EPU spillovers and stock return predictability : a cross-country study

Yuting Gong, Zhongzhi He, Wenjun Xue

Year of publication:	2022
Authors:	Gong, Yuting ; He, Zhongzhi ; Xue, Wenjun
Published in:	Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 78.2022, p. 1-29
Subject:	Economic policy uncertainty (EPU) \| EPU spillovers \| Expected probability in distress (EPD) \| High-dimensional factor copula \| Interconnectedness of global markets \| International stock market returns \| Spillover-Effekt \| Spillover effect \| Kapitaleinkommen \| Capital income \| Welt \| World \| Prognoseverfahren \| Forecasting model \| Wirtschaftspolitik \| Economic policy \| Aktienmarkt \| Stock market \| Schätzung \| Estimation \| Internationaler Finanzmarkt \| International financial market \| Börsenkurs \| Share price \| Risiko \| Risk \| Japan \| Multivariate Verteilung \| Multivariate distribution

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1016/j.intfin.2022.101556 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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