Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Year of publication: |
2023
|
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Authors: | Salisu, Afees A. ; Demirer, Rıza ; Gupta, Rangan |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 8, p. 2307-2321
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Subject: | economic policy uncertainty | forecasting | market volatility | signal quality | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Risiko | Risk | Signalling | Wirtschaftspolitik | Economic policy | Aktienmarkt | Stock market | Produktqualität | Product quality | Wirkungsanalyse | Impact assessment |
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