Economic policy uncertainty and the Chinese stock market volatility: new evidence-Reference-Cited by-同舟云学术

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Economic policy uncertainty and the Chinese stock market volatility: new evidence

Published:2019-05-06 Issue:49 Volume:51 Page:5398-5410
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Li Yu¹,Ma Feng¹,Zhang Yaojie²^ORCID,Xiao Zuoping³

Affiliation:

1. School of Economics & Management, Southwest Jiaotong University, Chengdu, China

2. School of Economics and Management, Nanjing University of Science and Technology, Nanjing, China

3. School of Accountancy, Hangzhou Dianzi University, Hangzhou, China

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2019.1613507

Reference72 articles.

1. Out of sample forecasts of quadratic variation

2. Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction

3. Volatility Forecasting: Downside Risk, Jumps and Leverage Effect

4. Investor Sentiment in the Stock Market

5. Measuring Economic Policy Uncertainty*

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1. The influence of economic policy uncertainty on stock market liquidity? The mediating role of investor sentiment;The Journal of Risk Finance;2024-06-26

2. Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China;Pacific-Basin Finance Journal;2024-04

3. Revisiting the predictive prowess of economic policy uncertainty (EPU) in stock market volatility: GEPU or NEPU?;Scientific African;2024-03

4. Stock volatility reactions to economic policy uncertainty: the moderating role of sentiment divergence;Applied Economics;2024-02-08

5. Industry-specific effects of economic policy uncertainty on stock market volatility: A GARCH-MIDAS approach;Quantitative Finance and Economics;2024

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