Economic policy uncertainty and the Chinese stock market volatility : new evidence
Year of publication: |
2019
|
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Authors: | Li, Yu ; Ma, Feng ; Zhang, Yaojie ; Zuoping, Xiao |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 49, p. 5398-5410
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Subject: | diffusion index | economic policy uncertainty | monthly realized volatility | the Chinese stock market | Volatility forecasting | Volatilität | Volatility | China | Wirtschaftspolitik | Economic policy | Aktienmarkt | Stock market | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Schätzung | Estimation | Wirkungsanalyse | Impact assessment |
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