Using causal graphs to test for the direction of instantaneous causality between economic policy uncertainty and stock market volatility
Year of publication: |
2023
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Authors: | Raunig, Burkhard |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 65.2023, 4, p. 1579-1598
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Subject: | Causal graph | Causal inference | Economic policy uncertainty | Stock market volatility | Kausalanalyse | Causality analysis | Volatilität | Volatility | Börsenkurs | Share price | Wirtschaftspolitik | Economic policy | Aktienmarkt | Stock market | Risiko | Risk | Theorie | Theory | Wirkungsanalyse | Impact assessment |
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