The effect of uncertainty on stock market volatility and correlation
Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou
| Year of publication: |
2023
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|---|---|
| Authors: | Asgharian, Hossein ; Christiansen, Charlotte ; Hou, Ai Jun |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 154.2023, p. 1-15
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| Subject: | Economic uncertainty | Har model | International portfolio analysis | Stock market correlation | Stock market volatility | Aktienmarkt | Stock market | Volatilität | Volatility | Korrelation | Correlation | Risiko | Risk | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2023.106929 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014486544