Nguyen, Canh Phuc; Su, Thanh Dinh; Wongchoti, Udomsak; … - In: Studies in Economics and Finance 37 (2020) 3, pp. 513-543
Purpose: This study aims to examine the spillover effects of trans-Atlantic macroeconomic uncertainties on the local stock market returns in the USA and eight selected European countries, namely, Germany, France, Spain, Italy, Greece, Ireland, Sweden and the UK, during the 2000-2019 period....