What drives U.S. financial sector volatility? : A Bayesian model averaging perspective
Peter Gernát, Zuzana Košťálová, Štefan Lyócsa
| Year of publication: |
2020
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|---|---|
| Authors: | Gernát, Peter ; Košťálová, Zuzana ; Lyócsa, Štefan |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 51.2020, p. 1-14
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| Subject: | Realized volatility | Bayesian model averaging | Early warning indicators | Financial instability | Realized semi-volatility | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | USA | United States | Finanzkrise | Financial crisis | Frühwarnsystem | Early warning system | Finanzmarkt | Financial market | Welt | World | Finanzsektor | Financial sector | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2019.101095 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012208218