Economic policy uncertainty and stock market volatility in China: Evidence from SV-MIDAS-t model-Reference-Cited by-同舟云学术

Economic policy uncertainty and stock market volatility in China: Evidence from SV-MIDAS-t model

Published:2024-03 Issue: Volume:92 Page:103090
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Wang Nianling,Yin Jiyuan,Li Yong

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Reference32 articles.

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1. The security of energy import: Do economic policy uncertainty and geopolitical risk really matter?;Economic Analysis and Policy;2024-06

2. Economic policy uncertainty and capital flows' tail risk in China;Pacific-Basin Finance Journal;2024-06

3. Industry-specific effects of economic policy uncertainty on stock market volatility: A GARCH-MIDAS approach;Quantitative Finance and Economics;2024

4. Shocks of Diverse Uncertainties on Sectoral Stock Volatility in China: A Novel Joint Perspective;2024