The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles-Reference-Cited by-同舟云学术

The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles

Published:2020-03-03 Issue:6 Volume:39 Page:957-965
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Bouri Elie¹^ORCID,Demirer Riza²^ORCID,Gupta Rangan³^ORCID,Sun Xiaojin⁴

Affiliation:

1. USEK Business School, Holy Spirit University of Kaslik Jounieh Lebanon

2. Department of Economics and FinanceSouthern Illinois University Edwardsville Edwardsville Illinois US

3. Department of EconomicsUniversity of Pretoria South Africa

4. Department of Economics and FinanceUniversity of Texas at El Paso El Paso Texas US

Publisher

Wiley

Subject

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

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2672

Reference37 articles.

1. Spillovers of US unconventional monetary policy to emerging markets: The role of capital flows;Anaya P.;Emerging Markets Review,2017

2. Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts

3. World output gap and global stock returns

4. Geopolitical risks and stock market dynamics of the BRICS

5. Cross-country determinants of economic policy uncertainty spillovers

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