Uncertainty Related To Infectious Diseases And Forecastability Of The Realized Volatility Of Us Treasury Securities
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Suggested Citation
DOI: 10.1142/S2010495221500081
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Other versions of this item:
- Sisa Shiba & Rangan Gupta, 2021. "Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities," Working Papers 202140, University of Pretoria, Department of Economics.
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Keywords
Uncertainty; infectious diseases; COVID-19; US treasury securities; realized volatility; forecasting;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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