The risk‐taking channel in the United States : A GVAR approach

Alzuabi, R., Caglayan, M. and Mouratidis, K. (2020) The risk‐taking channel in the United States : A GVAR approach. International Journal of Finance and Economics, 26 (4). pp. 5826-5849. ISSN 1099-1158



  • Alzuabi, R.
  • Caglayan, M.
  • Mouratidis, K.
Copyright, Publisher and Additional Information: © 2020 The Authors. International Journal of Finance & Economics published by John Wiley & Sons Ltd. This is an open access article under the terms of the Creative Commons Attribution‐NonCommercial‐NoDerivs License, ( which permits use and distribution in any medium, provided the original work is properly cited, the use is non‐commercial and no modifications or adaptations are made.
Keywords: impulse response analysis; risk‐taking channel: GVAR: Monetary policy shocks; spillover effects
  • Accepted: 18 June 2020
  • Published (online): 22 July 2020
  • Published: 12 October 2020
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 24 Jul 2020 16:08
Last Modified: 21 Jan 2022 14:13
Status: Published
Publisher: Wiley
Refereed: Yes
Identification Number:


Filename: ijfe.2096.pdf

Licence: CC-BY-NC-ND 4.0

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