Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC : a quantile regression approach
Peng Guo, Huiming Zhu, Wanhai You
| Year of publication: |
2018
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|---|---|
| Authors: | Guo, Peng ; Zhu, Huiming ; You, Wan-hai |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 25.2018, p. 251-258
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| Subject: | Asymmetry dependence | Economic policy uncertainty | Quantile regression | Stock market | Wirtschaftspolitik | Economic policy | Aktienmarkt | Regressionsanalyse | Regression analysis | Risiko | Risk | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012003553