Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?
Elie Bouri, Remzi Gök, Eray Gemi̇ci̇, Erkan Kara
| Year of publication: |
2024
|
|---|---|
| Authors: | Bouri, Elie ; Gök, Remzi ; Gemi̇ci̇, Eray ; Kara, Erkan |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 93.2024, p. 137-154
|
| Subject: | Causality in distributions | Commodity | Economic Policy Uncertainty (EPU) | Green bonds | Islamic index | Wavelets | Volatilität | Volatility | Wirtschaftspolitik | Economic policy | Risiko | Risk | Welt | World | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494640