Does the macroeconomy matter to market volatility? Evidence from US industries
Datos Bibliográficos
| ID | 21542005 |
|---|---|
| Autores | Zhang Wu, Terence Tai‐leung Chong (0000-0001-6866-9382, Chinese University of Hong Kong, autor de correspondencia), Terence Tai-Leung Chong |
| Año | 2021 |
| Volumen | 61 |
| Número | 6 |
| Páginas | 2931-2962 |
| Fecha de publicación | 2021-12-01 |
| Peer Reviewed | Sí |
| Open Access | Sí |
| Tipo | ARTICLE |
| Revista | Empirical Economics (JOURNAL) |
| Identificadores de la revista | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Editorial | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-020-02001-3 |
| OpenAlex | W3146791821 |
| Idioma | EN |
| Referencias citadas | 16 |
Autoregressive conditional heteroskedasticity · Autoregressive model · Econometrics · Economics · Financial economics · Heteroscedasticity · Macroeconomics · Monetary economics · Recession · Stock market · Stock market index · Financial Risk and Volatility Modeling · Market Dynamics and Volatility · Monetary Policy and Economic Impact
| Velocidad de citación | historical |
|---|---|
| Altamente citado | No |