Economic policy uncertainty and the Chinese stock market volatility: Novel evidenceTao Li, Feng Ma, Xuehua Zhang, Yaojie Zhang2019-07-03articleEconomic Modelling167 citationsclosedNo readable copy stored yet — this record is metadata only.Market Dynamics and VolatilityFinancial Risk and Volatility ModelingCOVID-19 Pandemic ImpactsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 167 citations exist upstream.References2016Measuring Economic Policy Uncertainty*2020Integración de los mercados financieros Latinoamericanos por medio de MILA2008A Simple Approximate Long-Memory Model of Realized Volatility2004Power and Bipower Variation with Stochastic Volatility and Jumps2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy2015The Asset-Pricing Implications of Government Economic Policy Uncertainty2006Chapter 4 Forecast Combinations2005A Test for Superior Predictive AbilityCited by2021Economic policy uncertainty nexus with corporate risk-taking: The role of state ownership and corruption expenditure2021Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model2024Dynamic spillover connectedness among green finance and policy uncertainty: Evidence from QVAR network approach2022Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model