@article{5d38eb16d1de45dc91b909368c20f62c,
title = "Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach",
keywords = "Financial stability, Financial stress, Monetary policy, Threshold-VAR",
author = "Anastasios Evgenidis and Athanasios Tsagkanos",
note = "Publisher Copyright: {\textcopyright} 2017 Elsevier Inc.",
year = "2017",
month = may,
day = "1",
doi = "10.1016/j.irfa.2017.03.003",
language = "English",
volume = "51",
pages = "69--81",
journal = "International Review of Financial Analysis",
issn = "1057-5219",
publisher = "Elsevier Inc.",
}