Economic policy uncertainty, oil price volatility and stock market returns : evidence from a nonlinear model
Xiaojun Liu, Yunyuan Wang, Wanying Du, Yong Ma
| Year of publication: |
2022
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| Authors: | Liu, Xiaojun ; Wang, Yunyuan ; Du, Wanying ; Ma, Yong |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-13
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| Subject: | PSTR model | Economic policy uncertainty | Stock market returns | Oil price volatility | Ölpreis | Oil price | Volatilität | Volatility | Aktienmarkt | Stock market | Wirtschaftspolitik | Economic policy | Kapitaleinkommen | Capital income | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101777 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539015