Economic indicators and stock market volatility in an emerging economy
Year of publication: |
2020
|
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Authors: | Chun, Dohyun ; Cho, Hoon ; Ryu, Doojin |
Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 44.2020, 2, p. 1-18
|
Subject: | Economic indicators | Market volatility | Predictive regression | Superior predictive ability | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator | Börsenkurs | Share price | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Theorie | Theory | Kapitaleinkommen | Capital income |
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