Emerging stock market volatility and economic fundamentals : the importance of US uncertainty spillovers, financial and health crises
M. Karanasos, S. Yfanti, J. Hunter
| Year of publication: |
2022
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|---|---|
| Authors: | Karanasos, Menelaos ; Yfanti, S. ; Hunter, John |
| Published in: |
Risk management decisions and value under uncertainty. - Dordrecht, The Netherlands : Springer. - 2022, p. 1077-1116
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| Subject: | Economic policy uncertainty | Emerging markets | Financial and health crises | Macro-financial linkages | Realized variance | Uncertainty spillovers | Schwellenländer | Emerging economies | Volatilität | Volatility | Risiko | Risk | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Finanzmarkt | Financial market | Wirtschaftspolitik | Economic policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-021-04042-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342085