Economic policy uncertainty on stock market risk contagion: a network-based approach

Economic policy uncertainty on stock market risk contagion: a network-based approach

It is necessary to study the relationship between the dynamical uncertainty and risk contagion in the financial market. In this paper, we use the Economic Policy Uncertainty (EPU) Index, calculate the stock index volatility of the top seven global economies in 2021, then construct a risk spillover n...

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Bibliographic Details
Main Authors: Hualu Shao, Di Wang, Baicheng Zhou
Format: Article
Language:English
Published: Frontiers Media S.A. 2024-01-01
Series:Frontiers in Physics
Subjects:
economic policy uncertainty
risk contagion
stock market
financial crisis
COVID-19
Online Access:https://www.frontiersin.org/articles/10.3389/fphy.2023.1094659/full

Internet

https://www.frontiersin.org/articles/10.3389/fphy.2023.1094659/full

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