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Cross|category spillover effects of economic policy uncertainty ...


Have Dynamic Spillovers and the Connectedness of Trade Policy ...

Economic Policy Uncertainty Spillovers', Economics Letters, 156, pp. ... Kyriazis, N.A. (2021), 'Trade Policy Uncertainty Effects on Macro Economy and Financial.

Economic policy uncertainty spillover effects on sectoral equity ...

Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand · How do economic policy uncertainties affect stock market volatility? : ...

Quantifying the spillover effects of U.S. economic policy uncertainty ...

This paper quantifies the spillover effects of economic policy uncertainty (EPU) in the United States on emerging market economies (EMEs).

Sector Volatility Spillover and Economic Policy Uncertainty - MDPI

Such policy uncertainty can have various impacts on private sectors. It also harms the macroeconomy [6,7]. EPU can affect cash flow by changing stock risk ...

Economic Policy Uncertainty and the Co-Movement between REITs ...

Third, the non-parametric causality-in-quantile test confirms that the connectedness between the markets and EPU is stronger around the lower and middle ...

Nonlinear spillover effect of US monetary policy uncertainty on ...

Through the further research, it is found that this effect is mainly transmitted through short-term capital flow, interest rate, and economic ...

THE VOLATILITY OF ECONOMIC POLICY UNCERTAINTY

Global spillover effects of US uncer- tainty. Journal of Monetary ... Cross-category spillovers of economic policy uncertainty. Ruhr ...

Global impacts of US monetary policy uncertainty shocks

BBD-MPU is a sub-category of economic policy uncertainty. 12According to Husted et al. ... We will now analyze how financial linkages impact spillover ...

Economic policy uncertainty, geopolitical risk, market sentiment, and ...

The authors employ the TVP-VAR methodology to investigate dynamic spillovers. They study the impacts of sentiment, geographical risk, policy ...

Economic policy uncertainty spillovers in Europe before and after ...

The results indicate that uncertainty connectedness was 50.5% before the crisis, while it dropped to 30.6% afterwards indicating a sharp drop in ...

Rising Policy Uncertainty Steven J. Davis

... economic effects of policy actions (or inaction) – including uncertainties related to the economic ramifications of “non-economic” policy ...

Asymmetric spillover between economic policy uncertainty ... - PLOS

In addition, the spillover effect of. EPU on ERV is mainly concentrated in the foreign exchange markets of developing coun- tries. This finding ...

Monetary policy uncertainty spillovers in time and frequency domains

A seemingly unrelated event in one country or sector can be transmitted to a different country or sector, where the effects of these shocks are ...

Measuring Global Macroeconomic Uncertainty and Cross-Country ...

Global spillover effects are quantified through a novel GVAR-based decomposition of country-level uncertainty into the contributions from all countries in the ...

Does Economic Policy Uncertainty Matter for Healthcare ... - Frontiers

Our study further indicates that the spatial spillover effects of EPU on healthcare expenditure only exist in the eastern area. The findings of this research ...

Spillover effects of economic policy uncertainty on adult... - Sciendo

Spillover effects of economic policy uncertainty on adult and youth unemployment · Published Online: Mar 08, 2023 · Page range: 47 - 70 · Received: ...

Cross-category, trans-Pacific spillovers of policy uncertainty and ...

Using generalised variance decompositions from vector autoregressions, we analyse cross-country, cross-category spillovers of economic policy uncertainty (EPU) ...

The Asset-Pricing Implications of Government Economic Policy ...

Using the news-based measure of Baker et al. [Baker SR, Bloom N, Davis SJ (2013) Measuring economic policy uncertainty.

The Danish Case - Economic Policy Uncertainty Index

... spillover effects from. EU to the Danish economy. An increase in ... The table only reports the total effect of each group within each category of ...

Measuring Economic Policy Uncertainty

Table 1 reports all eleven category-specific EPU indices.9 It also reports an overall. Economic Uncertainty (“EU”) index that drops the policy ...