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Asymmetric effects of the international transmission of US financial stress: A threshold -VAR approach

Lookup NU author(s): Dr Anastasios Evgenidis

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Publication metadata

Author(s): Evgenidis A, Tsaganos A

Publication type: Article

Publication status: Published

Journal: International Review of Financial Analysis

Year: 2017

Volume: 51

Pages: 69-81

Print publication date: 01/05/2017

Online publication date: 31/03/2017

Acceptance date: 30/03/2017

ISSN (print): 1057-5219

ISSN (electronic): 1873-8079

Publisher: Elsevier BV

URL: https://doi.org/10.1016/j.irfa.2017.03.003

DOI: 10.1016/j.irfa.2017.03.003


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