1. Home
  2. Journals
  3. Journal of Applied Econometrics
  4. Global Financial...
;

global financial uncertainty (replication data)

Giovanni Caggiano and Efrem Castelnuovo's "Global Financial Uncertainty" dataset. It contains: i) the monthly volatility data used to estimate our global, region, and country-specific factors ii) the estimated factors

Data and Resources

Suggested Citation

export
Caggiano, Giovanni; Castelnuovo, Efrem (2023): Global Financial Uncertainty (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2023012.1557288930

Tags

JEL Codes