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Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises
16 references·5 citing·27 second hop
Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises (2021)Emerging stock market volatility and econ…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Policy Uncertainty and Corporate Investment (2015)Policy Uncertainty and Corpor…Measuring Uncertainty (2015)Measuring UncertaintyPolitical uncertainty and risk premia (2013)Political uncertainty and ris…A Simple Approximate Long-Memory Model of Realized Volatility (2008)A Simple Approximate Long-Mem…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyInvestment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyOn the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…A long memory property of stock market returns and a new model (1993)A long memory property of sto…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Risk, Uncertainty and Profit (1921)Risk, Uncertainty and ProfitRETRACTED: Mapping fear in financial markets: Insights from dynamic networks and centrality measures (2024)RETRACTED: Mapping fear in fi…Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets (2023)Volatility spillovers and oth…Macroeconomic attention and stock market return predictability (2022)Macroeconomic attention and s…Analysis of financial pressure impacts on the health care industry with an explainable machine learning method: China versus the USA (2022)Analysis of financial pressur…Time-frequency domain analysis of investor fear and expectations in stock markets of BRIC economies (2021)Time-frequency domain analysi…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Multivariate Simultaneous Generalized ARCH (1995)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Entrepreneurial discovery and the competitive market process: an Austrian approach (2000)Gender Differences in Preferences (2009)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Introductory Econometrics for Finance (2008)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)Capital markets research in accounting (2001)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 1993A long memory property of stock market returns and a new model3,257 cited
  • 2015Measuring Uncertainty2,908 cited
  • 2008A Simple Approximate Long-Memory Model of Realized Volatility2,526 cited
  • 2015Policy Uncertainty and Corporate Investment2,524 cited
  • 2013Political uncertainty and risk premia2,375 cited

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Cited by

  • 2021Time-frequency domain analysis of investor fear and expectations in stock markets of BRIC economies71 cited
  • 2022Macroeconomic attention and stock market return predictability65 cited
  • 2022Analysis of financial pressure impacts on the health care industry with an explainable machine learning method: China versus the USA42 cited
  • 2023Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets39 cited
  • 2024RETRACTED: Mapping fear in financial markets: Insights from dynamic networks and centrality measures27 cited