Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility
Elie Bouri, Oguzhan Cepni, Rangan Gupta, Ruipeng Liu
| Year of publication: |
2025
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|---|---|
| Authors: | Bouri, Elie ; Cepni, Oguzhan ; Gupta, Rangan ; Liu, Ruipeng |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 1460581-8. - Vol. 247.2025, Art.-No. 112176, p. 1-11
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| Subject: | Higher-order nonparametric causality-in-quantiles test | Stock markets volatility | Supply constraints | Volatilität | Volatility | Kapitaleinkommen | Capital income | Lieferkette | Supply chain | Börsenkurs | Share price | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2025.112176 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015460462