Dynamic industry uncertainty networks and the business cycle

DOI10.1016/j.jedc.2023.104793MaRDI QIDQ6558549

Robert Faff, Jozef Barunik, Mattia Bevilacqua

Publication date: 19 June 2024

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

business cyclefinancial uncertaintyoptions marketindustry network

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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