Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?

This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the UK) by implementing the time-varying VAR (TVP-VAR) model fo...

Descripción completa

Detalles Bibliográficos
Autores principales: Youssef, Manel, Mokni, Khaled, Ajmi, Ahdi Noomen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7917024/
https://www.ncbi.nlm.nih.gov/pubmed/35024274
http://dx.doi.org/10.1186/s40854-021-00227-3

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7917024/
https://www.ncbi.nlm.nih.gov/pubmed/35024274
http://dx.doi.org/10.1186/s40854-021-00227-3

Ejemplares similares