Macro-financial linkages in the high-frequency domain : economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets
Guglielmo Maria Caporale, Menelaos Karanasos, Stavroula Yfanti
| Year of publication: |
2024
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Karanasos, Menelaos ; Yfanti, Stavroula |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 2, p. 1581-1608
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| Subject: | economic policy uncertainty | risk management | Covid-19 crisis | macro-financial linkages | realized variance | Finanzmarkt | Financial market | Coronavirus | Finanzkrise | Financial crisis | Wirkungsanalyse | Impact assessment | Wirtschaftspolitik | Economic policy | Risiko | Risk | Risikomanagement | Risk management | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2748 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014533276