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Applied Economics Letters Volume 29, 2022 - Issue 1
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Research Article

Can economic policy uncertainty predict financial stress? A MIDAS approach

Xiong Xionga College of Management and Economics, Tianjin University, Tianjin, China;b China Center for Social Computing and Analytics, Tianjin, ChinaView further author information
,
Jiakou Liua College of Management and Economics, Tianjin University, Tianjin, ChinaView further author information
&
Zhifeng Liuc Management School, Hainan University, Haikou, China;d Supply Chain and Logistics Optimization Research Center, University of Windsor, Windsor, CanadaCorrespondence[email protected]
View further author information
Pages 22-29 | Published online: 30 Nov 2020

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Read on this site (1)

Mohammed Armah & Godfred Amewu. (2022) Time-frequency dynamics of financial market stress and global economic uncertainties: evidence from the COVID-19 pandemic. Applied Economics Letters 0:0, pages 1-6.
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Articles from other publishers (4)

Yanxian Cui, Hong Zheng & Ying Yuan. (2023) Sentiment, Herding and Volatility Forecasting: Evidence from GARCH-MIDAS Approach. Fluctuation and Noise Letters 22:02.
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Buket Kırcı Altınkeski, Emrah Ismail Cevik, Sel Dibooglu & Ali M. Kutan. (2022) Financial stress transmission between the U.S. and the Euro Area. Journal of Financial Stability 60, pages 101004.
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Xu Gong, Yi Sun & Zhili Du. (2022) Geopolitical risk and China's oil security. Energy Policy 163, pages 112856.
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Tangyong Liu, Xu Gong & Boqiang Lin. (2021) Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets. Journal of Futures Markets 41:9, pages 1375-1396.
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