Understanding stock market volatility : what is the role of U.S. uncertainty?
Zhi Su, Tong Fang, Libo Yin
| Year of publication: |
2019
|
|---|---|
| Authors: | Su, Zhi ; Fang, Tong ; Yin, Libo |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 48.2019, p. 582-590
|
| Subject: | GARCH-MIDAS model | Market contagion | Stock market volatility | U.S. uncertainty | Aktienmarkt | Stock market | Volatilität | Volatility | USA | United States | Risiko | Risk | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.07.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012120311