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Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach
| Content Provider | Semantic Scholar |
|---|---|
| Author | Antonakakis, Nikolaos Gabauer, David Gupta, Rangan Plakandaras, Vasilios |
| Copyright Year | 2018 |
| Abstract | Economic uncertainty has attracted a significant part of the modern research in economics, proving to be a significant factor for every economy. In this study, we focus on the transmission channel of uncertainty between economies, examining potential spillover effect between the U.S., the E.U., the U.K, Japan and Canada. Within a time-varying framework our empirical results indicate of a significant spillover of uncertainty from the E.U. to the U.S. |
| Starting Page | 63 |
| Ending Page | 75 |
| Page Count | 13 |
| File Format | PDF HTM / HTML |
| DOI | 10.1016/j.econlet.2018.02.011 |
| Alternate Webpage(s) | https://researchportal.port.ac.uk/portal/files/8695956/ANTONAKAKIS_2018_cright_EL_Dynamic_Connectedness_of_Uncertainty_across_Developed_Economies.pdf |
| Alternate Webpage(s) | https://doi.org/10.1016/j.econlet.2018.02.011 |
| Volume Number | 166 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
