Causality between US economic policy and equity market uncertainties : evidence from linear and nonlinear tests
Ahdi Noomen Ajmi (Salman bin Abdulaziz University), Goodness C. Aye (University of Pretoria), Mehmet Balcilar (Eastern Mediterranean University), Ghassen El Montasser (Ecole supérieure de commerce de Tunis), Rangan Gupta (University of Pretoria)
| Year of publication: |
November 2015
|
|---|---|
| Authors: | Ajmi, Ahdi Noomen ; Aye, Goodness C. ; Balcilar, Mehmet ; El Montasser, Ghassen ; Gupta, Rangan |
| Published in: |
Journal of applied economics. - Buenos Aires, ISSN 1514-0326, ZDB-ID 1480229-6. - Vol. 18.2015, 2, p. 225-246
|
| Subject: | economic policy uncertainty | equity market uncertainty | Granger causality | Kausalanalyse | Causality analysis | Wirtschaftspolitik | Economic policy | Aktienmarkt | Stock market | Risiko | Risk | Börsenkurs | Share price | USA | United States | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011554957