Emerging stock market volatility and economic fundamentals : the importance of US uncertainty spillovers, financial and health crises
Year of publication: |
2022
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Authors: | Karanasos, Menelaos ; Yfanti, S. ; Hunter, John |
Published in: |
Risk management decisions and value under uncertainty. - Dordrecht, The Netherlands : Springer. - 2022, p. 1077-1116
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Subject: | Economic policy uncertainty | Emerging markets | Financial and health crises | Macro-financial linkages | Realized variance | Uncertainty spillovers | Schwellenländer | Emerging economies | Risiko | Risk | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Finanzmarkt | Financial market |
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