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April 21, 2021Annals of Operations Research82 citationsOpen Access

Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises

MKMenelaos KaranasosSYStavroula YfantiJHJohn E. Hunter

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Abstract

The online version supplementary material available at 10.1007/s10479-021-04042-y.

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Karanasos et al. (2021) studied this question.

synapsesocial.com/papers/69dbc4615b363cdf1c835e55https://doi.org/10.1007/s10479-021-04042-y
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