Evaluating the impact of multiple uncertainty shocks on China's airline stocks volatility: A novel joint quantile perspective
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DOI: 10.1016/j.jairtraman.2024.102688
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More about this item
Keywords
Uncertainty; Aviation; Stock volatility; Joint quantile IRF; Bootstrap;All these keywords.
JEL classification:
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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