Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data
Yi-Chieh Wen, Bin Li, Xiaoyue Chen and Tarlok Singh
| Year of publication: |
2023
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|---|---|
| Authors: | Wen, Yi-Chieh ; Li, Bin ; Chen, Xiaoyue ; Singh, Tarlok |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 45, p. 5251-5266
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| Subject: | comovements | lagged US returns | return predictability | Spillover effect | Spillover-Effekt | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | USA | United States | Schätzung | Estimation | Börsenkurs | Share price | Welt | World | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2138818 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014335067