The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea
Year of publication: |
2019
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Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Kim, Won Joong ; Kyei, Clement |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 59.2019, p. 150-163
|
Subject: | Economic policy uncertainty | Emerging markets | Linear causality | Nonparametric quantile causality | Stock returns | Volatility | Volatilität | Südkorea | South Korea | Hongkong | Hong Kong | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Wirtschaftspolitik | Economic policy | Kausalanalyse | Causality analysis | Malaysia | Schwellenländer | Emerging economies | Wirtschaftswachstum | Economic growth |
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