Cross-category, trans-Pacific spillovers of policy uncertainty and financial market volatility
Christopher Thiem
| Year of publication: |
2020
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|---|---|
| Authors: | Thiem, Christopher |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-708X, ZDB-ID 1478937-1. - Vol. 31.2020, 2, p. 317-342
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| Subject: | Economic policy uncertainty | Exchange rate volatility | Japan | Spillovers | Stock market volatility | United States | Vector autoregression | USA | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Wechselkurs | Exchange rate | Risiko | Risk | Börsenkurs | Share price | Finanzmarkt | Financial market | Wirtschaftspolitik | Economic policy | VAR-Modell | VAR model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11079-019-09559-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012229748