Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach

Author:

Wen Fenghua,Shui Aojie,Cheng YuxiangORCID,Gong XuORCID

Funder

National Natural Science Foundation of China

Fundamental Research Funds for the Central Universities

Fundamental Research Funds for Central Universities of the Central South University

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference97 articles.

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4. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty;Antonakakis;Economics Letters,2013

5. Cognitive dissonance, sentiment, and momentum;Antoniou;Journal of Financial and Quantitative Analysis,2013

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