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Applied Economics Letters Volume 31, 2024 - Issue 9
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Research Article

International spillover of economic policy uncertainty and its transmission channels: a spatial econometrics method

Wei-Qiang HuangSchool of Business Administration, Northeastern University, Shenyang, Liaoning, ChinaView further author information
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Xia LiSchool of Business Administration, Northeastern University, Shenyang, Liaoning, ChinaCorrespondence[email protected]
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Pages 868-873 | Published online: 14 Dec 2022

References

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  • Debarsy, N., C. Dossougoin, C. Ertur, and J. Y. Gnabo. 2018. “Measuring Sovereign Risk Spillovers and Assessing the Role of Transmission Channels: A Spatial Econometrics Approach.” Journal of Economic Dynamics & Control 87: 21–45. doi:10.1016/j.jedc.2017.11.005.
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  • Su, C. W., S. K. A. Rizvi, B. Naqvi, N. Mirza, and M. Umar. 2022. “COVID19: A Blessing in Disguise for European Stock Markets?” Finance Research Letters 49: 103135. doi:10.1016/j.frl.2022.103135.
  • Tao, R., C. W. Su, T. Yaqoob, and M. I. R. Hammal. 2022. “Do Financial and Non-Financial Stocks Hedge Against Lockdown in Covid-19? An Event Study Analysis.” Economic Research-Ekonomska Istrazivanja 35 (1): 2405–2426. doi:10.1080/1331677X.2021.1948881.
  • Yin, L., and L. Han. 2014. “Spillovers of Macroeconomic Uncertainty Among Major Economies.” Applied Economics Letters 21 (13): 938–944. doi:10.1080/13504851.2014.899665.

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