Uncertainty spillover and policy reactions
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DOI: 10.1016/j.espe.2017.01.003
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- Peter Claeys, 2017. "Uncertainty spillover and policy reactions," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 64-77, April.
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More about this item
Keywords
Uncertainty; Emerging markets; VAR; Volatility; Forecast; Spillover; Incertidumbre; Mercados emergentes; VAR; Volatilidad; Previsión; Propagación;
All these keywords.JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G35 - Financial Economics - - Corporate Finance and Governance - - - Payout Policy
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