Morales, Lucía; Andréosso-O'Callaghan, Bernadette - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-19
An examination of Brexit and its initial impact on the main stock markets in the Greater China Region (GCR) was conducted using augmented market models that integrate Economic Policy Uncertainty (EPU) and implied volatility (VIX). The results do not seem to align with research in the field that...