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

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Table 2 Net movements (TO-FROM)

From: Monetary policy uncertainty spillovers in time and frequency domains

 DYBK-ABK-BBK-CDYBK-ABK-BBK-C
 UG
3m3m2.60− 1.20− 2.635.32− 2.821.79− 2.25− 4.45
3m12m7.400.183.1413.451.052.900.70− 0.66
10y3m− 1.280.01− 3.41− 1.910.33− 0.520.871.33
10y12m2.400.981.224.04− 1.431.10− 0.95− 3.52
 FI
3m3m1.043.211.890.114.201.528.093.90
3m12m− 0.34− 1.990.130.45− 1.45− 1.460.12− 2.06
10y3m2.471.451.644.74− 5.500.80− 5.61− 15.86
10y12m− 1.570.140.12− 3.66− 2.40− 0.66− 2.65− 3.53
 SUK
3m3m5.583.275.616.28− 5.21− 2.68− 7.67− 5.29
3m12m2.890.644.643.53− 3.731.73− 2.14− 7.62
10y3m2.22− 0.384.374.990.70− 0.161.441.61
10y12m0.93− 0.770.552.372.85− 1.941.976.80
 JC
3m3m− 5.35− 0.63− 2.86− 7.587.050.235.819.57
3m12m− 0.740.06− 1.11− 1.07− 2.15− 0.33− 1.30− 3.58
10y3m− 0.69− 0.38− 0.93− 1.04− 0.58− 1.54− 0.270.78
10y12m− 0.80− 0.18− 0.20− 1.551.830.551.462.94
 Sw    
3m3m− 7.09− 5.60− 6.00− 7.88    
3m12m− 2.95− 2.98− 4.18− 2.44    
10y3m2.340.711.895.35    
10y12m− 1.820.79− 1.53− 3.87