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The impact of macroeconomic uncertainty on activity in the euro area
Gieseck, Arne; Largent, Yannis - In: Review of economics 67 (2016) 1, pp. 25-52
Persistent link: https://www.econbiz.de/10011551211
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The impacts of high-frequency US uncertainty shocks on China's investment and bank loans : evidence from mixed-frequency VAR
Yan, Meng; An, Zhen - In: Applied economics letters 28 (2021) 1, pp. 15-22
Persistent link: https://www.econbiz.de/10012415039
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Empirical evidence on the dynamics of investment under uncertainty in the US
Haque, Qazi; Magnusson, Leandro M.; Tomioka, Kazuki - 2019
Persistent link: https://www.econbiz.de/10012224674
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Effects of foreign and domestic economic policy uncertainty shocks on South Korea
Cheng, Chak Hung Jack - In: Journal of Asian economics 51 (2017), pp. 1-11
Persistent link: https://www.econbiz.de/10011928138
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Empirical evidence on the dynamics of investment under uncertainty in the U.S.
Haque, Qazi; Magnusson, Leandro M.; Tomioka, Kazuki - 2019
Persistent link: https://www.econbiz.de/10012208719
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Identifying uncertainty shocks using the price of gold
Piffer, Michele; Podstawski, Maximilian - 2016
one structural shock to potentially affect all variables in the system. Replicating Bloom (2009), we find that the …
Persistent link: https://www.econbiz.de/10011435972
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Two New Risk Metrics : Liquidity Asian Put VaR(TM) and Shortfall(TM) to LIQUIDATION Based on Tail Volatilities & Correlations 'The Need for New Valuation, Risk and Policy Making Mo...
Crousillat, Cesar - 2017
This paper derives two new improved risk metrics LAPVaR and LAPSF. Traditional VaRDeltaNormal valuation exaggerates … Shortfall – PSF – uses option theory to solve the problem that, under any circumstance, the risk amount is never greater than … the portfolio value. Risk to LIQUIDATION means every day-t, a portion of portfolio assets-i, for integer i ϵ (1, N) is …
Persistent link: https://www.econbiz.de/10012962743
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Identifying Uncertainty Shocks Due to Geopolitical Swings in Korea
Lee, Seohyun - 2019
volatility, and swings in foreign investment – play important roles in the transmission of uncertainty shocks …
Persistent link: https://www.econbiz.de/10012898238
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Identifying uncertainty shocks using the price of gold
Piffer, Michele; Podstawski, Maximilian - 2017
We propose a new instrument to identify uncertainty shocks in a SVAR model with external instruments. The instrument is constructed by exploiting variations in the price of gold around events that capture periods of changes in uncertainty. The variations in the price of gold around the events...
Persistent link: https://www.econbiz.de/10011602536
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Macroeconomic spillovers of weather shocks across U.S. states
Bacchiocchi, Emanuele; Bastianin, Andrea; Moramarco, … - 2024 - This version: April 12, 2024
We estimate the short-run effects of severe weather shocks on local economic activity and assess cross …-border spillovers operating through economic linkages between U.S. states. We measure weather shocks using a detailed county … weather shocks hitting individual regions. We also show that (i) taking into account economic interconnections between states …
Persistent link: https://www.econbiz.de/10014552864