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Economic policy uncertainty spillovers in small open economies: The case of Hong Kong
16 references·0 citing·36 second hop
Economic policy uncertainty spillovers in small open economies: The case of Hong Kong (2018)Economic policy uncertainty spillovers in…Uncertainty shocks are aggregate demand shocks (2016)Uncertainty shocks are aggreg…The macroeconomic impact of financial and uncertainty shocks (2016)The macroeconomic impact of f…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Uncertainty, Financial Frictions, and Investment Dynamics (2014)Uncertainty, Financial Fricti…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Risk, uncertainty and monetary policy (2013)Risk, uncertainty and monetar…Risk Shocks (2013)Risk ShocksRisk Matters: The Real Effects of Volatility Shocks (2011)Risk Matters: The Real Effect…What Drives Media Slant? Evidence From U.S. Daily Newspapers (2010)What Drives Media Slant? Evid…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…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyAutomatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Geopolitical Risk (2022)Bowling Alone: The Collapse and Revival of American Community (2000)All the News That's Fit to Sell: How the Market Transforms Information into News (2003)Extracting Policy Positions from Political Texts Using Words as Data (2003)Ideological Segregation Online and Offline * (2011)Media and Political Polarization (2013)Advertising Content and Consumer Engagement on Social Media: Evidence from Facebook (2017)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)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)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)The Role of Monetary Policy (1995)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Capital markets research in accounting (2001)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 2010What Drives Media Slant? Evidence From U.S. Daily Newspapers1,486 cited
  • 2013Risk Shocks1,342 cited
  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 2014Uncertainty, Financial Frictions, and Investment Dynamics879 cited
  • 2016Uncertainty shocks are aggregate demand shocks830 cited
  • 2011Risk Matters: The Real Effects of Volatility Shocks765 cited
  • 2016The macroeconomic impact of financial and uncertainty shocks

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