Economic policy uncertainty and industry risk on China’s stock market
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DOI: 10.1016/j.najef.2022.101771
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Cited by:
- Ren, Xiaohang & liu, Ziqing & Jin, Chenglu & Lin, Ruya, 2023. "Oil price uncertainty and enterprise total factor productivity: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 201-218.
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More about this item
Keywords
Economic policy uncertainty; Industry risk; Spillover effects; Copula; GARCH-in-mean;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- G01 - Financial Economics - - General - - - Financial Crises
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- L88 - Industrial Organization - - Industry Studies: Services - - - Government Policy
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