John Harvey

Tasmanian School of Business and Economics, University of Tasmania

Locked Bag 1317

Launceston, 7250

Australia

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Scholarly Papers (1)

1.

Signed Spillover Effects Building on Historical Decompositions

CAMA Working Paper No. 52/2017
Number of pages: 53 Posted: 29 Aug 2017
University of Tasmania (deceased), Tasmanian School of Business and Economics, University of Tasmania, Wilfrid Laurier University - School of Business & Economics and University of Tasmania
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Citation 5

Abstract:

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Historical decomposition, DY Spillover, Granger Causality, Networks