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Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC: A quantile regression approach

Empirical FinanceEconometric ModelVolatility ModelingEconomicsFinancial EconomicsAsset PricingBusinessEconomic AnalysisEconometricsAsymmetric DependenceQuantile Regression ApproachEconomic Policy UncertaintyEconometric MethodStatisticsFinance