Browsing Escuela de Posgrado by Author "Su, C.W."
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Uncertainty and Credit: The Chicken or the Egg Causality Dilemma
Su, C.W.; Lv, S.; Qin, M.; Noreña Chávez, Diego Alonso (Routledge, 2024)Acceso restringidoThis paper seeks to explore whether bank credit (BC) contains useful information for mitigating economic policy uncertainty (EPU). The results of the bootstrap rolling-window test show that EPU is an effective channel for ...