The impact of TV-based policy uncertainty on dynamic connectedness among different asset classes
This study examines the role of cable-based economic policy uncertainty (TV-EPU) in predicting the dynamic interconnectedness among various asset classes. Initially, a quantile-based vector autoregressive (QVAR) connectedness approach is employed to calculate the systemic risk spillovers during diff...
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| Autor principal: | |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Elsevier
2025-11-01
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| Col·lecció: | Borsa Istanbul Review |
| Matèries: | |
| Accés en línia: | http://www.sciencedirect.com/science/article/pii/S2214845025001231 |
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