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- W2025509210 abstract "The recent bouts of crises in the Europe and the US have spurred increasing interest on the co-movement of output and stock market across the European countries. The evidence of such co-movements is rooted mainly from the spillover of uncertainty among the European countries. Hence, using a new uncertainty index from Baker et al. [1], we investigate both the time-varying as well as frequency based co-movement of uncertainty in the selected European countries. Our results suggest both time and frequency varying co-movement of the uncertainty indices. In particular, these co-movements are found to be more pronounced during the crises periods." @default.
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- W2025509210 date "2015-01-01" @default.
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- W2025509210 title "Uncertainty Co-Movement in Major European Countries" @default.
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- W2025509210 doi "https://doi.org/10.4236/tel.2015.52030" @default.
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