Uncertainty matters in US financial information spillovers : evidence from a directed acyclic graph approach
Zhi Su, Peng Liu, Tong Fang
| Year of publication: |
2022
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| Authors: | Su, Zhi ; Liu, Peng ; Fang, Tong |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 84.2022, p. 229-242
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| Subject: | Contemporaneous causality | DAG | Economic policy uncertainty | Information spillovers | News-based implied volatility | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Risiko | Risk | USA | United States | Schätzung | Estimation | Information | Wirtschaftspolitik | Economic policy | Informationsverbreitung | Information dissemination | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2022.01.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013334871