World pandemic uncertainty and German stock market: evidence from Markov regime-switching and Fourier based approaches

This study aims to examine the impact of the world pandemic uncertainty index on the German stock market index (DAX index) for the 1996Q1 to 2020Q3 period while controlling real effective exchange rate, industrial production index, and consumer price index. The present study performs the Fourier Aug...

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Detalles Bibliográficos
Autores principales: Athari, Seyed Alireza, Kirikkaleli, Dervis, Adebayo, Tomiwa Sunday
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Netherlands 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9190194/
https://www.ncbi.nlm.nih.gov/pubmed/35729960
http://dx.doi.org/10.1007/s11135-022-01435-4

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9190194/
https://www.ncbi.nlm.nih.gov/pubmed/35729960
http://dx.doi.org/10.1007/s11135-022-01435-4

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