Impact of economic policy uncertainty and macroeconomic factors on stock market volatility : evidence from Islamic indices
Year of publication: |
2020
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Authors: | Aziz, Tariq ; Marwat, Jahanzeb ; Mustafa, Sheraz ; Kumar, Vikesh |
Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4645, ZDB-ID 2929132-X. - Vol. 7.2020, 12, p. 683-692
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Subject: | Islamic Stocks | Market Returns | Volatility Spillovers | Macroeconomic Variables | Volatilität | Volatility | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Kapitaleinkommen | Capital income | Wirtschaftspolitik | Economic policy | Spillover-Effekt | Spillover effect | Börsenkurs | Share price |
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