Uncertainty and financial asset return spillovers : are they related? : empirical evidence from three continents
Stilianos Fountas, Dimitra Kontana, Paraskevi Tzika
| Year of publication: |
2024
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| Authors: | Fountas, Stilianos ; Kontana, Dimitra ; Tzika, Paraskevi |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 67.2024, 5, p. 1891-1918
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| Subject: | Economic policy uncertainty | Financial asset market return spillovers | Rolling impulse responses | Uncertainty spillovers | Spillover-Effekt | Spillover effect | Risiko | Risk | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Theorie | Theory | Börsenkurs | Share price | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-024-02614-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015142059