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International spillovers of policy uncertainty
10 references·16 citing·36 second hop
International spillovers of policy uncertainty (2014)International spillovers of policy uncert…Uncertainty shocks are aggregate demand shocks (2016)Uncertainty shocks are aggreg…THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS (2014)THE INTERNATIONAL TRANSMISSIO…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Measuring Economic Policy Uncertainty (2013)Measuring Economic Policy Unc…Economic policy uncertainty in the US: Does it matter for the Euro area? (2013)Economic policy uncertainty i…Uncertainty Shocks are Aggregate Demand Shocks (2012)Uncertainty Shocks are Aggreg…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…State-level economic policy uncertainty (2022)State-level economic policy u…High policy uncertainty and low implied market volatility: An academic puzzle? (2021)High policy uncertainty and l…How does economic policy uncertainty affect the bitcoin market? (2020)How does economic policy unce…Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market (2020)Empirical investigation of ch…Economic Policy Uncertainty Spillovers in Booms and Busts (2019)Economic Policy Uncertainty S…Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets (2019)Dynamic spillovers and connec…Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China (2019)Determinants of within and cr…Understanding stock market volatility: What is the role of U.S. uncertainty? (2018)Understanding stock market vo…International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach (2018)International economic policy…Economic policy uncertainty spillovers in small open economies: The case of Hong Kong (2018)Economic policy uncertainty s…Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty (2017)Dynamics of international spi…Cross-country determinants of economic policy uncertainty spillovers (2017)Cross-country determinants of…US Economic Policy Uncertainty and Co-Movements between Chinese and US Stock Markets (2016)US Economic Policy Uncertaint…Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach (2016)Impact of US uncertainties on…Economic policy uncertainty shocks and stock–bond correlations: Evidence from the US market (2015)Economic policy uncertainty s…Commodity price changes and the predictability of economic policy uncertainty (2015)Commodity price changes and t…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Measuring Uncertainty (2015)The macroeconomic impact of financial and uncertainty shocks (2016)Economic policy uncertainty: A literature review (2019)Inference in Linear Time Series Models with some Unit Roots (1990)Dynamic connectedness of uncertainty across developed economies: A time-varying approach (2018)On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach (2018)Economic policy uncertainty and financial stability–Is there a relation? (2020)Irreversibility, Uncertainty, and Cyclical Investment (1980)Investment Under Uncertainty. (1994)Economic policy uncertainty and firm-level investment (2013)The Asset Redeployability Channel: How Uncertainty Affects Corporate Investment (2016)The Price of Political Uncertainty: Theory and Evidence from the Option Market (2016)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Geopolitical Risk (2022)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Measuring Economic Policy Uncertainty* (2016)Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market (2019)Does COVID-19 open a Pandora's box of changing the connectedness in energy commodities? (2020)Macroeconomics and Reality (1980)SRISK: A conditional capital shortfall measure of systemic risk (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)The robustness of identified VAR conclusions about money (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)The Value of Waiting to Invest (1982)Policy uncertainty in Japan (2022)Working from Home Around the World (2022)Global climate policy uncertainty and financial markets (2024)On the Estimation of Security Price Volatilities from Historical Data (1980)Volatility spillovers, interdependence and comovements: A Markov Switching approach (2007)Which precious metals spill over on which, when and why? Some evidence (2014)Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis (2016)Policy Uncertainty and Corporate Investment (2015)
this work references cited by second hop

References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2013Measuring Economic Policy Uncertainty858 cited
  • 2016Uncertainty shocks are aggregate demand shocks830 cited
  • 2013Economic policy uncertainty in the US: Does it matter for the Euro area?530 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets245 cited
  • 2014THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS131 cited
  • 2012Uncertainty Shocks are Aggregate Demand Shocks91 cited

Cited by

  • 2022State-level economic policy uncertainty165 cited
  • 2017Cross-country determinants of economic policy uncertainty spillovers155 cited
  • 2016US Economic Policy Uncertainty and Co-Movements between Chinese and US Stock Markets148 cited
  • 2019Economic Policy Uncertainty Spillovers in Booms and Busts144 cited
  • 2017Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty

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134 cited
  • 2015Economic policy uncertainty shocks and stock–bond correlations: Evidence from the US market129 cited
  • 2018Understanding stock market volatility: What is the role of U.S. uncertainty?128 cited
  • 2020How does economic policy uncertainty affect the bitcoin market?120 cited
  • 2015Commodity price changes and the predictability of economic policy uncertainty118 cited
  • 2018International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach113 cited
  • 2019Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets102 cited
  • 2019Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China101 cited
  • 2016Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach100 cited
  • 2020Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market96 cited
  • 2021High policy uncertainty and low implied market volatility: An academic puzzle?92 cited
  • 2018Economic policy uncertainty spillovers in small open economies: The case of Hong Kong89 cited