Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility Article

Caglayan, Mustafa O, Gong, Yuting, Xue, Wenjun. (2024). Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility . European Journal of Finance, The, 30(11), 1212-1238. 10.1080/1351847X.2023.2279141

International Collaboration

cited authors

  • Caglayan, Mustafa O; Gong, Yuting; Xue, Wenjun

sustainable development goals

authors

publication date

  • July 23, 2024

published in

keywords

  • Business & Economics
  • Business, Finance
  • C10
  • CONNECTEDNESS
  • CROSS-SECTION
  • DETERMINANTS
  • ECONOMIC-POLICY UNCERTAINTY
  • EPU spillovers
  • F30
  • G12
  • G15
  • MODEL
  • RETURNS
  • RISK
  • Social Sciences
  • US
  • country-level stock market idiosyncratic volatility
  • international asset pricing
  • multivariate quantile model

Digital Object Identifier (DOI)

start page

  • 1212

end page

  • 1238

volume

  • 30

issue

  • 11