Dynamic impacts of economic policy uncertainty on australian stock market : an intercontinental evidence
Year of publication: |
2022
|
---|---|
Authors: | Bairagi, Ranajit Kumar |
Published in: |
Journal of emerging market finance. - Thousand Oaks, Calif. : Sage Publications, ISSN 0973-0710, ZDB-ID 2180453-9. - Vol. 21.2022, 1, p. 64-91
|
Subject: | dynamic | EPU | spillover | VAR-MGARCH-DBEKK | volatility | Volatilität | Volatility | Australien | Australia | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Wirtschaftspolitik | Economic policy | Wirkungsanalyse | Impact assessment | Aktienmarkt | Stock market | Risiko | Risk |
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