Research on the Volatility of Oil Futures and European Stock Markets
Dexiang Mei, Wang Chen
(2020)
Research on the Volatility of Oil Futures and European Stock Markets: pp.
111-129.
Chapter 4. Does US Economic Policy Uncertainty Matter for European Stock Markets Volatility?
The following sections are included:
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1. Introduction
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2. Econometric Models
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3. Data Description
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4. Empirical Results
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5. Conclusions