Emerging market riskiness and uncertainty spillovers: Evidence from the COVID-19 pandemic
This paper investigates the effects of uncertainty spillovers on emerging markets. We focus on COVID-19-related news as news about global uncertainty and estimate the dynamic response of high-frequency risk measures in emerging markets. Using heteroskedasticity-based estimation and aggregate emergin...
Tallennettuna:
| Päätekijä: | |
|---|---|
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
Elsevier
2025-12-01
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| Sarja: | Central Bank Review |
| Aiheet: | |
| Linkit: | http://www.sciencedirect.com/science/article/pii/S1303070125000320 |
| Tagit: |
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