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Keywords: Local projection
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Journal Articles
Journal:
Journal of Economic Studies
Journal of Economic Studies 1–15.
Published: 14 July 2026
... are regime-dependent and differ across levels of climate exposure. Design/methodology/approach Using an annual panel of 28 European countries spanning 2007–2024, we estimate dynamic conditional associations using a local projections framework (Jordà, 2005, 2023) to assess the dynamic responses of stock...
Includes: Supplementary data
