On economic uncertainty, stock market predictability and nonlinear spillover effects
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference13 articles.
1. Dynamic co-movements between stock market returns and policy uncertainty;Antonakakis;Economics Letters,2013
2. Computation and analysis of multiple structural change models;Bai;Journal of Applied Econometrics,2003
3. Measuring economic policy uncertainty;Baker,2015
4. The impact of uncertainty shocks;Bloom;Econometrica,2009
5. A test for independence based on the correlation dimension;Brock;Econometric Reviews,1996
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