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The role of uncertainty in forecasting volatility comovements across stock markets

Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo - In: Economic modelling 125 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014463541

The impacts of climate policy uncertainty on stock markets : comparison between China and the US

Xu, Xin; Huang, Shupei; Lucey, Brian M.; An, Haizhong - In: International review of financial analysis 88 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014462184

Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households

Kabir, M. Humayun; Shakur, Shamim - In: Applied financial economics 24 (2014) 7/9, pp. 495-503

Persistent link: https://www.econbiz.de/10010401955

The relation between overreaction in forecasts and uncertainty : a nonlinear approach

Leppin, Julian Sebastian - 2014 - This version: November 2014

This paper examines if overreaction of oil price forecasters is related to uncertainty. Furthermore, it takes into account impacts from oil price return and oil price volatility on forecast changes. The panel smooth transition regression model from González et al. (2005) is applied with...

Persistent link: https://www.econbiz.de/10010438928