Global financial stress index and long-term volatility forecast for international stock markets
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference54 articles.
1. Volatility forecasting: Downside risk, jumps and leverage effect;Audrino;Econometrics,2016
2. The impact of sentiment and attention measures on stock market volatility;Audrino;Int. J. Forecast.,2020
3. The unprecedented stock market reaction to COVID-19;Baker;The review of asset pricing studies,2020
4. The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea;Balcilar;Int. Rev. Econ. Financ.,2019
5. Econometric analysis of realized volatility and its use in estimating stochastic volatility models;Barndorff-Nielsen;Journal of the Royal Statistical Society Series B-Statistical Methodology,2002
Cited by 19 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Twitter-based market uncertainty and global stock volatility predictability;The North American Journal of Economics and Finance;2025-01
2. Exploring the influence of Silicon Valley Bank default and U.S. financial stress on sectoral interactions and effective hedging strategies;Applied Economics;2024-09-11
3. Impact of Climate Policy Uncertainty (CPU) and global Energy Uncertainty (EU) news on U.S. sectors: The moderating role of CPU on the EU and U.S. sectoral stock nexus;Journal of Environmental Management;2024-08
4. Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters;Energy Economics;2024-08
5. Country-level energy-related uncertainties and stock market returns: Insights from the U.S. and China;Technological Forecasting and Social Change;2024-07
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3