Do US policy uncertainty, leveraging costs and global risk aversion impact emerging market equities? An application of bounds testing approach to the BRICS
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More about this item
KeywordsUS Policy Uncertainty; Risk Aversion; Leverage; Emerging Market Equities; BRICS;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-08-01 (All new papers)
- NEP-CIS-2015-08-01 (Confederation of Independent States)
- NEP-MAC-2015-08-01 (Macroeconomics)
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