Macroeconomic attention, economic policy uncertainty, and stock volatility predictability
Feng Ma, Yangli Guo, Julien Chevallier, Dengshi Huang
| Year of publication: |
2022
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|---|---|
| Authors: | Ma, Feng ; Guo, Yangli ; Chevallier, Julien ; Huang, Dengshi |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 84.2022, p. 1-23
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| Subject: | Category-specific EPU indices | Macroeconomic attention indices | PCA | PLS | sPCA | Stock return volatility predictability | Volatilität | Volatility | Theorie | Theory | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Wirtschaftsindikator | Economic indicator | Börsenkurs | Share price | Wirtschaftspolitik | Economic policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102339 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013472723