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Keywords: Spillover effect
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Journal Articles
Journal:
Journal of Financial Economic Policy
Journal of Financial Economic Policy (2018) 10 (1): 38–54.
Published: 03 April 2018
... yield shocks in a multi-country dynamic stochastic general equilibrium modeling model. Design/methodology/approach The research used a monthly sample of 45 advanced and EM economies covering the period 1998Q1 to 2010Q6. In this paper, the authors have shown that, indeed, there is a spillover effect...
