Dynamic co-movements of stock market returns, implied volatility and policy uncertainty

Author:

Antonakakis Nikolaos,Chatziantoniou Ioannis,Filis George

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference19 articles.

1. Policy Uncertainty, Persistence and Growth;Aizenman,1991

2. Business cycle synchronization during us recessions since the beginning of the 1870s;Antonakakis;Economics Letters,2012

3. Uncertainty and Economic Activity: Evidence from Business Survey Data;Bachmann,2010

4. Baker, Scott, Bloom, Nicholas, Davis, Steven, 2012. Measuring Economic Policy Uncertainty. In: Working Paper Series. Stanford University.

5. On the sensitivity of firms’ investment to cash flow and uncertainty;Baum;Oxford Economic Papers,2010

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