Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Riza Demirer, Rangan Gupta, Afees A. Salisu, Reneé van Eyden
| Year of publication: |
2023
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|---|---|
| Authors: | Demirer, Rıza ; Gupta, Rangan ; Salisu, Afees A. ; Van Eyden, Reneé |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 88.2023, p. 295-302
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| Subject: | Firm-level expectations and uncertainties | S&P500 realized variance | Time-varying predictability | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Coronavirus | USA | United States | Risiko | Risk | Börsenkurs | Share price | Aktienmarkt | Stock market | Schätzung | Estimation | Großbritannien | United Kingdom | Epidemie | Epidemic |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.02.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014428071