The impacts of global economic policy uncertainty on stock market returns in regime switching environment: Evidence from sectoral perspectives
Author:
Affiliation:
1. Graduate School of BusinessUniversiti Kebangsaan Malaysia (The National University of Malaysia) Malaysia
2. Faculty of Economics and ManagementUniversiti Kebangsaan Malaysia (The National University of Malaysia) Malaysia
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1702
Reference98 articles.
1. Economic uncertainty and the influence of monetary policy
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4. Asymmetric volatility and conditional expected returns
5. The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach
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