Ngày tải lên :
16/02/2014, 02:20
... contemporaneous spillovers for the
three US asset returns in the structural-form model (1):
+⋅+⋅=
US
t
US
t
US
t
sbr 0.01130.1714
(3)
+⋅−⋅=
US
t
US
t
US
t
srb 0.01460.6150
(4)
1469.0 +⋅−⋅−=
US
t
US
t
US
t
brs ...
,,,,
+⋅−⋅+⋅+⋅=
te
US
ts
US
tb
US
tr
EA
t
r
µµµµ
0.03890.00620.17260.4487
(24)
0120.00010.0
,,,,
+⋅−⋅−⋅+⋅=
te
US
ts
US
tb
US
tr
EA
t
b
µµµµ
0.48450.4364
(25)
,,,,
+⋅+⋅+⋅−⋅−=
te
US
ts
US
tb
US
tr
EA
t
s
µµµµ
0.49670.57051.09571.9541
...
,,,
+⋅+⋅+⋅=
US
ts
US
tb
US
tr
US
t
r
µµµ
0.00890.26271.25140
(9)
0102.0
,,,
+⋅−⋅+⋅=
US
ts
US
tb
US
tr
US
t
b
µµµ
1.43001.0240
(10)
,,,
+⋅+⋅−⋅−=
US
ts
US
tb
US
tr
US
t
s
µµµ
0.99640.40831.1012
(11)
With the results...