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• W4382364401 startingPage "104148" @default.
• W4382364401 abstract "Since China's financial market is characterized by an obvious policy market, this research explores the impact of composite economic policy uncertainty (EPU) and categorical economic policy uncertainty indices (FPU, MPU, TPU and EXRPU) on Chinese stocks and conventional/green bonds based on the extended DCC-MIDAS model. The results show that the composite EPU index strengthens the long-term correlation between stocks and green bonds while weakening the stock-conventional bond correlation. In addition, the effects of FPU, MPU, TPU and EXRPU on long-term correlations are heterogeneous in terms of size, direction, and significance." @default.
• W4382364401 created "2023-06-29" @default.
• W4382364401 creator A5021717988 @default.
• W4382364401 creator A5073067225 @default.
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• W4382364401 date "2023-11-01" @default.
• W4382364401 modified "2023-10-16" @default.
• W4382364401 title "How do composite and categorical economic policy uncertainties affect the long-term correlation between China's stock and conventional/green bond markets?" @default.
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• W4382364401 doi "https://doi.org/10.1016/j.frl.2023.104148" @default.
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