The level effect and volatility effect of uncertainty shocks in China
Shangfeng Zhang, Yaoxin Liu, Haitong Chen, Chun Zhu, Congcong Chen, Chenpei Hu, Longbin Xu and Yinan Yang
| Year of publication: |
2021
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|---|---|
| Authors: | Zhang, Shangfeng ; Liu, Yaoxin ; Chen, Haitong ; Zhu, Chun ; Chen, Congcong ; Hu, Chenpei ; Xu, Longbin ; Yang, Yinan |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 34.2021, 1,1, p. 172-193
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| Subject: | uncertainty shocks | Dynamic Stochastic General Dynamic Equilibrium (D.S.G.E) model | time- varying volatility | perturbation method | stagflation effect | Volatilität | Volatility | Schock | Shock | Dynamisches Gleichgewicht | Dynamic equilibrium | Risiko | Risk | China | Konjunktur | Business cycle | Stagflation | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2020.1780145 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013341482