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/paper looks more closely at that episode, dissecting the macroeconomic impact of the coronavirus, viewing it up close through its …
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This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the UK) by implementing the time-varying VAR (TVP-VAR)...
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