Journal article 264 views 67 downloads
Economic policy uncertainty as an indicator of abrupt movements in the US stock market
Evi Tzika,
Theologos Pantelidis
The Quarterly Review of Economics and Finance, Volume: 94, Pages: 93 - 103
Swansea University Author: Evi Tzika
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DOI (Published version): 10.1016/j.qref.2024.01.002
Abstract
Economic policy uncertainty as an indicator of abrupt movements in the US stock market
| Published in: | The Quarterly Review of Economics and Finance |
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| ISSN: | 1062-9769 |
| Published: |
Elsevier BV
2024
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa65584 |
| Tags: |
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| Keywords: |
Economic policy uncertainty; Stock market; Regime switching model |
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| College: |
Faculty of Humanities and Social Sciences |
| Funders: |
Hellenic Foundation for Research and Innovation (HFRI) and the General Secretariat for Research and Technology (GSRT); HFRI PhD Fellowship grant |
| Start Page: |
93 |
| End Page: |
103 |