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

Published 2021 View Full Article

Authors

Keywords

Asymmetric effects, Volatility spillovers, GARCH, Volatility impulse responses, Futures, VECM

Journal

Journal of International Financial Markets Institutions & Money

Volume 74, Issue -, Pages 101383

Publisher

Elsevier BV

Online

2021-07-16

DOI

10.1016/j.intfin.2021.101383

References

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