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

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