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Political uncertainty, COVID-19 pandemic and stock market volatility transmission

News about referendums and the ongoing evolution of a global contagious increase uncertainty about the development of economic fundamentals reflected by increased volatility in the financial markets. In this paper, employing volatility impulse response functions and assessing the volatility spillove...

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Detalles Bibliográficos
Autores principales: Apostolakis, George N., Floros, Christos, Gkillas, Konstantinos, Wohar, Mark
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759343/
http://dx.doi.org/10.1016/j.intfin.2021.101383