A unified framework jointly explaining business conditions, stock returns, volatility and ``volatility feedback news'' effects (Q2697029)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified framework jointly explaining business conditions, stock returns, volatility and ``volatility feedback news'' effects |
scientific article |
Statements
A unified framework jointly explaining business conditions, stock returns, volatility and ``volatility feedback news'' effects (English)
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17 April 2023
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expected returns
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macroeconomic factors
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market volatility
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regime-switching
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``volatility feedback news'' effects
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