Do US and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?
Year of publication: |
2021
|
---|---|
Authors: | Chang, Kuang-Liang |
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. 58.2021, p. 1-16
|
Subject: | Jump | Spillover effect | Stock market | Transition probability | Uncertainty index | Japan | Aktienmarkt | Risiko | Risk | Spillover-Effekt | Volatilität | Volatility | Börsenkurs | Share price | Schock | Shock |
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