Fig. 8From: Bayesian analysis of time-varying interactions between stock returns and foreign equity flowsTime-varying historical and contemporaneous responses of stock returns to economic uncertainty shocks. Right panel: historical impulse responses. Left panel: Contemporaneous response. Top: Results from TVP-VAR-SV under the order \(\left\{EPU,NEF,R\right\}\). Bottom: Results from the TVP-VAR-SV under the order \(\left\{EPU,R,NEF\right\}\)Back to article page