International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Chi-Chuan Lee, Chien-Chiang Lee
| Year of publication: |
2023
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|---|---|
| Authors: | Lee, Chi-Chuan ; Lee, Chien-chiang |
| Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 84.2023, p. 1-10
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| Subject: | Equity market volatility | Granger-causality in quantiles analysis | International spillover | Monetary policy uncertainty | Stock market | Aktienmarkt | Volatilität | Volatility | Spillover-Effekt | Spillover effect | USA | United States | Geldpolitik | Monetary policy | Börsenkurs | Share price | ARCH-Modell | ARCH model | China | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.asieco.2022.101575 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014248299