Asymmetric volatility impulse response functions (Q2681836)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric volatility impulse response functions |
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Asymmetric volatility impulse response functions (English)
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30 January 2023
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multivariate GARCH
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leverage effect
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volatility impulse response analysis
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safe-haven
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