Browsing Τμήμα Οικονομικών / Department of Economics by Author "Cunado, Juncal"
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Article
Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model
Christou, Christina; Cunado, Juncal; Gupta, Rangan; Hassapis, Christis (2017)This paper examines the role of economic policy uncertainty (EPU) on stock market returns for six countries (Australia, Canada, China, Japan, Korea and the US), based on a panel VAR model estimated using stochastic search ...