Market Dynamics and VolatilityFinancial Risk and Volatility ModelingFinancial Markets and Investment Strategies

Economic Policy Uncertainty, Investor Sentiment, and Stock Market Volatility in China: A Study based on the TVP-VAR-SV Model

Zhang Yun Zhang Yun, Low Soo-Wah LOW Soo-Wah, Mohammad Enamul Hoque Mohammad Enamul HOQUE, Mohd Azlan Shah Zaidi Mohd Azlan SHAH ZAIDI

2026.5.30Global Business and Finance Review

DOI: 10.17549/gbfr.2026.31.5.51

Abstract

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Citation format

YUN, Zhang Yun Zhang, et al. Economic policy uncertainty, investor sentiment, and stock market volatility in China: A study based on the TVP-VAR-SV model. Global Business and Finance Review, 2026, 31(5): 51–64.