Asymmetric spillover between economic policy uncertainty and exchange rate volatility: A global network connectedness perspective
This study employs the network connectedness approach to examine the risk spillover between the economic policy uncertainty (EPU) and exchange rate volatility (ERV) of 21 countries. Using monthly data from January 1997 to August 2022, we find that the spillover effect of ERV on EPU is greater than t...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2023-01-01
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| Series: | PLoS ONE |
| Online Access: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9879517/?tool=EBI |