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Brexit; rising China; globalisation; stock markets; Economic Policy Uncertainty; political turbulences
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The Impact Of Brexit On The Stock Markets Of The Greater China Region, Lucia Morales, Jean Monnet
The Impact Of Brexit On The Stock Markets Of The Greater China Region, Lucia Morales, Jean Monnet
Articles
An examination of Brexit and its initial impact on the main stock markets in the Greater China Region (GCR) was conducted using augmented market models that integrate Economic Policy Uncertainty (EPU) and implied volatility (VIX). The results do not seem to align with research in the field that has suggested that the EPU index helps to identify if market participants are reacting to political events. The main research findings suggest that Brexit does not appear to have an impact on the performance of market returns in the region and the influence of economic policy uncertainty in the GCR appears to …