Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?

Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian

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Title:

Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?

Series title:

Department of Economics working paper series / Department of Economics, University of Pretoria

Authors:

Bonato, Matteo
Cepni, Oguzhan
Gupta, Rangan
Pierdzioch, Christian

Document Type:

Book

Place of Publication and Publisher:

Pretoria, South Africa : Department of Economics, University of Pretoria

Year of Publication:

2024

Original URL:

https://www.up.ac.za/media/shared/61/WP/wp_2024_08.zp249002.pdf

Language:

English (eng)

Citation:

Bonato, Matteo/Cepni, Oguzhan et. al. (2024). Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?. Pretoria, South Africa : Department of Economics, University of Pretoria.
https://www.up.ac.za/media/shared/61/WP/wp_2024_08.zp249002.pdf.

Appears in Collections:

Department of Economics working paper series

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