Investigation on the Effect of Global EPU Spillovers on Country-level Idiosyncratic Volatility Preprint

Caglayan, Mustafa Onur, Gong, Yuting, Xue, Wenjun. (2021). Investigation on the Effect of Global EPU Spillovers on Country-level Idiosyncratic Volatility . 10.2139/ssrn.3937378

cited authors

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

publication date

  • January 1, 2021

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 38 Economics
  • 3801 Applied Economics
  • 3802 Econometrics

Digital Object Identifier (DOI)