Forecasting US stock market volatility : evidence from ESG and CPU indices
Usman Ghani, Bo Zhu, Quande Qin, Maria Ghani
| Year of publication: |
2024
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|---|---|
| Authors: | Ghani, Usman ; Zhu, Bo ; Qin, Quande ; Ghani, Maria |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 59.2024, Art.-No. 104811, p. 1-7
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| Subject: | Climate Policy Uncertainty | Environmental | Markov-regime switching GARCH-MIDAS approach | Social and governance index | US stock market | Aktienmarkt | Stock market | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Corporate Social Responsibility | Corporate social responsibility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104811 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014445411