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Financial Innovation

Table 4 The point estimates of the SVAR parameters

From: Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets

  1. This table presents the country-level estimates of the related structural parameters for US spread shocks (Mortgage [Panel A] and Term [Panel B]). The statistical significance of the estimated parameters is highlighted by color scales: Each cell is colorized based on the level of statistical significance. A darker (lighter) color represents higher (lower) statistical significance
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