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Cross-Category,Trans-Pacific Spillovers of Policy Uncertainty and Financial Market Volatility |
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| Authors: | Thiem Christopher |
| Affiliation: | 1.Chair of International Economics, University of Duisburg-Essen, Universitaetsstr. 12, 45117, Essen, Germany ; |
| Abstract: | Open Economies Review - Using generalised variance decompositions from vector autoregressions, we analyse cross-country, cross-category spillovers of economic policy uncertainty (EPU) and financial... |
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