Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10011633710
Capital mobility may equalize investment opportunities across industries, and further, may cause the return-risk trade-offs of industry portfolios to converge. We show that over an extended period from 1926 to 2014, value-weighted industry portfolios based on Fama-French 5, 10, 12, 17, 30, and...
Persistent link: https://www.econbiz.de/10012853016
Persistent link: https://www.econbiz.de/10014543968
Persistent link: https://www.econbiz.de/10014535597
Persistent link: https://www.econbiz.de/10014543522
Persistent link: https://www.econbiz.de/10003359677
This paper measures China’s daily and monthly climate policy uncertainty (CPU) from Jan 2000 to Mar 2022 based on Chinese news data for the first time. Then, the nonlinear and lag impacts of the US CPU and China’s CPU on the return, volatility, correlation and tail dependence of China’s...
Persistent link: https://www.econbiz.de/10013289708