Heterogeneous Effects of Financial Uncertainty: Evidence from Global Financial Crisis

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F23%3A43924265" target="_blank" >RIV/62156489:43110/23:43924265 - isvavai.cz</a>
Result on the web
<a href="https://mme2023.vse.cz/mme_2023_proceedings.pdf" target="_blank" >https://mme2023.vse.cz/mme_2023_proceedings.pdf</a>
DOI - Digital Object Identifier
—

Result language
angličtina
Original language name
Heterogeneous Effects of Financial Uncertainty: Evidence from Global Financial Crisis
Original language description
We measure financial uncertainty employing textual analysis of newspaper articles in the period from 1985 to 2017. We show boosted effects of financial uncertainty shocks on the economic activity after the financial crisis. However, we identify lower negative effects of financial uncertainty on the interest rates after the crisis period. In addition, we provide analysis of financial uncertainty effects on several financial indicators and confirm negative effects of financial uncertainty on house prices after the financial crisis and positive effects on several spreads before the crisis periods.
Czech name
—
Czech description
—

Project
<a href="/en/project/GA22-34451S" target="_blank" >GA22-34451S: New Methods in Pricing Government Debt: Uncertainty and Policy Implications</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Mathematical Methods in Economics 2023: Proceedings
ISBN
978-80-11-04132-8
ISSN
2788-3965
e-ISSN
—
Number of pages
6
Pages from-to
198-203
Publisher name
Česká společnost pro operační výzkum, z. s.
Place of publication
Praha
Event location
Praha
Event date
Sep 13, 2023
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
—

Similar results(10)