Impacts of global-economic-policy uncertainty on emerging stock market : evidence from linear and non-linear models
Year of publication: |
2020
|
---|---|
Authors: | Mohammad Enamul Hoque ; Mohd Azlan Shah Zaidi |
Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 29.2020, 1, p. 53-66
|
Subject: | Global economic policy uncertainty | GARCH | Markov switching | Malaysia | stock market | Aktienmarkt | Stock market | Börsenkurs | Share price | ARCH-Modell | ARCH model | Volatilität | Volatility | Markov-Kette | Markov chain | Risiko | Risk | Schätzung | Estimation | Kapitaleinkommen | Capital income |
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