Economic policy uncertainty, oil price volatility and stock market returns: Evidence from a nonlinear model
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DOI: 10.1016/j.najef.2022.101777
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- Cheng, Sheng & Deng, MingJie & Liang, Ruibin & Cao, Yan, 2023. "Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies," Resources Policy, Elsevier, vol. 82(C).
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More about this item
Keywords
Economic policy uncertainty; Oil price volatility; Stock market returns; PSTR model;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- N20 - Economic History - - Financial Markets and Institutions - - - General, International, or Comparative
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