Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Year of publication: |
2023
|
---|---|
Authors: | Demirer, Rıza ; Gupta, Rangan ; Salisu, Afees A. ; Van Eyden, Reneé |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 88.2023, p. 295-302
|
Subject: | Firm-level expectations and uncertainties | S&P500 realized variance | Time-varying predictability | USA | United States | Volatilität | Volatility | Coronavirus | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Risiko | Risk | Aktienmarkt | Stock market | Schätzung | Estimation |
-
Salisu, Afees A., (2023)
-
Bekiros, Stelios, (2016)
-
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei, (2023)
- More ...
-
The impact of US policy uncertainty on the monetary effectiveness in the Euro area
Balcilar, Mehmet, (2017)
-
Salisu, Afees A., (2023)
-
Oil price uncertainty shocks and global equity markets: Evidence from a GVAR model
Salisu, Afees A., (2022)
- More ...