Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility
Elie Bouri (Lebanese American University), Oguzhan Cepni (Ostim Technical University, University of Edinburgh Business School and Copenhagen Business School), Rangan Gupta (University of Pretoria), Ruipeng Liu (Deakin University)
| Year of publication: |
[2024]
|
|---|---|
| Authors: | Bouri, Elie ; Cepni, Oguzhan ; Gupta, Rangan ; Liu, Ruipeng |
| Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
| Subject: | Supply Constraints | Stock Markets Volatility | Higher-Order Nonparametric Causality-in-Quantiles Test | Volatilität | Volatility | Kapitaleinkommen | Capital income | Lieferkette | Supply chain | Börsenkurs | Share price | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model |
| Extent: | 1 Online-Ressource (circa 16 Seiten) Illustrationen |
|---|---|
| Series: | Department of Economics working paper series. - Pretoria : Department of Economics, University of Pretoria, ZDB-ID 3031297-8. - Vol. 2024, 40 (September 2024) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015066784