Financial turbulence, systemic risk and the predictability of stock market volatility
Afees A. Salisu, Riza Demirer, Rangan Gupta
| Year of publication: |
2022
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|---|---|
| Authors: | Salisu, Afees A. ; Demirer, Rıza ; Gupta, Rangan |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 52.2022, p. 1-15
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| Subject: | Financial turbulence | MIDAS models | Stock market | Systemic risk | Finanzkrise | Financial crisis | Volatilität | Volatility | Systemrisiko | Börsenkurs | Share price | Aktienmarkt | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2022.100699 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013412548