Tail risk spillovers between economic policy uncertainty and stock market returns : evidence based on TENET approach
Tingcheng Mo, Mengmeng Huangmei, Hong Chen, Kelong Li, Yingbo Ouyang
| Year of publication: |
2024
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|---|---|
| Authors: | Mo, Tingcheng ; Huangmei, Mengmeng ; Li, Kelong ; Ouyang, Yingbo |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 69.2024, 2, Art.-No. 106204, p. 1-8
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| Subject: | Economic policy uncertainty | Major emergencies | Stock market returns | Tail risk spillovers | TENET | Risiko | Risk | Wirtschaftspolitik | Economic policy | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Volatilität | Volatility | Schwellenländer | Emerging economies |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106204 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015192244