Articles with "uncertainty economic" as a keyword



Stock market uncertainty and economic fundamentals: an entropy-based approach

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Published in 2019 at "Quantitative Finance"

DOI: 10.1080/14697688.2019.1579922

Abstract: This study investigates the effects of stock market uncertainty on economic fundamentals, represented by economic activities and systemic risk, in China. To capture the uncertainty in the Chinese stock market precisely, we use the entropy… read more here.

Keywords: stock market; market uncertainty; uncertainty; uncertainty economic ... See more keywords