Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum
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- Julia Darby & Graeme Roy, 2019. "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(2), pages 314-330, May.
References listed on IDEAS
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More about this item
KeywordsScottish independence referendum; stock market volatility; political uncertainty;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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