Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Elie Bouri (Lebanese American University), Rangan Gupta (University of Pretoria), Asingamaanda Liphadzi (University of Pretoria), Christian Pierdzioch (Helmut Schmidt University)
| Year of publication: |
[2024]
|
|---|---|
| Authors: | Bouri, Elie ; Gupta, Rangan ; Liphadzi, Asingamaanda ; Pierdzioch, Christian |
| Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
| Subject: | Stock market | Volatility | Forecasting | Moments | Climate risks | G7 countries | Volatilität | Prognoseverfahren | Forecasting model | Klimawandel | Climate change | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risiko | Risk | Aktienmarkt | ARCH-Modell | ARCH model | Kapitalmarktrendite | Capital market returns |
freely available
| Extent: | 1 Online-Ressource (circa 39 Seiten) Illustrationen |
|---|---|
| Series: | Department of Economics working paper series. - Pretoria : Department of Economics, University of Pretoria, ZDB-ID 3031297-8. - Vol. 2024, 24 (June 2024) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:11159/654454 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014553267