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Uncovering the global network of economic policy uncertainty · Study

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ArticleUncovering the global network of economic policy uncertainty

Hardik A. Marfatia2020

Article2020

Uncovering the global network of economic policy uncertainty

Hardik A. Marfatia · Wanli Zhao · Qiang Ji

49 citations·0/0 files stored·Research in International Business and Finance

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Market Dynamics and Volatility Global Financial Crisis and Policies Complex Systems and Time Series Analysis

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References

2016Measuring Economic Policy Uncertainty*2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors 1995Time-Varying World Market Integration 2018Dynamic connectedness and integration in cryptocurrency markets 2018Herding behaviour in cryptocurrencies 2013Economic policy uncertainty in the US: Does it matter for the Euro area?2014Dynamic spillovers of oil price shocks and economic policy uncertainty

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2024Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?

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Year2020

Typearticle

Published2020-03-18

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations49

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.ribaf.2020.101223

openalex_workW3013098468

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