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Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin; Zhang, Li; Li, Lihong - In: International review of financial analysis 88 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
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The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets
Procasky, William J.; Yin, Anwen - In: International review of financial analysis 90 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014470587
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Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui; Huang, Yisu; Wang, Jiqian - In: International review of financial analysis 87 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
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Predicting stock returns in the presence of COVID-19 pandemic : the role of health news
Salisu, Afees A.; Xuan Vinh Vo - In: International review of financial analysis 71 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012437031
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Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic : VIX vs EPU?
Wang, Jiqian; Lu, Xinjie; He, Feng; Ma, Feng - In: International review of financial analysis 72 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012437423
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Chinese agricultural futures volatility : new insights from potential domestic and global predictors
Lu, Xinjie; Su, Yuandong; Huang, Dengshi - In: International review of financial analysis 89 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014465049
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Causality between volatility and the weekly economic index during COVID-19 : the predictive power of efficient markets and rational expectations
Cooray, Arusha; Gangopadhyay, Partha; Das, Narasingha - In: International review of financial analysis 89 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014467255
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The role of feature importance in predicting corporate financial distress in pre and post COVID periods : evidence from China
Ding, Shusheng; Cui, Tianxiang; Bellotti, Anthony Graham; … - In: International review of financial analysis 90 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014469979
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Economic sentiment and the cryptocurrency market in the post-COVID-19 era
Osman, Myriam Ben; Urom, Christian; Guesmi, Khaled; … - In: International review of financial analysis 91 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10014446935
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Effects of COVID-19 vaccination programs on EU carbon price forecasts : evidence from explainable machine learning
Yang, Cai; Zhang, Hongwei; Weng, Futian - In: International review of financial analysis 91 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014446939