How does economic policy uncertainty comove with stock markets: new evidence from symmetric thermal optimal path method (Q2170576): Difference between revisions
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| Property / DOI: 10.1016/j.physa.2022.127745 / rank | |||
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| Property / cites work: International economic policy uncertainty and stock prices revisited: multiple and partial wavelet approach / rank | |||
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| Property / cites work: Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method / rank | |||
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| Property / cites work: Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies / rank | |||
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| Property / DOI: 10.1016/J.PHYSA.2022.127745 / rank | |||
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Latest revision as of 08:25, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How does economic policy uncertainty comove with stock markets: new evidence from symmetric thermal optimal path method |
scientific article |
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How does economic policy uncertainty comove with stock markets: new evidence from symmetric thermal optimal path method (English)
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6 September 2022
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economic policy uncertainty
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stock market
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lead-lag relationship
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symmetric thermal optimal path
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