Economic policy uncertainty and stock market returns in PacificRim countries : evidence based on a Bayesian panel VAR model
Christina Christou, Juncal Cunado, Rangan Gupta, Christis Hassapis
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Christou, Christina ; Cuñado Eizaguirre, Juncal ; Gupta, Rangan ; Hassapis, Christis |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 40.2017, p. 92-102
|
| Subject: | Economic policy uncertainty | Stock returns | Panel vector autoregressive model | Pacific-rim countries | VAR-Modell | VAR model | Wirtschaftspolitik | Economic policy | Kapitaleinkommen | Capital income | Risiko | Risk | Panel | Panel study | Bayes-Statistik | Bayesian inference | Kapitalmarktrendite | Capital market returns | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.mulfin.2017.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011927815