Financial Investment and Economic Policy Uncertainty in the UK

被引：4

作者：

Azqueta-Gavaldon, Andres ^{[1
]}

机构：

[1] Glasgow Univ, Adam Smith Business Sch, Rm 101,12 Southpk Terrace, Glasgow G12 8LG, Lanark, Scotland

来源：

PROCEEDINGS OF THE 1ST INTERNATIONAL CONFERENCE ON INTERNET OF THINGS AND MACHINE LEARNING (IML'17) | 2017年

关键词：

Unsupervised machine learning; Latent Dirichlet Allocation (LDA); Economic Policy Uncertainty (EPU); Financial Investment; Forecast;

D O I：

10.1145/3109761.3158380

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

UK based financial firms following Brexit reported net disinvestment of 15 billion pounds. This was the fifth time financial disinvestment occurred since the production of this data: 1987. Parallel to this event, Economic Policy Uncertainty (EPU) in the UK experienced its biggest rise during Brexit June 2016. This note studies the relationship between EPU and its particular components and financial investment. I find that overall EPU and specifically fiscal policy, monetary policy, geopolitical, regulation and liquidity uncertainty have the highest negative sensitivity to financial investment.

引用

页数：4

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