Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic : VIX vs EPU?
Jiqian Wang, Xinjie Lu, Feng He, Feng Ma
| Year of publication: |
2020
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|---|---|
| Authors: | Wang, Jiqian ; Lu, Xinjie ; He, Feng ; Ma, Feng |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 72.2020, p. 1-16
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| Subject: | COVID-19 | EPU | HAR framework | International stock market | VIX | Coronavirus | Aktienmarkt | Stock market | Welt | World | Deutschland | Germany | Internationaler Finanzmarkt | International financial market | Volatilität | Volatility | Großbritannien | United Kingdom |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2020.101596 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437423