Economic Policy Uncertainty–Bank Risk Nexus: Cross‐Country Evidence
ABSTRACT This paper examines the impact of economic policy uncertainty on bank systemic risk, utilising a sample of 600 commercial banks across 70 developed and developing countries from 2001 to 2021. Using a text frequency‐based uncertainty measure, this paper provides evidence of the positive relationship between economic policy uncertainty and bank ...
Ama Samarasinghe, Abdullahi D. Ahmed
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