Work

Connectedness between monetary policy uncertainty and sectoral stock market returns: Evidence from asymmetric TVP-VAR approach

Year: 2023

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2023.102946

Authors: Syed Ali Raza, Arshian Sharif, Satish Kumar, Maiyra Ahmed

Institutions: Iqra University, Lebanese American University, VIZJA University, Sunway University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4386797360

FWCI: 4.643

Cites: 53

Cited by: 27

Related to: 10