Monetary policy uncertainty and stock returns in G7 and BRICS countries : a quantile-on-quantile approach
Fenghua Wen, Aojie Shui, Yuxiang Cheng, Xu Gong
| Year of publication: |
2022
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| Authors: | Wen, Fenghua ; Shui, Aojie ; Cheng, Yuxiang ; Gong, Xu |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 78.2022, p. 457-482
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| Subject: | Asymmetric impact | Monetary policy uncertainty | Quantile-on-quantile approach | Stock returns | Geldpolitik | Monetary policy | Kapitaleinkommen | Capital income | BRICS-Staaten | BRICS countries | Risiko | Risk | Kapitalmarktrendite | Capital market returns | Wirkungsanalyse | Impact assessment | Inflation | Ankündigungseffekt | Announcement effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2021.12.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013334586