Asia-Pacific stock market return and volatility in the uncertain world: Evidence from the nonlinear autoregressive distributed lag approach

This paper examines the effects of three distinct groups of uncertainties on market return and volatility in the Asia-Pacific countries, including (i) the country-specific and US geopolitical risks; (ii) the US economic policy uncertainty; and (iii) the US stock market volatility (using the VIX and...

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Detalles Bibliográficos
Autores principales: Tran, Minh Phuoc-Bao, Vo, Duc Hong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10162527/
https://www.ncbi.nlm.nih.gov/pubmed/37146006
http://dx.doi.org/10.1371/journal.pone.0285279

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10162527/
https://www.ncbi.nlm.nih.gov/pubmed/37146006
http://dx.doi.org/10.1371/journal.pone.0285279

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