Effects of economic policy uncertainty: A regime switching connectedness approach

Author:

Lien DonaldORCID,Zhang Jiewen,Yu XiaojianORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference55 articles.

1. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty;Antonakakis;Econ. Lett.,2013

2. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;J. Risk Financ. Manag.,2020

3. Measuring economic policy uncertainty;Baker;Q. J. Econ.,2016

4. Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test;Balcilar;Resour. Pol.,2016

5. Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets;Balcilar;Econ. Modell.,2021

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