Impact of news-based equity market volatility on international stock markets
Year of publication: |
2020
|
---|---|
Authors: | Alqahtani, Abdullah ; Wither, Michael J. ; Dong, Zhankui ; Goodwin, Kimberly R. |
Published in: |
Journal of applied economics. - London : Taylor & Francis, Taylor & Francis Group, ISSN 1667-6726, ZDB-ID 2094889-X. - Vol. 23.2020, 1, p. 224-234
|
Subject: | Equity market volatility index | international investment | vector autoregressive | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price | Welt | World | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Großbritannien | United Kingdom | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Schätzung | Estimation |
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