{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,3]],"date-time":"2026-07-03T18:51:25Z","timestamp":1783104685358,"version":"3.54.6"},"reference-count":26,"publisher":"Springer Science and Business Media LLC","issue":"1-3","license":[{"start":{"date-parts":[[2021,11,1]],"date-time":"2021-11-01T00:00:00Z","timestamp":1635724800000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2021,11,1]],"date-time":"2021-11-01T00:00:00Z","timestamp":1635724800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Ann Oper Res"],"published-print":{"date-parts":[[2024,3]]},"DOI":"10.1007\/s10479-021-04314-7","type":"journal-article","created":{"date-parts":[[2021,11,1]],"date-time":"2021-11-01T11:03:46Z","timestamp":1635764626000},"page":"731-759","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":31,"title":["Financial uncertainty and interest rate movements: is Asian bond market volatility different?"],"prefix":"10.1007","volume":"334","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-5574-1303","authenticated-orcid":false,"given":"Jungsuk","family":"Kim","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Abhishek","family":"Kumar","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Sushanta","family":"Mallick","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Donghyun","family":"Park","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","published-online":{"date-parts":[[2021,11,1]]},"reference":[{"key":"4314_CR1","doi-asserted-by":"publisher","first-page":"31","DOI":"10.1016\/j.econlet.2015.05.010","volume":"133","author":"B Annicchiarico","year":"2015","unstructured":"Annicchiarico, B., & Rossi, L. (2015). Taylor rules, long-run growth and real uncertainty. Economics Letters, 133, 31\u201334.","journal-title":"Economics Letters"},{"issue":"5","key":"4314_CR2","doi-asserted-by":"publisher","first-page":"2049","DOI":"10.1086\/701792","volume":"127","author":"C Arellano","year":"2019","unstructured":"Arellano, C., Bai, Y., & Kehoe, P. J. (2019). Financial frictions and fluctuations in volatility. Journal of Political Economy, 127(5), 2049\u20132103.","journal-title":"Journal of Political Economy"},{"issue":"4","key":"4314_CR3","doi-asserted-by":"publisher","first-page":"1593","DOI":"10.1093\/qje\/qjw024","volume":"131","author":"SR Baker","year":"2016","unstructured":"Baker, S. R., Bloom, N., & Davis, S. J. (2016). Measuring economic policy uncertainty. The Quarterly Journal of Economics, 131(4), 1593\u20131636.","journal-title":"The Quarterly Journal of Economics"},{"issue":"3","key":"4314_CR4","doi-asserted-by":"publisher","first-page":"273","DOI":"10.1016\/j.jmoneco.2011.03.001","volume":"58","author":"RB Barsky","year":"2011","unstructured":"Barsky, R. B., & Sims, E. R. (2011). News shocks and business cycles. Journal of Monetary Economics, 58(3), 273\u2013289.","journal-title":"Journal of Monetary Economics"},{"issue":"3","key":"4314_CR5","doi-asserted-by":"publisher","first-page":"937","DOI":"10.3982\/ECTA13960","volume":"85","author":"S Basu","year":"2017","unstructured":"Basu, S., & Bundick, B. (2017). Uncertainty shocks in a model of effective demand. Econometrica, 85(3), 937\u2013958.","journal-title":"Econometrica"},{"issue":"2","key":"4314_CR6","doi-asserted-by":"publisher","first-page":"216","DOI":"10.1111\/j.1465-7295.2007.00116.x","volume":"47","author":"CF Baum","year":"2009","unstructured":"Baum, C. F., Stephan, A., & Talavera, O. (2009). The effects of uncertainty on the leverage of nonfinancial firms. Economic Inquiry, 47(2), 216\u2013225.","journal-title":"Economic Inquiry"},{"issue":"1","key":"4314_CR7","doi-asserted-by":"publisher","first-page":"85","DOI":"10.2307\/1885568","volume":"98","author":"BS Bernanke","year":"1983","unstructured":"Bernanke, B. S. (1983). Irreversibility, uncertainty, and