News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Keiichi Goshima, Hiroshi Ishijima, Mototsugu Shintani
| Year of publication: |
2024
|
|---|---|
| Authors: | Goshima, Keiichi ; Ishijima, Hiroshi ; Shintani, Mototsugu |
| Subject: | uncertainty | JGB | support vector regression | VAR model | VXJ | Volatilität | Volatility | Japan | VAR-Modell | Öffentliche Anleihe | Public bond | Rentenmarkt | Bond market | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2022.2140751 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014470544