How do economic policy uncertainties affect stock market volatility? : evidence from G7 countries
Year of publication: |
2022
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Authors: | Ma, Yaming ; Wang, Ziwei ; He, Feng |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 2, p. 2303-2325
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Subject: | stock market | realized volatility | economic policy uncertainty | frequency spillover | Volatilität | Volatility | Aktienmarkt | Stock market | Wirtschaftspolitik | Economic policy | Börsenkurs | Share price | Welt | World | Risiko | Risk | Spillover-Effekt | Spillover effect | Wirkungsanalyse | Impact assessment | Industrieländer | Industrialized countries |
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