Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns
Year of publication: |
2022
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Authors: | Chiang, Thomas C. |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 1, Art.-No. 28, p. 1-24
|
Subject: | economic policy uncertainty | COVID-19 | equity market volatility | GARCH model | global market | uncertainty premium | Coronavirus | Volatilität | Volatility | Wirtschaftspolitik | Economic policy | Risiko | Risk | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment | Welt | World | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Risikoprämie | Risk premium | Epidemie | Epidemic |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15010028 [DOI] hdl:10419/258752 [Handle] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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