A Multifractal Cross-Correlation Analysis of Economic Policy Uncertainty: Evidence from China and US

Zhao, R; Dai, PF

Dai, PF (corresponding author), Tianjin Univ, Coll Management & Econ, Tianjin 300072, Peoples R China.

FLUCTUATION AND NOISE LETTERS, 2021; 20 (5):

Abstract

In this study, we utilized the prevailing economic policy uncertainty index (EPU) as the proxy of state economic fluctuation and investigated Sino-US ......

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