Does monetary policy uncertainty command a risk premium in the Chinese stock market?-Reference-Cited by-同舟云学术

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Does monetary policy uncertainty command a risk premium in the Chinese stock market?

Published:2021-07 Issue: Volume: Page:
ISSN:1369-412X
Container-title:International Review of Finance
language:en
Short-container-title:International Review of Finance

Author:

Lin Lei¹^ORCID,Tan Jing²,Liu Wenzhen³

Affiliation:

1. School of Finance Southwestern University of Finance and Economics Chengdu China

2. China Western Economic Research Center Southwestern University of Finance and Economics Chengdu China

3. School of Economics and Management Anhui Normal University Wuhu China

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/irfi.12356

Reference21 articles.

1. Ai H. Han L. J. Pan X. N. &Xu L.(2020).The Cross Section of Monetary Policy Announcement Premium.https://doi.org/10.2139/ssrn.3338889

2. Volatility Risks and Growth Options

3. The Cross-Section of Volatility and Expected Returns

4. Measuring Economic Policy Uncertainty*

5. Is economic uncertainty priced in the cross-section of stock returns?

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The impact of country level investor protection on economic policy uncertainty and corporate investment link;International Review of Finance;2024-09-10

2. Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty;Journal of International Financial Markets, Institutions and Money;2023-06

3. Dynamic association of economic policy uncertainty with oil, stock and gold: a wavelet-based approach;Journal of Economic Studies;2023-01-10

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