Asymmetric volatility spillovers between economic policy uncertainty and stock markets : evidence from China
Ziwei Wang, Youwei Li, Feng He
| Year of publication: |
2020
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|---|---|
| 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
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| Subject: | Economic policy uncertainty | Asymmetry spillover | Good and bad volatility | Realized volatility | Volatilität | Volatility | China | Wirtschaftspolitik | Economic policy | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Risiko | Risk | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2020.101233 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012549831