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MIDAS regression
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How EPU drives long-term industry beta
Yu, Honghai
;
Fang, Libing
;
Du, Donglei
;
Yan, Panpan
- In:
Finance research letters
22
(
2017
),
pp. 249-258
Persistent link: https://www.econbiz.de/10011808171
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The role of the political cycle in the relationship between economic policy uncertainty and the long-run volatility of industry-level stock returns in the United States
Yu, Honghai
;
Fang, Libing
;
Zhang, Sunqi
;
Du, Donglei
- In:
Applied economics
50
(
2018
)
26
,
pp. 2932-2937
Persistent link: https://www.econbiz.de/10012037504
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