International stock return predictability : the role of U.S. uncertainty spillover
Fuwei Jiang, Hongkui Liu, Jiasheng Yu, Huajing Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Jiang, Fuwei ; Liu, Hongkui ; Yu, Jiasheng ; Zhang, Huajing |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 82.2023, p. 1-18
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| Subject: | International stock markets | Partial Least Square | Return predictability | U.S. uncertainty spillover | USA | United States | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Risiko | Risk | Kapitaleinkommen | Capital income | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.102161 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463395