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
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|---|---|
| Authors: | Gohar, Raheel ; Salman, Asma ; Uche, Emmanuel ; Derindag, Omer Faruk ; Chang, Bisharat Hussain |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4960, ZDB-ID 2515861-2. - Vol. 18.2023, 2, Art.-No. 2250028, p. 1-16
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| 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 |
| 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