An Investigation of the nonlinear and asymmetric spillover effects of U.S. economic policy uncertainty on bond return vlatility of emerging markets
Wenjun Xue, Feifei Wang
| Year of publication: |
2023
|
|---|---|
| Authors: | Xue, Wenjun ; Wang, Feifei |
| Subject: | asymmetric spillover effect | Bond return volatility | panel quantile regression model | U.S. EPU | Volatilität | Volatility | Spillover-Effekt | Spillover effect | USA | United States | Kapitaleinkommen | Capital income | Schätzung | Estimation | Schwellenländer | Emerging economies | Anleihe | Bond | Börsenkurs | Share price | Öffentliche Anleihe | Public bond | Regressionsanalyse | Regression analysis | Rentenmarkt | Bond market | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2023.2226795 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014384427