The effects of economic uncertainty on financial volatility : a comprehensive investigation
Chen Tong, Zhuo Huang, Tianyi Wang, Cong Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Tong, Chen ; Huang, Zhuo ; Wang, Tianyi ; Zhang, Cong |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 73.2023, p. 369-389
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| Subject: | Economic uncertainty | Financial volatility | Risk aversion | Volatility forecasting | Theorie | Theory | Volatilität | Volatility | Risiko | Risk | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Risikoaversion | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2023.08.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014477040