Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Year of publication: |
2016
|
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Authors: | Asgharian, Hossein ; Christiansen, Charlotte ; Gupta, Rangan ; Hou, Ai Jun |
Publisher: |
Aarhus, Denmark : Department of Economics and Business Ecoomics, Aarhus University |
Subject: | Schock | Shock | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Korrelation | Correlation | Wirtschaftspolitik | Economic policy | Risiko | Risk | Konjunktur | Business cycle | Großbritannien | United Kingdom | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (circa 13 Seiten) Illustrationen |
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Series: | CREATES research paper. - Aarhus : [Verlag nicht ermittelbar], ZDB-ID 2490360-7. - Vol. 2016, 29 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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