Determination of the sensitivity of stock index to macroeconomic and psychological factors by MARS method
Münevvere Yıldız and Letife Özdemir
| Year of publication: |
2022
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| Authors: | Yıldız, Münevvere ; Özdemir, Letife |
| Published in: |
Insurance and risk management for disruptions in social, economic and environmental systems : decision and control allocations within new domains of risk. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80117-141-0. - 2022, p. 81-105
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| Subject: | Financial markets | macroeconomic factors | psychologicalfactors | multivariate adaptive regression spline | Stock markets | VIX FearIndex | Regressionsanalyse | Regression analysis | Aktienmarkt | Stock market | Aktienindex | Stock index | Finanzmarkt | Financial market | Theorie | Theory | Börsenkurs | Share price | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/978-1-80117-139-720211005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013191571