The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion : a TVP-VAR approach
Year of publication: |
2025
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Authors: | Choi, Sun-Yong ; Hadad, Elroi |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 72.2025, Art.-No. 106532, p. 1-11
|
Subject: | Investor sentiment | Economic uncertainty | Geopolitical risk | Monetary uncertainty | Risk aversion | TVP-VAR | Risiko | Risk | Risikoaversion | Geopolitik | Geopolitics | Geldpolitik | Monetary policy | Anlageverhalten | Behavioural finance | Theorie | Theory |
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