NARDL estimation results for the effect of domestic (country-specific) GPR and US GPR on stock market returns and volatility.

NARDL estimation results for the effect of domestic (country-specific) GPR and US GPR on stock market returns and volatility.国内（国别特定）地缘政治风险（Geopolitical Risk，GPR）与美国地缘政治风险对股市收益率及波动率的影响的非线性自回归分布滞后模型（Nonlinear Autoregressive Distributed Lag，NARDL）估计结果