A global economic policy uncertainty index from principal component analysis
Peng-Fei Dai, Xiong Xiong, Wei-Xing Zhou
| Year of publication: |
2021
|
|---|---|
| Authors: | Dai, Peng-Fei ; Xiong, Xiong ; Zhou, Wei-Xing |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 40.2021, p. 1-7
|
| Subject: | Volatility | Correlation | Economic policy uncertainty | Econophysics | Principal component analysis | Wirtschaftspolitik | Economic policy | Volatilität | Korrelation | Hauptkomponentenanalyse | Risiko | Risk | Welt | World | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101686 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819228