The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Year of publication: |
2019
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Authors: | Gupta, Rangan ; Wohar, Mark E. |
Published in: |
Economics and Business Letters : EBL. - Oviedo : Univ., ISSN 2254-4380, ZDB-ID 2708683-5. - Vol. 8.2019, 3, p. 138-146
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Subject: | equity prices | monetary policy rate uncertainty | realized volatility | risk-free interest rates | volatility forecasting | Geldpolitik | Monetary policy | Volatilität | Volatility | Großbritannien | United Kingdom | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Schätzung | Estimation | Zins | Interest rate | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Risiko | Risk |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.17811/ebl.8.3.2019.138-146 [DOI] hdl:11159/4099 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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