Impacts of global-economic-policy uncertainty on emerging stock market : evidence from linear and non-linear models
Mohammad Enamul Hoque, Mohd Azlan Shah Zaidi
| Year of publication: |
2020
|
|---|---|
| Authors: | Mohammad Enamul Hoque ; Mohd Azlan Shah Zaidi |
| Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 29.2020, 1, p. 53-66
|
| Subject: | Global economic policy uncertainty | GARCH | Markov switching | Malaysia | stock market | Aktienmarkt | Stock market | Börsenkurs | Share price | Markov-Kette | Markov chain | ARCH-Modell | ARCH model | Risiko | Risk | Volatilität | Volatility | Schätzung | Estimation | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18267/j.pep.725 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012593365