Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises.
Menelaos KaranasosStavroula YfantiJohn HunterPublished in: Ann. Oper. Res. (2022)
Keyphrases
- stock market
- financial crisis
- financial data
- market prices
- stock price
- monetary policy
- stock index futures
- financial markets
- early warning
- short term
- garch model
- financial time series
- exchange rate
- stock returns
- stock exchange
- stock trading
- trading rules
- listed companies
- portfolio optimization
- chinese stock market
- stock data
- data mining
- long term
- financial news
- stock index
- stock market data
- neural network
- trading strategies
- financial information
- market data
- technical indicators