Financial uncertainty and interest rate movements: is Asian bond market volatility different?
Jungsuk KimAbhishek KumarSushanta MallickDonghyun ParkPublished in: Ann. Oper. Res. (2024)
Keyphrases
- stock price
- stock market
- financial crisis
- option pricing
- financial markets
- stock returns
- financial data
- chinese stock market
- stock index futures
- stock exchange
- foreign exchange
- exchange rate
- non stationary
- dow jones
- historical data
- financial time series
- portfolio optimization
- early warning
- stock data
- stock market data
- trading strategies
- listed companies
- garch model
- news articles
- incomplete information
- stock trading
- portfolio selection
- developed countries
- short term
- decision making
- cross sectional
- information technology
- trading systems
- game theory
- decision support system