Work

Understanding stock market volatility: What is the role of U.S. uncertainty?

Year: 2018

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2018.07.014

Authors: Zhi Su, Tong Fang, Libo Yin

Institution: Central University of Finance and Economics

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Central University of Finance and Economics

Awards: G1256690733, 大宗商品资产战略配置模型研究, G5577818552, 考虑行为因素的多元耦合商品资产定价模型研究

OpenAlex ID: W2886532770

FWCI: 15.23

Cites: 46

Cited by: 128

Related to: 10