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      Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis

      Author(s): , , ,
      Publication date Created:
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      Journal: The North American Journal of Economics and Finance
      Publisher: Elsevier BV

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          A Practical Guide to Wavelet Analysis

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            Better to give than to receive: Predictive directional measurement of volatility spillovers

            Francis X Diebold, Kamil Yilmaz (2012)
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              Generalized impulse response analysis in linear multivariate models

              H.Hashem Pesaran, Yongcheol Shin (1998)
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                Author and article information

                Journal
                Title: The North American Journal of Economics and Finance
                Abbreviated Title: The North American Journal of Economics and Finance
                Publisher: Elsevier BV
                ISSN (Print): 10629408
                Publication date Created: November 2022
                Publication date (Print): November 2022
                Volume: 63
                Page: 101843
                Article
                DOI: 10.1016/j.najef.2022.101843
                SO-VID: 41b3ac6e-4205-4bc5-b0cd-cf2e8c3c19fc
                Copyright © © 2022
                License:

                https://www.elsevier.com/tdm/userlicense/1.0/

                https://doi.org/10.15223/policy-017

                https://doi.org/10.15223/policy-037

                https://doi.org/10.15223/policy-012

                https://doi.org/10.15223/policy-029

                https://doi.org/10.15223/policy-004

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