Effect of Economic Policy Uncertainty on Stock Returns: Analysing the Moderating Role of Government Size
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DOI: 10.18267/j.polek.1407
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More about this item
Keywords
Economic policy uncertainty; stock returns; government size; moderating effect; Driscoll-Kraay robust standard errors;All these keywords.
JEL classification:
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
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