Advanced search
Publication Cover
Applied Economics Letters Volume 30, 2023 - Issue 13
Submit an article Journal homepage
177
Views
0
CrossRef citations to date
0
Altmetric
Research Article

Asymmetric ambiguity spillover among international equity markets

Xiao QinAntai College of Economics and Management, Shanghai Jiao Tong University, Shanghai, ChinaCorrespondence[email protected]
&
Yuwen WangAntai College of Economics and Management, Shanghai Jiao Tong University, Shanghai, China
Pages 1843-1849 | Published online: 02 Aug 2022

References

  • Baker, S. R., N. Bloom, and S. J. Davis. 2016. “Measuring Economic Policy Uncertainty.” Quarterly Journal of Economics 131 (4): 1593–1636. doi:10.1093/qje/qjw024.
  • Balli, F., G. S. Uddin, H. Mudassar, and S. M. Yoon. 2017. “Cross-country Determinants of Economic Policy Uncertainty Spillovers.” Economics Letters 156: 179–183. doi:10.1016/j.econlet.2017.05.016.
  • Brenner, M., and Y. Izhakian. 2018. “Asset Pricing and Ambiguity: Empirical Evidence.” Journal of Financial Economics 130 (3): 503–531. doi:10.1016/j.jfineco.2018.07.007.
  • Diebold, F. X., and K. Yilmaz. 2014. “On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms.” Journal of Econometrics 182 (1): 119–134. doi:10.1016/j.jeconom.2014.04.012.
  • Epstein, L. G., and M. Schneider. 2008. “Ambiguity, Information Quality, and Asset Pricing.” Journal of Finance 63 (1): 197–228. doi:10.1111/j.1540-6261.2008.01314.x.
  • Hansen, L. P. 2007. “Beliefs, Doubts and Learning: Valuing Macroeconomic Risk.” American Economic Review 97 (2): 1–30. doi:10.1257/aer.97.2.1.
  • Huang, Z., C. Tong, H. Qiu, and Y. Shen. 2018. “The Spillover of Macroeconomic Uncertainty between the U.S. and China.” Economics Letters 171: 123–127. doi:10.1016/j.econlet.2018.07.018.
  • Izhakian, Y. 2017. “Expected Utility with Uncertain Probabilities Theory.” Journal of Mathematical Economics 69: 91–103. doi:10.1016/j.jmateco.2016.12.004.
  • Jurado, K., S. C. Ludvigson, and S. Ng. 2015. “Measuring Uncertainty.” American Economic Review 105 (3): 1177–1216. doi:10.1257/aer.20131193.
  • Knight, F. 1921. Risk, Ambiguity and Profit. Boston and New York: Houghton Mifflin.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.