Dynamic interaction between economic policy uncertainty and financial stress : a multi-scale correlation framework
Xiaolei Sun, Xiaoyang Yao, Jun Wang
| Year of publication: |
May 2017
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|---|---|
| Authors: | Sun, Xiaolei ; Yao, Xiaoyang ; Wang, Jun |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 21.2017, p. 214-221
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| Subject: | Economic policy uncertainty | Financial stress | Empirical mode decomposition | BEKK-GARCH | Multi-scales | Dynamic correlation | Wirtschaftspolitik | Economic policy | Korrelation | Correlation | Risiko | Risk | Volatilität | Volatility | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.12.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011807788