The Impact of Directional Global Economic Policy Uncertainty on Indian Stock Market Volatility: New Evidence
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance
Link
https://link.springer.com/content/pdf/10.1007/s10690-023-09421-y.pdf
Reference45 articles.
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3. Asgharian, H., Christiansen, C., & Hou, A. J. (2018). Economic policy uncertainty and long- run stock market volatility and correlation. https://ssrn.com/abstract1⁄43146924
4. Asgharian, H., Hou, A. J., & Javed, F. (2013). The importance of the macroeconomic variables in forecasting stock return variance: A GARCH-MIDAS approach. Journal of Forecasting, 32(7), 600–612.
5. Baker, S. R., Bloom, N., & Davis, S. J. (2016). Measuring economic policy uncertainty. The Quarterly Journal of Economics, 131(4), 1593–1636.
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