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The Newcastle University research output collection, currently available on ePrints, will shortly be moving to a new open repository platform, Figshare. To prepare for the data migration we have paused adding new content to ePrints, and will resume once the new repository is launched. During this time you will continue to have access to ePrints (but no new content will appear). We will share updates here when available.

Asymmetric effects of the international transmission of US financial stress: A threshold-VAR approach

Lookup NU author(s): Dr Anastasios Evgenidis

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Publication metadata

Author(s): Evgenidis A, Tsaganos A

Publication type: Article

Publication status: Published

Journal: International Review of Financial Analysis

Year: 2017

Volume: 51

Pages: 69-81

Print publication date: 01/05/2017

Online publication date: 31/03/2017

Acceptance date: 30/03/2017

ISSN (print): 1057-5219

ISSN (electronic): 1873-8079

Publisher: Elsevier BV

URL: https://doi.org/10.1016/j.irfa.2017.03.003

DOI: 10.1016/j.irfa.2017.03.003


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