International economic policy uncertainty and stock prices: Wavelet approach
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DOI: 10.1016/j.econlet.2015.07.012
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More about this item
Keywords
Policy uncertainty; Stock price; International spillover; Wavelet analysis;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
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