Search Results - subject:"uncertainty shock"

Brexsea trade and uncertainty : impact of Brexit on seafood exports

Santika, Nita; Oglend, Atle; Straume, Hans-Martin; … - 2025

Persistent link: https://www.econbiz.de/10015394003

A greater crisis? : investigating MSA-level housing markets during the COVID-19 pandemic

Huang, MeiChi - In: Research in international business and finance 71 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015061768

Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios : a nonlinear VAR approach

Racicot, François-Éric; Théoret, Raymond - In: Financial innovation : FIN 8 (2022), pp. 1-56

The subprime crisis was quite damaging for hedge funds. Using the local projection method (Jordà 2004, 2005, 2009), we forecast the dynamic responses of the betas of hedge fund strategies to macroeconomic and financial shocks-especially volatility and illiquidity shocks-over the subprime crisis...

Persistent link: https://www.econbiz.de/10013169857

Why does risk matter more in recessions than in expansions?

Andreasen, Martin Møller ; Caggiano, Giovanni; … - 2021

-sized uncertainty shock generates a larger contraction in real activity when growth is low (as in recessions) than when growth is high …

Persistent link: https://www.econbiz.de/10012815306

Uncertainty and Monetary Policy during the Great Recession

Pellegrino, Giovanni; Castelnuovo, Efrem; Caggiano, Giovanni - 2021

real activity to a financial uncertainty shock during and in the aftermath of the great recession. We replicate this … estimated framework to quantify the output loss due to the large uncertainty shock that materialized in 2008Q3. We find such a …

Persistent link: https://www.econbiz.de/10012582048