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Measuring global and country-specific uncertainty · Study

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ArticleMeasuring global and country-specific uncertainty

Ezgi O. Ozturk2017

Article2017

Measuring global and country-specific uncertainty

Ezgi O. Ozturk · Xuguang Simon Sheng

151 citations·0/0 files stored·Journal of International Money and Finance

No readable copy stored yet — this record is metadata only.

Market Dynamics and Volatility Monetary Policy and Economic Impact COVID-19 Pandemic Impacts

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 151 citations exist upstream.

References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 2016Measuring Economic Policy Uncertainty*2009The Impact of Uncertainty Shocks 2015Measuring Uncertainty 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models 2007The Impact of Uncertainty Shocks 2013Risk, uncertainty and monetary policy

Cited by

2018Understanding stock market volatility: What is the role of U.S. uncertainty?2023What is Certain about Uncertainty?2019Uncertainty and Economic Activity: A Multicountry Perspective 2020Economic uncertainty or financial uncertainty? An empirical analysis of bank risk-taking in Asian emerging markets 2021Economic policy uncertainty and bank stability: Size, Capital, and Liquidity Matter 2018The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty 2020Uncertainty indicators based on expectations of business and consumer surveys 2018The implications of central bank transparency for uncertainty and disagreement

Details

Year2017

Typearticle

Published2017-07-15

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations151

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/j.jimonfin.2017.07.014

openalex_workW2606203056

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