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daily infectious diseases-related uncertainty (EMVID) for international stock markets volatilities is examined using … portfolio managers amid high levels of uncertainty resulting from infectious diseases are discussed. …
Persistent link: https://www.econbiz.de/10012813501
This paper examines the propagation of oil price uncertainty shocks to real equity prices using a large-scale Global … developed model-free, robust estimate of oil price uncertainty, we document a statistically significant and negative effect of … uncertainty shocks emanating from oil prices on the large majority of global stock markets, with the adverse effect of oil price …
Persistent link: https://www.econbiz.de/10013380496