The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea
Mehmet Balcilar, Rangan Gupta, Won Joong Kim, Clement Kyei
| Year of publication: |
2019
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|---|---|
| Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Kim, Won Joong ; Kyei, Clement |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 59.2019, p. 150-163
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| Subject: | Economic policy uncertainty | Emerging markets | Linear causality | Nonparametric quantile causality | Stock returns | Volatility | Volatilität | Südkorea | South Korea | Hongkong | Hong Kong | Wirtschaftspolitik | Economic policy | Malaysia | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2018.08.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012202500