Understanding stock market volatility: What is the role of U.S. uncertainty?-Reference-Cited by-同舟云学术

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Understanding stock market volatility: What is the role of U.S. uncertainty?

Published:2019-04 Issue: Volume:48 Page:582-590
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Su Zhi,Fang Tong,Yin Libo

Funder

National Natural Science Foundation of China

National Social Science Fund

Program for Innovation Research in Central University of Finance and Economics

Supporting Program of Key Topics for Ph.D. students of CUFE

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. International stock market linkages: Evidence from the pre- and post-October 1987 period;Ashanapalli;Journal of Banking and Finance,1993

2. Effects of macroeconomic uncertainty on the stock and bond markets;Asgharian;Finance Research Letters,2015

3. The importance of the macroeconomic variables in forecasting stock return variance: A GARCH-MIDAS approach;Asgharian;Journal of Forecasting,2013

4. Measuring economic policy uncertainty;Baker;The Quarterly Journal of Economics,2016

5. Comovement;Barberis;Journal of Financial Economics,2005

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