Examining the Effects of Intersectoral Uncertainty Transmission Using a Time-Varying Model
Objective The impact of financial and economic shocks and uncertainty is not always limited to the target market and may spread to other markets as well. Empirical research results, such as those by Jurado et al. (2015) and Gabor and Gabota (2020), indicate that the contagion of cross-sectoral uncer...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2024-12-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_100187_9deb8b7daf7598fcadd21e8596449163.pdf |
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