A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Yisu Huang, Feng Ma, Elie Bouri, Dengshi Huang
| Year of publication: |
2023
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|---|---|
| Authors: | Huang, Yisu ; Ma, Feng ; Bouri, Elie ; Huang, Dengshi |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 87.2023, p. 1-13
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| Subject: | Diffusion models | International EPU indices | Predictability | Stock return | USA | United States | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Schätzung | Estimation | Wirtschaftspolitik | Economic policy | Prognose | Forecast | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102656 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014460616