The evolving impact of global, region-specific, and country-specific uncertainty
Haroon Mumtaz and Alberto Musso
| Year of publication: |
2021
|
|---|---|
| Authors: | Mumtaz, Haroon ; Musso, Alberto |
| Subject: | Dynamic factor model | Global uncertainty | Stochastic volatility | Time-varying parameters | Uncertainty shocks | Risiko | Risk | Volatilität | Volatility | Welt | World | Schock | Shock | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2019.1668798 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012499092