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Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the UK) by implementing the time-varying VAR (TVP-VAR) model fo...
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| I publikationen: | Financ Innov |
|---|---|
| Huvudupphovsmän: | , , |
| Materialtyp: | Artigo |
| Språk: | Inglês |
| Publicerad: |
Springer Berlin Heidelberg
2021
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| Ämnen: | |
| Länkar: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7917024/ https://ncbi.nlm.nih.gov/pubmed/35024274 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1186/s40854-021-00227-3 |
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