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Global Uncertainty

Key Question Being Explored in This Insight:

Giovanni Caggiano discusses a new measure of global financial uncertainty (GFU) with a dynamic factor framework that jointly models global, regional, and country-specific factors. 

Institution: University of Padua

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Giovanni Caggiano discusses a new measure of global financial uncertainty (GFU) with a dynamic factor framework that jointly models global, regional, and country-specific factors. 

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Image courtesy of interviewee. June 9, 2023

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