Impact of US uncertainties on emerging and mature markets : evidence from a quantile-vector autoregressive approach
Year of publication: |
May 2017
|
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Authors: | Chuliá, Helena ; Gupta, Rangan ; Uribe, Jorge ; Wohar, Mark E. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 48.2017, p. 178-191
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Subject: | Economic policy and equity market uncertainties | Emerging and mature stock markets | Quantile vector autoregressive model | Theorie | Theory | Aktienmarkt | Stock market | VAR-Modell | VAR model | Börsenkurs | Share price | Schwellenländer | Emerging economies | Volatilität | Volatility |
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