Do economic policy uncertainty indices matter in joint volatility cycles between US and Japanese stock markets?
Year of publication: |
2022
|
---|---|
Authors: | Chang, Kuang-Liang |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-9
|
Subject: | Stock markets | Economic policy uncertainty | Markov-switching | Volatility cycles | Volatilität | Volatility | Wirtschaftspolitik | Economic policy | Börsenkurs | Share price | Japan | USA | United States | Konjunktur | Business cycle | Risiko | Risk | Aktienmarkt | Stock market |
-
Asian stock markets, US economic policy uncertainty and US macro-shocks
Donadelli, Michael, (2015)
-
Economic Policy Uncertainty Shocks and Stock-Bond Correlations : Evidence from the US Market
Li, Xiaoming, (2015)
-
Economic policy uncertainty and stock markets : long-run evidence from the US
Arouri, Mohamed, (2016)
- More ...
-
Losing track of the asset markets: The case of housing and stock
Chang, Kuang-Liang, (2015)
-
How did the asset markets change after the Global Financial Crisis?
Chang, Kuang-Liang, (2021)
-
Chang, Kuang-liang, (2010)
- More ...