Economic policy uncertainty, investor sentiment and financial stability : an empirical study based on the time varying parameter-vector autoregression model
Xin-Zhou Qi, Zhong Ning, Meng Qin
| Year of publication: |
2022
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| Authors: | Qi, Xin-Zhou ; Ning, Zhong ; Qin, Meng |
| Published in: |
Journal of economic interaction and coordination. - Berlin : Springer, ISSN 1860-7128, ZDB-ID 2237855-8. - Vol. 17.2022, 3, p. 779-799
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| Subject: | Economic policy uncertainty | Financial stability | Investor sentiment | Time varying parameter-vector autoregression model | Wirtschaftspolitik | Economic policy | Risiko | Risk | Anlageverhalten | Behavioural finance | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11403-021-00342-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013271990