tailieunhanh - A network analysis of return connectedness in the financial stability: Insights about disease and economic policy incertainties

This paper studies how the return connectedness exhibits the potential linkages among 17 economies over the twenty-year period started in 2001. We found three main findings through employing the Dynamic Connectedness approach which is based on the Vector Auto-Regression (VAR) to calculate Generalized Forecast Error Decompositions. |