중국 경제 불확실성 측정과 중화권 주식 시장 변동성에 대한 예측력
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저자
김민기
이기영
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제어번호
105987098
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학술지명
금융지식연구
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권호사항
Vol.
16
No.
3
[
2018
]
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발행처
명지대학교(서울캠퍼스) 금융지식연구소
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자료유형
학술저널
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수록면
55-83
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언어
Korean
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출판년도
2018
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등재정보
KCI등재
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판매처
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중국 경제 불확실성 측정과 중화권 주식 시장 변동성에 대한 예측력' 의 참고문헌
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Why does stock market volatility change over time?
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Time variations and covariations in the expectation and volatility of stock market returns
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The spline-GARCH model for low frequency volatility nad its global macroeconomic causes
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The economic value of predicting stock index returns and volatility
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The Impact of uncertainty shocks
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Stock Returns and the Term Structure
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Political uncertainty and stock market volatility in Middle East and North African (MENA) countries
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Perils of uncertainty : (nearly)nothing to fear but fear itself
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Oxford Handbook on Economic Forecasting
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On the economic sources of stock market volatility
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Monetary Policy Effectiveness in China: Evidence from a FAVAR Model
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Measuring economic policy uncertainty
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Macroeconomic uncertainty and conditional stock-price volatility in frontier African markets: Evidence from Ghana
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Investor sentiment and the cross-section of stock returns
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Inflation and output as predictors of stock returns and volatility: international evidence
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Empirical evidence on the relationship between stock market volatility and macroeconomic volatility in Malaysia
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Economic significant of predictable variables in stock index returns
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Economic policy uncertainty and stock market volatility
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Déjà vol’ : Predictive regressions for aggregate stock market volatility using macroeconomic variables
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Determining the number of factors in approximate factor models
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A simple, positive semi-definite, heteroskedasticify and autocorrelation consistent covariance matrix
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중국 경제 불확실성 측정과 중화권 주식 시장 변동성에 대한 예측력'
의 유사주제(
) 논문
