Asymmetric spillover between economic policy uncertainty and exchange rate volatility: A global network connectedness perspective

This study employs the network connectedness approach to examine the risk spillover between the economic policy uncertainty (EPU) and exchange rate volatility (ERV) of 21 countries. Using monthly data from January 1997 to August 2022, we find that the spillover effect of ERV on EPU is greater than t...

Descripción completa

Detalles Bibliográficos
Autores principales: Wang, Panpan, Li, Yishi, Liu, Xiaoxing
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9879517/
https://www.ncbi.nlm.nih.gov/pubmed/36701373
http://dx.doi.org/10.1371/journal.pone.0279729

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9879517/
https://www.ncbi.nlm.nih.gov/pubmed/36701373
http://dx.doi.org/10.1371/journal.pone.0279729

Ejemplares similares