Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics
Srikanta Kundu, Amartya Paul
| Year of publication: |
2022
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|---|---|
| Authors: | Kundu, Srikanta ; Paul, Amartya |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 80.2022, p. 597-612
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| Subject: | Stock returns | Economic policy uncertainty | MSVAR | Realized volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | Wirtschaftspolitik | Economic policy | Börsenkurs | Share price | Risiko | Risk | Wirkungsanalyse | Impact assessment | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.02.047 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342636