Economic policy uncertainty and stock risk features
Year of publication: |
2019
|
---|---|
Authors: | Chen, Guojin ; Zhang, Runze ; Zhao, Xiangqin |
Published in: |
Frontiers of economics in China : selected publications from Chinese universities. - Beijing : Higher Education Press, ISSN 1673-3444, ZDB-ID 2295851-4. - Vol. 14.2019, 3, p. 461-495
|
Subject: | Economic policy untertainty (EPU) | Risk factors | Securities markets | Uncertainty | stock risk | transmission mechanism | panel regression | Risiko | Risk | Wirtschaftspolitik | Economic policy | Volatilität | Volatility | Risikomanagement | Risk management | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation |
-
Karanasos, Menelaos, (2020)
-
Financial volatility modeling with option-implied information and important macro-factors
Yfanti, Stavroula, (2022)
-
Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos, (2017)
- More ...
-
Chen, Guojin, (2013)
-
A lottery-preference-based explanation of realized kurtosis puzzle in Chinese stock market
Chen, Guojin, (2019)
-
Chen, Guojin, (2013)
- More ...