Economic policy uncertainty and environmental governance company volatility: Evidence from China
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DOI: 10.1016/j.ribaf.2023.101875
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- Li, Dongxin & Zhang, Li & Li, Lihong, 2023. "Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model," International Review of Financial Analysis, Elsevier, vol. 88(C).
- Ouyang, Minhua & Xiao, Hailian, 2024. "Tail risk spillovers among Chinese stock market sectors," Finance Research Letters, Elsevier, vol. 62(PB).
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Economic policy uncertainty; Environmental governance index; COVID-19 pandemic; Volatility forecasting;All these keywords.
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