Does policy uncertainty affect equity, commodity, interest rates, and currency markets? : evidence from CBOE's volatility index
Year of publication: |
2020
|
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Authors: | Shaikh, Imlak |
Published in: |
Journal of business economics and management. - Vilnius : VTGU Publ. House "Technika", ISSN 2029-4433, ZDB-ID 2400520-4. - Vol. 21.2020, 5, p. 1350-1374
|
Subject: | policy uncertainty | equity | commodity | interest rate | foreign exchange | VIX | Volatilität | Volatility | Zins | Interest rate | Schätzung | Estimation | Devisenmarkt | Foreign exchange market | Risiko | Risk | Risikoprämie | Risk premium |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3846/jbem.2020.13164 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G18 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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