Industry volatility spillover and aggregate stock returns
Yaojie Zhang, Mengxi He and Danyan Wen
| Year of publication: |
2024
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|---|---|
| Authors: | Zhang, Yaojie ; He, Mengxi ; Wen, Danyan |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 30.2024, 10, p. 1097-1126
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| Subject: | asset allocation | Industry volatility spillover | out-of-sample forecast | stock return predictability | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect | Portfolio-Management | Portfolio selection | Japan | Schätzung | Estimation | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2023.2271054 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014636439