Taxonomy of Global Risk, Uncertainty, and Volatility Measures
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DOI: 10.17016/IFDP.2017.1216
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Citations
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Cited by:
- Gomez-Gonzalez, Jose Eduardo & Hirs-Garzon, Jorge & Uribe, Jorge M., 2020.
"Global effects of US uncertainty: real and financial shocks on real and financial markets,"
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- Donadelli, Michael & Lalanne, Marie, 2020. "Sex and “the City”: Financial stress and online pornography consumption," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
- Ines Buono & Flavia Corneli & Enrica Di Stefano, 2020. "Capital inflows to emerging countries and their sensitivity to the global financial cycle," Temi di discussione (Economic working papers) 1262, Bank of Italy, Economic Research and International Relations Area.
- Julius Loermann, 2018. "The Impact of CHF/EUR Exchange Rate Uncertainty on Swiss Exports to the Eurozone: Evidence from a Threshold VAR," FIW Working Paper series 189, FIW, revised Feb 2019.
More about this item
Keywords
Risk; Uncertainty; Volatility; Monetary policy; Geopolitical risk; Equities; Interest rates; Exchange rates; Commodities; Inflation; Variance risk premium;JEL classification:
- E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook
- G1 - Financial Economics - - General Financial Markets
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2017-12-03 (Macroeconomics)
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