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

Annals of operations research, 2022-06, Vol.313 (2), p.1077-1116 [Peer Reviewed Journal]

The Author(s) 2021 ;The Author(s) 2021. ;COPYRIGHT 2022 Springer ;The Author(s) 2021. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-021-04042-y ;PMID: 33903782

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