Impact of US uncertainties on emerging and mature markets : evidence from a quantile-vector autoregressive approach
Helena Chuliá, Rangan Gupta, Jorge M. Uribe, Mark E. Wohar
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Chuliá, Helena ; Gupta, Rangan ; Uribe, Jorge ; Wohar, Mark E. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 48.2017, p. 178-191
|
| Subject: | Economic policy and equity market uncertainties | Emerging and mature stock markets | Quantile vector autoregressive model | Aktienmarkt | Stock market | VAR-Modell | VAR model | Volatilität | Volatility | Börsenkurs | Share price | Theorie | Theory | Schwellenländer | Emerging economies |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2016.12.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011892345