Dynamic co-movements of stock market returns, implied volatility and policy uncertainty

Economics Letters - Tập 120 - Trang 87-92 - 2013
Nikolaos Antonakakis1, Ioannis Chatziantoniou1, George Filis2
1University of Portsmouth, Department of Economics and Finance, Portsmouth Business School, Portland Street, Portsmouth, PO1 3DE, United Kingdom
2Bournemouth University, Accounting, Finance and Economics Department, 89 Holdenhurst Road, Bournemouth, Dorset, BH8 8EB, United Kingdom

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Economics Letters

Tập 120

87-92

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