Connectedness between monetary policy uncertainty and sectoral stock market returns : Evidence from asymmetric TVP-VAR approach
Year of publication: |
2023
|
---|---|
Authors: | Raza, Syed Ali ; Arshian Sharif ; Kumar, Satish ; Ahmed, Maiyra |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 90.2023, p. 1-20
|
Subject: | Stock return | Emerging market | Monetary policy uncertainty | Portfolio management | Spillover return | Geldpolitik | Monetary policy | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Kapitalmarktrendite | Capital market returns | Risiko | Risk | Schock | Shock |
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