Empirical investigation of changes in policy uncertainty on stock returns : evidence from China's market
Xiaoyu Chen, Thomas C. Chiang
| Year of publication: |
2020
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|---|---|
| Authors: | Chen, Xiaoyu ; Chiang, Thomas C. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 53.2020, p. 1-19
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| Subject: | Economic policy uncertainty | Chinese stock market | Downside risk | GARCH model | Risk-return relation | Uncertainty premium | China | Risiko | Risk | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Volatilität | Volatility | Wirtschaftspolitik | Economic policy | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2020.101183 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012549183