Similar Search Results

Narrow search

EPU spillovers and sovereign CDS spreads : a cross-country study

Gong, Yuting; He, Zhongzhi; Xue, Wenjun - In: The journal of futures markets 43 (2023) 12, pp. 1770-1806

Persistent link: https://www.econbiz.de/10014433010

The impact of EPU spillovers on the bond market volatility : global evidence

Gong, Yuting; Li, Xiao; Xue, Wenjun - In: Finance research letters 55 (2023) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10014473341

Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility

Caglayan, Mustafa O.; Gong, Yuting; Xue, Wenjun - In: The European journal of finance 30 (2024) 11, pp. 1212-1238

Persistent link: https://www.econbiz.de/10014636443

EPU spillovers and stock return predictability : a cross-country study

Gong, Yuting; He, Zhongzhi; Xue, Wenjun - In: Journal of international financial markets, … 78 (2022), pp. 1-29

Persistent link: https://www.econbiz.de/10013357291

Investigation on the Effect of Global EPU Spillovers on Country-level Stock Market Idiosyncratic Volatility

Caglayan, Mustafa Onur; Gong, Yuting; Xue, Wenjun - 2022

Using the multivariate quantile model, this paper develops a global economic policy uncertainty (EPU) spillover measure for each country, and investigates the spillover effects on the country-level stock market idiosyncratic volatility across a sample of 23 economies. The regression results show...

Persistent link: https://www.econbiz.de/10013406077