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...
| Main Authors: | , , |
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| 格式: | 文件 |
| 语言: | English |
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Frontiers Media S.A.
2024-01-01
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| 丛编: | Frontiers in Physics |
| 主题: | |
| 在线阅读: | https://www.frontiersin.org/articles/10.3389/fphy.2023.1094659/full |