On the different impact of local and national sources of policy uncertainty on sectoral stock volatility
Nazmie Sabani, Stephan Bales, Hans-Peter Burghof
| Year of publication: |
2024
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|---|---|
| Authors: | Sabani, Nazmie ; Bales, Stephan ; Burghof, Hans-Peter |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 72.2024, 2, Art.-No. 102539, p. 1-16
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| Subject: | Policy uncertainty | Principal component analysis | Quantile regression | Stock volatility | Volatilität | Volatility | Börsenkurs | Share price | Risiko | Risk | Theorie | Theory | Hauptkomponentenanalyse | Regressionsanalyse | Regression analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102539 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015065744