The impact of economic policy uncertainty on volatility of China's financial stocks : an empirical analysis
Year of publication: |
2021
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Authors: | Wang, Xinyu ; Luo, Yi ; Wang, Zhuqing ; Xu, Yan ; Wu, Congxin |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 39.2021, p. 1-12
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Subject: | Economic policy uncertainty | Financial stocks | MIDAS | Mixed frequency | Skewed T-distribution | Wirtschaftspolitik | Economic policy | Volatilität | Volatility | China | Börsenkurs | Share price | Risiko | Risk | Wirkungsanalyse | Impact assessment | Aktienmarkt | Stock market |
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