Template-Type: ReDIF-Article 1.0 
Author-Name: Ismail O Fasanya
Author-Name: Oluwatomisin J Oyewole
Author-Name: Taofeek Agbatogun
Author-Email:  oyetomisin@yahoo.com
Author-Workplace-Name:  Department of Economics, Federal University of Agriculture,  Abeokuta, Nigeria
Title: How Does Economic Policy Uncertainty Connect With the Volatility Spillovers in Asia-Pacific Markets?
Abstract:  We examine the connection between global economic policy uncertainty (GEPU) and the dynamic spillovers of the Asia-Pacific manufacturing market within a nonparametric framework. We find strong connectedness between markets, and our results strongly support a nonlinear causal relationship between GEPU and manufacturing markets, mostly at median quantiles. Nonlinearity in our data signifies that the nonparametric test is more robust relative to the standard causality test.
Classification-JEL:  G15,D81
Keywords:  asia-pacific markets, connectedness, nonlinearity, economic policy uncertainty
Journal:  Asian Economics Letters
Pages: 1-6
Volume: 2
Issue: 2
Year:  2021
DOI:  2021/08/10
File-URL:  https://a-e-l.scholasticahq.com/api/v1/articles/21437-how-does-economic-policy-uncertainty-connect-with-the-volatility-spillovers-in-asia-pacific-markets.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnael:32