Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility
Mustafa O. Caglayan, Yuting Gong and Wenjun Xue
| Year of publication: |
2024
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|---|---|
| Authors: | Caglayan, Mustafa O. ; Gong, Yuting ; Xue, Wenjun |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 30.2024, 11, p. 1212-1238
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| Subject: | country-level stock market idiosyncratic volatility | EPU spillovers | international asset pricing | multivariate quantile model | Volatilität | Volatility | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | CAPM | Portfolio-Management | Portfolio selection | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2023.2279141 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014636443