Does the U.S. extreme indicator matter in stock markets? International evidence
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DOI: 10.1186/s40854-024-00610-w
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More about this item
Keywords
Return predictability; Innovation in extreme minimum; International stock markets; Financial crisis;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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