On international stock market comovements and macroeconomic risks
Year of publication: |
2013
|
---|---|
Authors: | Chen, Peng ; Wu, Shu |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 10/12, p. 978-982
|
Subject: | stock market co-movement | macroeconomic risks | dynamic factor model | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Schock | Shock | Risiko | Risk | Volatilität | Volatility | Korrelation | Correlation | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
-
Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market
Li, Xiaoming, (2015)
-
Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein, (2016)
-
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
Asgharian, Hossein, (2020)
- More ...
-
On international stock market co-movements and macroeconomic risks
Chen, Peng, (2013)
-
Bifurcation Analysis of Open Economy New Keynesian Models
Eryilmaz, Unal, (2011)
-
Bifurcation Analysis of Zellner's Marshallian Macroeconomic Model
Banerjee, Sanjibani, (2011)
- More ...