Does US infectious disease equity market volatility index predict G7 stock returns? : evidence beyond symmetry
Raheel Gohar, Asma Salman, Emmanuel Uche, Omer Faruk Derindag and Bisharat Hussain Chang
| Year of publication: |
2023
|
|---|---|
| Authors: | Gohar, Raheel ; Salman, Asma ; Uche, Emmanuel ; Derindag, Omer Faruk ; Chang, Bisharat Hussain |
| Subject: | G7 stock markets | ID-EMV index | Quantile cointegration | quantile-on-quantile regression | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | USA | United States | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Kointegration | Cointegration | Aktienindex | Stock index | Schätzung | Estimation | Infektionskrankheit | Infectious disease | Index | Index number | Regressionsanalyse | Regression analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495222500282 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014442587