Time-varing effect of policy uncertainty on A-share industry returns- A novel Bayesian approach.
The impact of policy uncertainty on A-share industry returns shows significant time-varying characteristics, amplified by industry input-output relationships. Traditional TVP-VAR models overlook network structures, leading to unquantified spillover effects and imprecise systemic risk identification....
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2025-01-01
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| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0326605 |
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