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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

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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

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