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The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 1 Total connectedness summary

From: Monetary policy uncertainty spillovers in time and frequency domains

 

DY

BK-A

BK-B

BK-C

3m3m

66.15

45.82

63.00

73.51

3m12m

43.39

29.76

39.92

52.29

10y3m

42.25

34.94

43.14

53.74

10y12m

32.39

20.32

26.32

44.05