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Financial Innovation

Table 6 Correlation between news-based policy uncertainty index and forecaster uncertainty

From: Business cycle and herding behavior in stock returns: theory and evidence

 

News-based policy uncertainty index

Forecaster uncertainty

News-based policy uncertainty index

1.000

 

Forecaster uncertainty

0.489***

1.000

  1. *** Indicates 1% statistical significance based on the Pearson correlation coefficient
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