cyclical investment. The Quarterly Journal of Economics, 98(1), 85\u2013106.","journal-title":"The Quarterly Journal of Economics"},{"key":"4314_CR8","doi-asserted-by":"crossref","unstructured":"Bhattarai, K., Mallick, S. K., & Yang, B. (2021). Are global spillovers complementary or competitive? Need for international policy coordination. Journal of International Money and Finance,110, 102291.","DOI":"10.1016\/j.jimonfin.2020.102291"},{"key":"4314_CR9","doi-asserted-by":"publisher","first-page":"153","DOI":"10.1257\/jep.28.2.153","volume":"28","author":"N Bloom","year":"2014","unstructured":"Bloom, N. (2014). Fluctuations in uncertainty. Journal of Economic Perspectives, 28, 153\u2013176.","journal-title":"Journal of Economic Perspectives"},{"issue":"3","key":"4314_CR10","doi-asserted-by":"publisher","first-page":"623","DOI":"10.3982\/ECTA6248","volume":"77","author":"N Bloom","year":"2009","unstructured":"Bloom, N. (2009). The impact of uncertainty shocks. Econometrica, 77(3), 623\u2013685.","journal-title":"Econometrica"},{"issue":"1","key":"4314_CR11","doi-asserted-by":"publisher","first-page":"375","DOI":"10.1111\/ecin.12240","volume":"54","author":"JP Byrne","year":"2016","unstructured":"Byrne, J. P., Spaliara, M. E., & Tsoukas, S. (2016). Firm survival, uncertainty, and financial frictions: Is there a financial uncertainty accelerator? Economic Inquiry, 54(1), 375\u2013390.","journal-title":"Economic Inquiry"},{"key":"4314_CR12","doi-asserted-by":"publisher","first-page":"78","DOI":"10.1016\/j.jmoneco.2014.07.006","volume":"67","author":"G Caggiano","year":"2014","unstructured":"Caggiano, G., Castelnuovo, E., & Groshenny, N. (2014). Uncertainty shocks and unemployment dynamics in U.S. recessions. Journal of Monetary Economics, 67, 78\u201392.","journal-title":"Journal of Monetary Economics"},{"key":"4314_CR13","doi-asserted-by":"publisher","first-page":"185","DOI":"10.1016\/j.euroecorev.2016.02.020","volume":"88","author":"D Caldara","year":"2016","unstructured":"Caldara, D., Fuentes-Albero, C., Gilchrist, S., & Zakrajsek, E. (2016). The macroeconomic impact of financial and uncertainty shocks. European Economic Review, 88, 185\u2013207.","journal-title":"European Economic Review"},{"issue":"1","key":"4314_CR14","doi-asserted-by":"publisher","first-page":"27","DOI":"10.1257\/aer.104.1.27","volume":"104","author":"LJ Christiano","year":"2014","unstructured":"Christiano, L. J., Motto, R., & Rostagno, M. (2014). Risk shocks. American Economic Review, 104(1), 27\u201365.","journal-title":"American Economic Review"},{"key":"4314_CR15","doi-asserted-by":"crossref","unstructured":"Dixit, A. K., Dixit, R. K., & Pindyck, R. S. (1994). Investment under uncertainty. Princeton University Press.","DOI":"10.1515\/9781400830176"},{"key":"4314_CR16","doi-asserted-by":"publisher","first-page":"142","DOI":"10.1016\/j.econlet.2018.03.029","volume":"167","author":"S Fasani","year":"2018","unstructured":"Fasani, S., & Rossi, L. (2018). Are uncertainty shocks aggregate demand shocks? Economics Letters, 167, 142\u2013146.","journal-title":"Economics Letters"},{"key":"4314_CR17","doi-asserted-by":"crossref","unstructured":"Faust, J. (1998). The robustness of identified VAR conclusions about money. In Carnegie-Rochester conference series on public policy (Vol. 49, pp. 207-244). North-Holland.","DOI":"10.1016\/S0167-2231(99)00009-3"},{"key":"4314_CR18","doi-asserted-by":"crossref","unstructured":"Ghironi, F., & Ozhan, G. K. (2020). Interest rate uncertainty as a policy tool (Vol. No. w27084). National Bureau of Economic Research.","DOI":"10.3386\/w27084"},{"key":"4314_CR19","doi-asserted-by":"crossref","unstructured":"Gilchrist, S., Sim, J. W., & Zakrajsek, E. (2014). Uncertainty, financial