Stock market volatility and economic policy uncertainty : new insight into a dynamic threshold mixed-frequency model
Qing Zeng, Yusui Tang, Hua Yang, Xi Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Zeng, Qing ; Tang, Yusui ; Yang, Hua ; Zhang, Xi |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 59.2024, Art.-No. 104714, p. 1-6
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| Subject: | Dynamic threshold model | Economic policy uncertainty | Out-of-sample performance | Stock market volatility | Volatilität | Volatility | Wirtschaftspolitik | Economic policy | Aktienmarkt | Stock market | Risiko | Risk | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104714 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014445136