Connectedness between monetary policy uncertainty and sectoral stock market returns : Evidence from asymmetric TVP-VAR approach
Syed Ali Raza, Arshian Sharif, Satish Kumar, Maiyra Ahmed
| Year of publication: |
2023
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|---|---|
| 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
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| 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 | Schwellenländer | Emerging economies | Kapitalmarktrendite | Capital market returns | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102946 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014468824