frictions, and investment dynamics (Vol. No. w20038). National Bureau of Economic Research.","DOI":"10.2139\/ssrn.2503636"},{"key":"4314_CR20","doi-asserted-by":"publisher","first-page":"257","DOI":"10.1016\/j.econmod.2020.06.010","volume":"91","author":"K Istiak","year":"2020","unstructured":"Istiak, K., & Serletis, A. (2020). Risk, uncertainty, and leverage. Economic Modelling, 91, 257\u2013273.","journal-title":"Economic Modelling"},{"key":"4314_CR21","doi-asserted-by":"publisher","first-page":"56","DOI":"10.1016\/j.asieco.2016.08.005","volume":"46","author":"O Holtemoller","year":"2016","unstructured":"Holtemoller, O., & Mallick, S. (2016). Global food prices and monetary policy in an emerging market economy: The case of India. Asian Journal of Economics, 46, 56\u201370.","journal-title":"Asian Journal of Economics"},{"key":"4314_CR22","doi-asserted-by":"publisher","first-page":"Art.# 105524","DOI":"10.1016\/j.econmod.2021.105524","volume":"101","author":"A Kumar","year":"2021","unstructured":"Kumar, A., Mallick, S., & Sinha, A. (2021). Is uncertainty the same everywhere? Advanced versus emerging economies. Economic Modelling, 101, Art.# 105524.","journal-title":"Economic Modelling"},{"issue":"6","key":"4314_CR23","doi-asserted-by":"publisher","first-page":"2612","DOI":"10.1257\/aer.103.6.2612","volume":"103","author":"A Kurmann","year":"2013","unstructured":"Kurmann, A., & Otrok, C. (2013). News shocks and the slope of the term structure of interest rates. American Economic Review, 103(6), 2612\u201332.","journal-title":"American Economic Review"},{"key":"4314_CR24","doi-asserted-by":"publisher","first-page":"20","DOI":"10.1016\/j.jmoneco.2016.07.002","volume":"82","author":"S Leduc","year":"2016","unstructured":"Leduc, S., & Liu, Z. (2016). Uncertainty shocks are aggregate demand shocks. Journal of Monetary Economics, 82, 20\u201335.","journal-title":"Journal of Monetary Economics"},{"issue":"6","key":"4314_CR25","doi-asserted-by":"publisher","first-page":"960","DOI":"10.1002\/jae.1079","volume":"24","author":"A Mountford","year":"2009","unstructured":"Mountford, A., & Uhlig, H. (2009). What are the effects of fiscal policy shocks? Journal of Applied Econometrics, 24(6), 960\u2013992.","journal-title":"Journal of Applied Econometrics"},{"issue":"2","key":"4314_CR26","doi-asserted-by":"publisher","first-page":"381","DOI":"10.1016\/j.jmoneco.2004.05.007","volume":"52","author":"H Uhlig","year":"2005","unstructured":"Uhlig, H. (2005). What are the effects of monetary policy on output? Results from an agnostic identification procedure. Journal of Monetary Economics, 52(2), 381\u2013419.","journal-title":"Journal of Monetary Economics"}],"container-title":["Annals of Operations Research"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-021-04314-7.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s10479-021-04314-7\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-021-04314-7.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,4,9]],"date-time":"2025-04-09T09:53:09Z","timestamp":1744192389000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s10479-021-04314-7"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2021,11,1]]},"references-count":26,"journal-issue":{"issue":"1-3","published-print":{"date-parts":[[2024,3]]}},"alternative-id":["4314"],"URL":"https:\/\/doi.org\/10.1007\/s10479-021-04314-7","relation":{},"ISSN":["0254-5330","1572-9338"],"issn-type":[{"value":"0254-5330","type":"print"},{"value":"1572-9338","type":"electronic"}],"subject":[],"published":{"date-parts":[[2021,11,1]]},"assertion":[{"value":"30 August 2021","order":1,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"1 November 2021","order":2,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}