An Investigation of the nonlinear and asymmetric spillover effects of U.S. economic policy uncertainty on bond return vlatility of emerging markets
Wenjun Xue, Feifei Wang
| Year of publication: |
2023
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| Authors: | Xue, Wenjun ; Wang, Feifei |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 59.2023, 11, p. 3487-3515
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| Subject: | asymmetric spillover effect | Bond return volatility | panel quantile regression model | U.S. EPU | Volatilität | Volatility | Spillover-Effekt | Spillover effect | USA | United States | Kapitaleinkommen | Capital income | Schätzung | Estimation | Schwellenländer | Emerging economies | Anleihe | Bond | Börsenkurs | Share price | Öffentliche Anleihe | Public bond | Regressionsanalyse | Regression analysis | Rentenmarkt | Bond market | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2023.2226795 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014384427