The effect of US uncertainty shock on international equity markets : the role of the global financial cycle
Year of publication: |
2023
|
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Authors: | Salisu, Afees A. ; Gupta, Rangan ; Adediran, Idris A. |
Published in: |
Review of Economic Analysis : REA. - Rimini : [Verlag nicht ermittelbar], ISSN 1973-3909, ZDB-ID 2535745-1. - Vol. 15.2023, 2, p. 139-159
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Subject: | Font: Uncertainty Shocks | International Financial Markets | Global Vector Autoregressive Model | Internationaler Finanzmarkt | International financial market | VAR-Modell | VAR model | Schock | Shock | Welt | World | Risiko | Risk | Finanzkrise | Financial crisis | Volatilität | Volatility | Aktienmarkt | Stock market | Globalisierung | Globalization |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | C32 - Time-Series Models ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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