Economic policy uncertainty, investor sentiment and financial stability—an empirical study based on the time varying parameter-vector autoregression model
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DOI: 10.1007/s11403-021-00342-5
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- Qiao, Xingzhi & Zhu, Huiming & Zhang, Zhongqingyang & Mao, Weifang, 2022. "Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
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More about this item
Keywords
Economic policy uncertainty; Investor sentiment; Financial stability; Time varying parameter-vector autoregression model;All these keywords.
JEL classification:
- E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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