用频域方法研究二十国集团（G20）国家国内和国际经济政策不确定性与股票回报率之间的因果关系

IF 2 Q2 ECONOMICS

Cogent Economics & Finance Pub Date : 2024-07-29 DOI:10.1080/23322039.2024.2383083

Moses Dumayiri, Imhotep Paul Alagidede, Yakubu Awudu Sare

引用次数: 0

摘要

虽然不确定性冲击会在不同的投资期限内影响股票市场，但专家组对不确定性和股票市场在频率域的因果效应知之甚少...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Frequency-domain approach to the causal nexus between domestic and international economic policy uncertainties and equity returns of G20 countries

While uncertainty shocks affect equity markets at various investment horizons, knowledge about the causal effects of uncertainty and equity markets in the frequency domain is scant among the Group ...

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来源期刊

Cogent Economics & Finance ECONOMICS-

CiteScore

3.00

自引率

15.80%

发文量

309

审稿时长

12 weeks

期刊介绍： Cogent Economics & Finance, part of Taylor & Francis / Routledge, is a multidisciplinary open access journal publishing high-quality peer-reviewed research by authors from across the globe. Our inclusive nature ensures we cover the entire scope of economics and finance research – from financial economics to economic philosophy and everything in between, including replication studies – and we make sure this research is visible to everyone, anywhere, any time. Cogent Economics & Finance is headed up by an expert team of Senior Editors who, in keeping with our vision of inclusivity and sharing, evaluate submissions on scholarly merit and research integrity. Manuscripts are never rejected purely on the grounds of perceived importance or impact on the research community; article-level metrics allow the research to be assessed on its own merit.