Gupta, Rangan; Lau, Chi Keung; Nel, Jacobus A.; Sheng, Xin - In: Journal of economic structures : JES; the official … 9 (2020) 41, pp. 1-30
spillovers during the global financial crisis. We find that most of the volatility is confined to the crisis period. Policy …We use the recently created monthly Interest Rate Uncertainty measure, to investigate monetary policy uncertainty … most consistent net transmitters of monetary policy uncertainty. …