Role of Economic Policy Uncertainty in the Connectedness of Cross-Country Stock Market Volatilities
The implied volatility index is a forward-looking indicator of fear among stock market participants. We examine the extent to which the connectedness of fear among global stock markets is driven by the cross-country connectedness of economic policy uncertainty (EPU). We use data on stock market fear...
I tiakina i:
| Ngā kaituhi matua: | , , , , |
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| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
MDPI AG
2020-10-01
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| Rangatū: | Mathematics |
| Ngā marau: | |
| Urunga tuihono: | https://www.mdpi.com/2227-7390/8/11/1904 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
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