Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analysis
Vincenzo Candila, Oguzhan Cepni, Giampiero M. Gallo, Rangan Gupta
| Year of publication: |
settembre 2024 ; Prima edizione
|
|---|---|
| Authors: | Candila, Vincenzo ; Cepni, Oguzhan ; Gallo, Giampiero M. ; Gupta, Rangan |
| Publisher: |
Cagliari : Arkadia |
| Subject: | GARCH-MIDAS | Economic Policy Uncertainty | Elastic Net | Forecast Combination | Cluster Analysis | Wirtschaftspolitik | Economic policy | Clusteranalyse | Cluster analysis | USA | United States | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Risiko | Risk |
freely available
| Extent: | 1 Online-Ressource (circa 27 Seiten) Illustrationen |
|---|---|
| Series: | Working papers. - Cagliari : CRENOS, ZDB-ID 3011972-8. - Vol. 2024, 14 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| ISBN: | 978-88-6851-541-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015099066