Global financial uncertainty
Giovanni Caggiano, Efrem Castelnuovo
| Year of publication: |
2023
|
|---|---|
| Authors: | Caggiano, Giovanni ; Castelnuovo, Efrem |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 38.2023, 3, p. 432-449
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| Subject: | dynamic hierarchical factor model | global finance uncertainty multiplier | global financial uncertainty | structural VAR | world output loss | Welt | World | Risiko | Risk | Internationaler Finanzmarkt | International financial market | Finanzkrise | Financial crisis | Theorie | Theory | VAR-Modell | VAR model | Bruttoinlandsprodukt | Gross domestic product | Globalisierung | Globalization | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.2958 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014288000