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Real sectoral spillovers: A dynamic factor analysis of the great recession · Study

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ArticleReal sectoral spillovers: A dynamic factor analysis of the great recession

N Li2018

Article2018

Real sectoral spillovers: A dynamic factor analysis of the great recession

N Li · Vance L. Martin

14 citations·0/0 files stored·Journal of Monetary Economics

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2002Determining the Number of Factors in Approximate Factor Models 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2012The Network Origins of Aggregate Fluctuations 1983Real Business Cycles 2014A Macroeconomic Model with a Financial Sector 2011The Granular Origins of Aggregate Fluctuations 2004The impact of monetary policy on asset prices

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Year2018

Typearticle

Published2018-10-06

VenueJournal of Monetary Economics

ISSN-L0304-3932

Languageen

Citations14

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jmoneco.2018.10.002

openalex_workW2805125375

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