Monetary policy uncertainty and jumps in advanced equity markets
Year of publication: |
2020
|
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Authors: | Bouri, Elie ; Gillas, Konstantinos Gkillas ; Gupta, Rangan ; Kyei, Clement Kewku |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 23.2020/2021, 1, p. 101-112
|
Subject: | stock market jumps | monetary policy uncertainty | volatility | causality-in-quantiles | conditional distribution | Geldpolitik | Monetary policy | Volatilität | Volatility | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Schätzung | Estimation | Risiko | Risk | Theorie | Theory | Risikoprämie | Risk premium |
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