Asymmetric volatility spillovers between economic policy uncertainty and stock markets : evidence from China
Year of publication: |
2020
|
---|---|
Authors: | Wang, Ziwei ; Li, Youwei ; He, Feng |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 53.2020, p. 1-11
|
Subject: | Economic policy uncertainty | Asymmetry spillover | Good and bad volatility | Realized volatility | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Wirtschaftspolitik | Economic policy | China | ARCH-Modell | ARCH model | Risiko | Risk | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market |
-
Chen, Xiaoyu, (2020)
-
Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns
Chiang, Thomas C., (2022)
-
Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand
Balli, Faruk, (2020)
- More ...
-
Ma, Yaming, (2020)
-
He, Feng, (2020)
-
He, Feng, (2021)
- More ...