News-based economic policy uncertainty and financial contagion: An international evidence

Author:

Hadhri SindaORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference73 articles.

1. Asymmetric correlations of equity portfolios;Ang;Journal of Financial Economics,2002

2. Dynamic comovements of stock market returns, implied volatility and policy uncertainty;Antonakakis;Economics Letters,2013

3. A new approach to measuring financial contagion;Bae;Review of Financial Studies,2003

4. Volatility spillover effects in European equity markets;Baele;Journal of Financial and Quantitative Analysis,2005

5. Time-varying integration, interdependence and contagion;Baele;Journal of International Money and Finance,2010

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