Time-frequency transmission mechanism of EPU, investor sentiment and financial assets : a multiscale TVP-VAR connectedness analysis
Xingzhi Qiao, Huiming Zhu, Zhongqingyang Zhang, Weifang Mao
| Year of publication: |
2022
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|---|---|
| Authors: | Qiao, Xingzhi ; Zhu, Huiming ; Zhang, Zhongqingyang ; Mao, Weifang |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 63.2022, p. 1-20
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| Subject: | Chinese financial market | Economic policy uncertainty | Investor sentiment | Transmission mechanism | TVP-VAR connectedness | Wavelet | Anlageverhalten | Behavioural finance | China | Finanzmarkt | Financial market | Wirtschaftspolitik | Economic policy | Geldpolitische Transmission | Monetary transmission |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101843 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014225822