Global economic uncertainty and the Chinese stock market : assessing the impacts of global indicators
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Lixia ; Bai, Jiancheng ; Zhang, Yueyan ; Cui, Can |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 65.2023, p. 1-11
|
Subject: | Generalized autoregressive conditional heteroskedasticity (GARCH)–mixed-data sampling (MIDAS) modeling | Global economic condition (GECON) index | Stock market volatility | World economic situation | Aktienmarkt | Stock market | Welt | World | ARCH-Modell | ARCH model | Volatilität | Volatility | China | Globalisierung | Globalization | Aktienindex | Stock index | Börsenkurs | Share price | Wirtschaftsindikator | Economic indicator |
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