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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Netherlands
2022
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| Materias: | |
| 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 |