Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Rangan Gupta, Christian Pierdzioch, Refk Selmi, Mark E. Wohar
| Year of publication: |
2018
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|---|---|
| Authors: | Gupta, Rangan ; Pierdzioch, Christian ; Selmi, Refk ; Wohar, Mark E. |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 43.2018, p. 87-96
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| Subject: | Partisan conflict | Quantile regressions | Realized volatility | Volatilität | Volatility | Regressionsanalyse | Regression analysis | USA | United States | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Impact-Factor: 1.199 (Stand 2018) SJR Faktor ist 0.552 / Q2 Journal (Stand 2018) H-Index: 31 (Stand 2018) |
| Other identifiers: | 10.1016/j.najef.2017.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012036263