Global economic policy uncertainty and stock volatility : evidence from emerging economies
Year of publication: |
2021
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Authors: | Yu, Xiaoling ; Huang, Yirong ; Xiao, Kaitian |
Published in: |
Journal of applied economics. - London : Taylor & Francis, Taylor & Francis Group, ISSN 1667-6726, ZDB-ID 2094889-X. - Vol. 24.2021, 1, p. 416-440
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Subject: | emerging markets | GARCH-MIDAS | Global economic policy uncertainty | stock volatility | Schwellenländer | Emerging economies | Volatilität | Volatility | Wirtschaftspolitik | Economic policy | Börsenkurs | Share price | Aktienmarkt | Stock market | Risiko | Risk | Welt | World | Wirkungsanalyse | Impact assessment |
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