Abstract
ABSTRACTThis study investigates the dynamic connectedness across nine economic policy uncertainty indexes. Our results indicate that the total spillover index is on average 67.4%, indicating a high level of interconnectedness across the nine indexes. In particular, the EU is the largest transmitter of uncertainty connectedness. In addition, China becomes a net transmitter of connectedness during the global financial crisis and European debt crisis. This finding indicates that the uncertainty of Chinese economic policy is an important contributor to the connectedness of the uncertainty network.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
