Matches in SemOpenAlex for { <https://semopenalex.org/work/W3125697557> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W3125697557 abstract "The role of uncertainty in the global economy is now widely recognized by policy-makers but its effects on the international financial system are less understood. In this paper we assess the impact of uncertainty fluctuations on the interconnectedness within the international system of equity prices. In this respect, we extend the measure of connectedness put forward by Diebold and Yilmaz (2009) by allowing for non-linear effects through the estimation of a non-linear Threshold VAR model whose regimes depend on the level on uncertainty. Results clearly show that high uncertainty tends to generate more connectedness among equity indexes of a set of advanced and emerging countries. From an economic policy point of view, this result suggests that in the presence of high uncertainty, an adverse financial shock in a specific country is likely to propagate more widely and more strongly to the whole financial system. This result advocates for a close real-time monitoring of uncertainty measures." @default.
- W3125697557 created "2021-02-01" @default.
- W3125697557 creator A5031678216 @default.
- W3125697557 creator A5035662336 @default.
- W3125697557 creator A5086907370 @default.
- W3125697557 date "2018-01-01" @default.
- W3125697557 modified "2023-10-01" @default.
- W3125697557 title "Global Financial Interconnectedness: A Non-Linear Assessment of the Uncertainty Channel" @default.
- W3125697557 cites W1542694162 @default.
- W3125697557 cites W1565513967 @default.
- W3125697557 cites W1805948692 @default.
- W3125697557 cites W1907834661 @default.
- W3125697557 cites W1969610664 @default.
- W3125697557 cites W2050815921 @default.
- W3125697557 cites W2079861595 @default.
- W3125697557 cites W2096519146 @default.
- W3125697557 cites W2100084310 @default.
- W3125697557 cites W2107973505 @default.
- W3125697557 cites W2110355504 @default.
- W3125697557 cites W2112938220 @default.
- W3125697557 cites W2128391133 @default.
- W3125697557 cites W2144836007 @default.
- W3125697557 cites W2151432181 @default.
- W3125697557 cites W2166422272 @default.
- W3125697557 cites W2201292367 @default.
- W3125697557 cites W2247189039 @default.
- W3125697557 cites W2501469890 @default.
- W3125697557 cites W2568767495 @default.
- W3125697557 cites W2783905182 @default.
- W3125697557 cites W2786582233 @default.
- W3125697557 cites W2890077173 @default.
- W3125697557 cites W2954153804 @default.
- W3125697557 cites W3020982786 @default.
- W3125697557 cites W3023597126 @default.
- W3125697557 cites W3023929452 @default.
- W3125697557 cites W3121581126 @default.
- W3125697557 cites W3121768106 @default.
- W3125697557 cites W3121912489 @default.
- W3125697557 cites W3122812694 @default.
- W3125697557 cites W3122814987 @default.
- W3125697557 cites W3122846673 @default.
- W3125697557 cites W3123842146 @default.
- W3125697557 cites W3123856837 @default.
- W3125697557 cites W3123933399 @default.
- W3125697557 cites W3124317733 @default.
- W3125697557 cites W3124465427 @default.
- W3125697557 cites W3125549285 @default.
- W3125697557 cites W3125958325 @default.
- W3125697557 cites W3125975571 @default.
- W3125697557 cites W4214698914 @default.
- W3125697557 cites W4236290419 @default.
- W3125697557 cites W4248503640 @default.
- W3125697557 cites W4254090008 @default.
- W3125697557 cites W4301750805 @default.
- W3125697557 doi "https://doi.org/10.2139/ssrn.3123077" @default.
- W3125697557 hasPublicationYear "2018" @default.
- W3125697557 type Work @default.
- W3125697557 sameAs 3125697557 @default.
- W3125697557 citedByCount "6" @default.
- W3125697557 countsByYear W31256975572018 @default.
- W3125697557 countsByYear W31256975572019 @default.
- W3125697557 countsByYear W31256975572020 @default.
- W3125697557 countsByYear W31256975572021 @default.
- W3125697557 countsByYear W31256975572023 @default.
- W3125697557 crossrefType "journal-article" @default.
- W3125697557 hasAuthorship W3125697557A5031678216 @default.
- W3125697557 hasAuthorship W3125697557A5035662336 @default.
- W3125697557 hasAuthorship W3125697557A5086907370 @default.
- W3125697557 hasConcept C144133560 @default.
- W3125697557 hasConcept C162324750 @default.
- W3125697557 hasConceptScore W3125697557C144133560 @default.
- W3125697557 hasConceptScore W3125697557C162324750 @default.
- W3125697557 hasLocation W31256975571 @default.
- W3125697557 hasLocation W31256975572 @default.
- W3125697557 hasLocation W31256975573 @default.
- W3125697557 hasOpenAccess W3125697557 @default.
- W3125697557 hasPrimaryLocation W31256975571 @default.
- W3125697557 hasRelatedWork W1502198272 @default.
- W3125697557 hasRelatedWork W1986173648 @default.
- W3125697557 hasRelatedWork W1998718379 @default.
- W3125697557 hasRelatedWork W2006758266 @default.
- W3125697557 hasRelatedWork W2017540542 @default.
- W3125697557 hasRelatedWork W2052094210 @default.
- W3125697557 hasRelatedWork W2066504725 @default.
- W3125697557 hasRelatedWork W2073254488 @default.
- W3125697557 hasRelatedWork W2084227502 @default.
- W3125697557 hasRelatedWork W2899084033 @default.
- W3125697557 isParatext "false" @default.
- W3125697557 isRetracted "false" @default.
- W3125697557 magId "3125697557" @default.
- W3125697557 workType "article" @default.