Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model-Reference-Cited by-同舟云学术

Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model

Published:2017-06 Issue: Volume:40 Page:92-102
ISSN:1042-444X
Container-title:Journal of Multinational Financial Management
language:en
Short-container-title:Journal of Multinational Financial Management

Author:

Christou Christina,Cunado Juncal,Gupta Rangan,Hassapis Christis

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference64 articles.

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4. Volatility spillovers between oil prices and stock sector returns: implications for portfolio management;Arouri;J. Int. Money Finance,2011

5. Measuring Economic Policy Uncertainty;Baker,2015

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