This paper investigates the spillover effects of financial stress at different quantiles across the US, China, Eurozone, Japan, UK, and India. The findings suggest significant spillover effects among the six countries (regions), and the spillovers in extreme markets is apparently higher than...

Using monthly data from January 1998 to May 2021, this study investigates the asymmetric impact of global economic policy uncertainty on international grain prices by using nonlinear autoregressive distribution lag (NARDL). We find that there is a positive relationship between global economic...