Transportation sector and Chinese stock volatility forecasting: Evidence from freight and passenger traffic
Author:
Funder
Civil Aviation Administration of China
Publisher
Elsevier BV
Subject
Finance
Reference21 articles.
1. On the road: access to transportation infrastructure and economic growth in China;Banerjee;J. Develop. Econ.,2020
2. What does financial volatility tell us about macroeconomic fluctuations?;Chauvet;J. Econ. Dynamics Control,2015
3. STL: a seasonal-trend decomposition;Cleveland;J. Off. Stat.,1990
4. Forecasting oil price realized volatility using information channels from other asset classes;Degiannakis;J. Int. Money Finance,2017
5. Railroads of the Raj: estimating the impact of transportation infrastructure;Donaldson;Am. Econ. Rev.,2018
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