Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries
Year of publication: |
2024
|
---|---|
Authors: | Yaya, OlaOluwa S. ; Olayinka, Hammed A. ; Ogbonna, Ahamuefula Ephraim ; Al-Faryan, Mamdouh Abdulaziz Saleh ; Vo Xuan Vinh |
Published in: |
Economic change & restructuring. - Dordrecht : Springer Science & Business Media B.V., ISSN 1574-0277, ZDB-ID 2232275-9. - Vol. 57.2024, 2, Art.-No. 76, p. 1-27
|
Subject: | Economy policy uncertainty | G7 countries | Quantile connectedness | Vector autoregression | Wirtschaftspolitik | Economic policy | USA | United States | VAR-Modell | VAR model | Risiko | Risk | Wirkungsanalyse | Impact assessment | Großbritannien | United Kingdom |
-
Economic policy uncertainty and real output : evidence from the G7 countries
Istiak, Khandokar, (2018)
-
Of votes and viruses : the UK economy and economic policy uncertainty
Ellington, Michael, (2023)
-
Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein, (2016)
- More ...
-
Yaya, OlaOluwa S., (2024)
-
Modelling cryptocurrency high–low prices using fractional cointegrating VAR
Yaya, OlaOluwa S., (2020)
-
Green bonds' connectedness with hedging and conditional diversification performance
Ur Rehman, Mobeen, (2023)
- More ...