Are industry‐level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index-Reference-Cited by-同舟云学术

Are industry‐level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index

Published:2020-06-08 Issue:1 Volume:40 Page:17-39
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Wei Yu¹,Bai Lan¹,Yang Kun²³^ORCID,Wei Guiwu⁴

Affiliation:

1. School of Finance Yunnan University of Finance and Economics Kunming China

2. School of Economics and Management Southeast University Nanjing China

3. Research Center for Financial Complexity and Risk Management Southeast University Nanjing China

4. School of Business Sichuan Normal University Chengdu China

Funder

National Natural Science Foundation of China

Humanities and Social Science Fund of Ministry of Education of China

Scientific Research Foundation of the Graduate School of Southeast University

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2696

Reference63 articles.

1. The cost of a growth miracle – reassessing price and poverty trends in China

2. On the asymmetric impact of macro–variables on volatility

3. The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach

4. Measuring Economic Policy Uncertainty*

5. What do Chinese macro announcements tell us about the world economy?

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