The Impact of Economic Policy Uncertainty on Mexican Economic Activity and Stock and Currency Markets: A DCC Approach
We analyze the impact of local and American economic policy uncertainty on economic and financial activity in Mexico, employing monthly data over the period from January1996 to September 2019. To achieve this purpose, a dynamic conditional correlation analysis is proposed. Results indicate that loca...
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| Publicado no: | Lecturas de Economía |
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| Principais autores: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Universidad de Antioquia
2023
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| Assuntos: | |
| Acesso em linha: | https://www.redalyc.org/articulo.oa?id=155276015002 https://www.redalyc.org/journal/1552/155276015002/ https://www.redalyc.org/journal/1552/155276015002/html/ https://www.redalyc.org/journal/1552/155276015002/155276015002.epub https://www.redalyc.org/journal/1552/155276015002/movil |
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