Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks
Year of publication: |
2024
|
---|---|
Authors: | Huang, Yu-Fan ; Liao, Wenting ; Luo, Sui ; Ma, Jun |
Published in: |
Journal of economic dynamics & control. - Amsterdam : North-Holland Publ. Co., ISSN 0165-1889, ZDB-ID 1460621-5. - Vol. 163.2024, Art.-No. 104871, p. 1-15
|
Subject: | Financial conditions | Macroeconomic tail risks | Uncertainty | Risiko | Risk | Schock | Shock | Volatilität | Volatility | Konjunktur | Business cycle | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Ausreißer | Outliers |
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