Skip to main navigation
Skip to search
Skip to main content
Teesside University's Research Portal Home
Search content at Teesside University's Research Portal
Home
Profiles
Research units
TeesRep
Student theses
Projects
Datasets
Equipment
Press/Media
Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand
Faruk Balli
, Hatice O. Balli
, Mudassar Hasan
, Russell Gregory-Allen
TUIBS Digital Innovation, Sustainability & Specialist Industry
Research output
:
Contribution to journal
›
Article
›
peer-review
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
New Zealand
100%
Spillover Effect
100%
Uncertainty Spillover
100%
Equity Returns
100%
Economic Policy Uncertainty
100%
Global Economic Policy Uncertainty
50%
Return Spillovers
33%
Volatility
16%
Stock Market
16%
Volatility Spillover
16%
Diversification Benefits
16%
Equity Sectors
16%
Sectoral Diversification
16%
Sectoral Indices
16%
Foreign Economic Policy
16%
Multivariate VAR
16%
Export-import
16%
BEKK-GARCH Model
16%
Economics, Econometrics and Finance
Capital Market Returns
100%
Spillover Effect
100%
Economic Policy Uncertainty
100%
Volatility
20%
Investors
10%
Foreign Economic Policy
10%
ARCH Model
10%