Market systemic risk, predictability and macroeconomics news
Cindy S.H. Wang, Rui Fan, Yiqiang Xie
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Cindy Shin Huei ; Fan, Rui ; Xie, Yiqiang |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 56.2023, p. 1-12
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| Subject: | Equity market | Hedging assets | Macroeconomics news | Market integration | Monetary policy | Systemic risk | Finanzmarkt | Financial market | Ankündigungseffekt | Announcement effect | Systemrisiko | Theorie | Theory | Marktintegration | Geldpolitik | Hedging | Aktienmarkt | Stock market | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104102 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473685