The effects of economic uncertainty on financial volatility: A comprehensive investigation
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DOI: 10.1016/j.jempfin.2023.08.004
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More about this item
Keywords
Economic uncertainty; Financial volatility; Risk aversion; Volatility forecasting;All these keywords.
JEL classification:
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
Statistics
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