Chang, Tsangyao; Chen, Wen-Yi; Gupta, Rangan; Nguyen, … - Institut de Préparation à l'Administration et à la … - 2013
This study applies bootstrap panel causality, proposed by Kónya (2006), to investigate causal link between political uncertainty and stock price for seven OECD countries over the monthly period of 2001.01 to 2013.04. This modeling approach allows us to examine both the cross-sectional...