Commonality in BRICS Stock Markets’ Reaction to Global Economic Policy Uncertainty : Evidence from a Panel GARCH Model with Cross Sectional Dependence
Year of publication: |
2023
|
---|---|
Authors: | Suleiman, Mamman ; Wang, Zhanqin ; Iliyasu, Jamilu |
Publisher: |
[S.l.] : SSRN |
Subject: | Börsenkurs | Share price | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Volatilität | Volatility | Panel | Panel study | Wirtschaftspolitik | Economic policy | Welt | World |
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