The Risk-Taking Channel in the US: A GVAR Approach

Alzuabi, R., Caglayan, M. and Mouratidis, K. (2017) The Risk-Taking Channel in the US: A GVAR Approach. Working Paper. Sheffield Economic Research Paper Series (SERPS), 201700 (2017009). Department of Economics, University of Sheffield ISSN 1749-8368

Abstract

Metadata

Authors/Creators:
  • Alzuabi, R.
  • Caglayan, M.
  • Mouratidis, K.
Copyright, Publisher and Additional Information: The Sheffield Economic Research Paper Series (SERPS) offers a forum for the research output of the Department of Economics, University of Sheffield. Papers are reviewed for quality and presentation by two internal referees and a departmental editor. However, the contents and opinions expressed remain the responsibility of the author(s). Comments are welcomed and should be addressed to the individual author(s).
Keywords: Risk-taking channel; GVAR; monetary policy shocks; spilloverover e ects
Dates:
  • Published: 31 March 2017
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield) > Sheffield Economics Research Papers Series
The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 12 Apr 2017 13:57
Last Modified: 12 Apr 2017 13:57
Published Version: http://www.sheffield.ac.uk/economics/research/serp...
Status: Published
Publisher: Department of Economics, University of Sheffield
Series Name: Sheffield Economic Research Paper Series (SERPS)

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