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

Menelaos Karanasos, Stavroula Yfanti, John Hunter. Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises. Annals OR, 313(2):1077-1116, 2022. [doi]

Authors

Menelaos Karanasos

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Stavroula Yfanti

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John Hunter

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