Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market
Year of publication: |
2020
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Authors: | He, Feng ; Wang, Ziwei ; Yin, Libo |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-15
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Subject: | Volatility | Asymmetric spillover | EPU | Time-varying | USA | United States | Volatilität | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börsenkurs | Share price |
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