International spillovers of policy uncertainty

The Impact of Uncertainty Shocks

Nicholas Bloom · Econometrica · 2009 · 5.7K citations

Social Sciences, Business Economics, Economics +16

On the network topology of variance decompositions: Measuring the connectedness of financial firms

Francis X. Diebold, Kamil Yılmaz · Journal of Econometrics · 2014 · 4.4K citations

Business, Economics, Finance +17

Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

Francis X. Diebold, Kamil Yılmaz · The Economic Journal · 2008 · 3K citations

Business, Economics, Finance +15

Measuring Economic Policy Uncertainty

Scott Baker, Nicholas Bloom, Steven J. Davis · SSRN Electronic Journal · 2013 · 911 citations · Full text

Social Sciences, Economics, Regulatory Policy +10

Uncertainty shocks are aggregate demand shocks

Sylvain Leduc, Zheng Liu · Journal of Monetary Economics · 2016 · 826 citations · Full text

Social Sciences, Economics, Macroeconomics +13