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Monetary policy uncertainty spillovers in time and frequency domains
Rangan Gupta
, Chi Keung Marco Lau
, Jacobus A. Nel
, Xin Sheng
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peer-review
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Keyphrases
Monetary Policy Uncertainty
100%
Uncertainty Spillover
100%
France
66%
Spain
66%
Germany
66%
Spillover Index
66%
Global Financial Crisis
33%
Politicians
33%
Japan
33%
Italy
33%
Canada
33%
Sweden
33%
Volatility
33%
Uncertainty Measure
33%
Transmitter
33%
Interest Rate Uncertainty
33%
Relationship Change
33%
Crisis Period
33%
Large Variance
33%
Economics, Econometrics and Finance
Spillover Effect
100%
Monetary Policy
100%
Financial Crisis
20%
Volatility
20%
Interest Rate
20%