The policy uncertainty and market volatility puzzle : evidence from wavelet analysis
Aviral Kumar Tiwari, R. K. Jana, David Roubaud
| Year of publication: |
2019
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|---|---|
| Authors: | Tiwari, Aviral Kumar ; Jana, R. K. ; Roubaud, David |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 31.2019, p. 278-284
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| Subject: | Economic policy | Market volatility puzzle | Policy shocks | Uncertainty | Volatility Index (VIX) | Volatilität | Volatility | Risiko | Risk | Schock | Shock | Wirtschaftspolitik | Börsenkurs | Share price | Risikoprämie | Risk premium | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.11.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012421584