This study examined how uncertainty and global risk affect financial markets in emerging economies, focusing on foreign … structural vector autoregression (VAR) models, the research found that increases in Economic Policy Uncertainty (EPU … spreads influence exchange rates, causing currency depreciation. The findings highlight the interconnectedness of uncertainty …

Earnings uncertainty is central to most heterogeneous-household models. Yet, there is surprisingly little evidence on … how subjective uncertainty is related to consumption behavior. Using unique data from the Survey of Consumer Expectations … uncertainty. In the workhorse consumption-savings model, augmented with risk heterogeneity, MPCs decline with earnings uncertainty …

decisions are complex, involving short-term and long-term costs and revenues, along with inherent uncertainty about future …

In this work, we study a class of stationary mean-field games of singular stochastic control under model uncertainty … distribution of the population. Due to the presence of uncertainty, the problem involves the study of a stochastic (zero-sum) game …. Finally, we present an example of mean-field optimal extraction of natural resources under uncertainty and we analyze the …

investors often grappling with uncertainty about potential policymaking in addition to actual policy changes. This paper … introduces a novel Climate Policy Uncertainty (CPU) index, along with a set of sub-indices capturing the direction of uncertainty … over the past three decades, we find that uncertainty surrounding climate policies negatively impacts firm financial …

Earnings uncertainty is central to most heterogeneous-household models. Yet, there is surprisingly little evidence on … how subjective uncertainty is related to consumption behavior. Using unique data from the Survey of Consumer Expectations … uncertainty. In the workhorse consumption–savings model, augmented with risk heterogeneity, MPCs decline with earnings uncertainty …