Determination of the sensitivity of stock index to macroeconomic and psychological factors by MARS method
Year of publication: |
2022
|
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Authors: | Yıldız, Münevvere ; Özdemir, Letife |
Published in: |
Insurance and risk management for disruptions in social, economic and environmental systems : decision and control allocations within new domains of risk. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80117-141-0. - 2022, p. 81-105
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Subject: | Financial markets | macroeconomic factors | psychologicalfactors | multivariate adaptive regression spline | Stock markets | VIX FearIndex | Aktienmarkt | Stock market | Aktienindex | Stock index | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Finanzmarkt | Financial market | Theorie | Theory |
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