International stock return predictability : the role of U.S. uncertainty spillover
Year of publication: |
2023
|
---|---|
Authors: | Jiang, Fuwei ; Liu, Hongkui ; Yu, Jiasheng ; Zhang, Huajing |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 82.2023, p. 1-18
|
Subject: | International stock markets | Partial Least Square | Return predictability | U.S. uncertainty spillover | Prognoseverfahren | Forecasting model | Spillover-Effekt | Spillover effect | USA | United States | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Risiko | Risk | Schätzung | Estimation | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market | Volatilität | Volatility |
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