Empirical analysis of economic policy uncertainty and stock returns in Asian markets
Thomas C. Chiang
| Year of publication: |
2019
|
|---|---|
| Authors: | Chiang, Thomas C. |
| Published in: |
Advances in Pacific Basin business, economics, and finance. - Bingley, UK : Emerald Publishing, ISSN 2514-4650, ZDB-ID 1293820-8. - Vol. 7.2019, p. 63-87
|
| Subject: | Economic policy uncertainty | downside risk | value-at-risk | GARCH-M model | Asian market | uncertainty premium | Risiko | Risk | Wirtschaftspolitik | Economic policy | Asien | Asia | Volatilität | Volatility | Risikomaß | Risk measure | Börsenkurs | Share price | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/S2514-465020190000007004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012582246