Supplementary information files for Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises

Supplementary information files for Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises

Supplementary information files for the article Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises Abstract: This paper studies the US and global economic fundamentals that exacerbate emerging stock markets volatility...

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Bibliographic Details
Main Authors: Menelaos Karanasos, Stavroula Yfanti, John Hunter
Format: Data Data
Published: 2022
Subjects:
Economic policy uncertainty
Emerging markets
Financial and health crises
Macro-financial linkages
Realized variance
Uncertainty spillovers
Science & Technology
Technology
Operations Research & Management Science
POLICY UNCERTAINTY
POLITICAL UNCERTAINTY
ASYMPTOTIC THEORY
MODELS
DETERMINANTS
AGGREGATE
INFERENCE
RETURNS
TESTS
OIL
Operations Research
Mathematical Sciences
Information and Computing Sciences
Commerce, Management, Tourism and Services
Online Access:https://dx.doi.org/10.17028/rd.lboro.19739773.v1
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https://dx.doi.org/10.17028/rd.lboro.19739773.v1

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