The effect of domestic and foreign risks on an emerging stock market: A time series analysis

Volume: 51, Pages: 100876 - 100876
Published: Jan 1, 2020
Abstract
This study investigates the effect of domestic factors – economic, financial and political risk – and foreign factors – global economic policy uncertainty – on the stock market index in Taiwan. To achieve the objective of this study, ARDL, DOLS and Markov Switching tests are employed. Quarterly data is used, covering the period 1997Q1–2015Q2. The findings reveal that the combination of domestic and foreign risk factors has a long-term effect on...
Paper Details
Title
The effect of domestic and foreign risks on an emerging stock market: A time series analysis
Published Date
Jan 1, 2020
Volume
51
Pages
100876 - 100876
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