper Details

Title

On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach

DOI

doi.org/10.1016/j.econlet.2018.07.007

Published Date

Jul 19, 2018

Journal

Economics Letters

Volume

171

Pages

63 - 71

Notes

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