Dumayiri, Moses; Alagidede, Imhotep Paul; Sare, Yakubu Awudu - In: Cogent economics & finance 12 (2024) 1, pp. 1-35
While uncertainty shocks affect equity markets at various investment horizons, knowledge about the causal effects of uncertainty and equity markets in the frequency domain is scant among the Group of Twenty (G20) countries regarded as systemically important economies. This paper explores the...