Global ETD Search

Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.

Results

Showing 1 to 1 of 1 for “"GARCH estimation"”.

  1. Analysing the One Certainty that Rules Us All: Trade (and Economic) Policy Uncertainty

    … Economic Policy Uncertainty index, in a T-GARCH framework. We then examine the spillovers in both the level and volatility of economic policy uncertainty across countries from 1997 to 2023.

    cambridge Repository record for Analysing the One Certainty that Rules Us All: Trade (and Economic) Policy Uncertainty (opens in a new tab)