The transmission of US economic policy uncertainty shocks to Asian and global financial markets
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DOI: 10.1016/j.najef.2018.04.008
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More about this item
Keywords
Spillover; Economic policy uncertainty; Factor-augmented vector autoregression (FAVAR); Asian financial markets;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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