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Keywords: Categorical EPU
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Journal Articles
Journal:
Journal of Financial Economic Policy
Journal of Financial Economic Policy (2023) 15 (2): 164–181.
Published: 28 February 2023
... to understand dynamic connectedness. Thirdly, they use an expanded number of countries in their analysis, a departure from existing studies that have in most cases used two countries to understand categorical EPU connectedness. For the USA, we use a variety of sub-indices based on news data are included...
