Raheem, Ibrahim Dolapo; Fasanya, Ismail Olaleke; … - In: Review of Economic Analysis : REA 14 (2022) 1, pp. 121-141
that nonlinearity is a very crucial factor to be put into consideration when examining the role of EPU in affecting the … connectedness between the markets and EPU is stronger around the lower and middle quantiles. These results have important policy …