Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries
Yun Hong, Rushan Zhang, Feipeng Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Hong, Yun ; Zhang, Rushan ; Zhang, Feipeng |
| Subject: | Economic policy uncertainty | Linear and nonlinear Granger tests | Stock market | Time-varying Granger causality test | Wavelet decomposition | Kausalanalyse | Causality analysis | Aktienmarkt | Wirtschaftspolitik | Economic policy | Börsenkurs | Share price | Industrieländer | Industrialized countries | Schwellenländer | Emerging economies | Risiko | Risk | Zeitreihenanalyse | Time series analysis | Welt | World | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102991 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446987