Forecasting realized US stock market volatility

Is there a role for economic policy uncertainty?

Publication date

2024-03

Document type

Working Paper

Author

Bonato, Matteo

Cepni, Oguzhan

Gupta, Rangan

Organisational unit

URL

URI

Publisher

Department of Economics, University of Pretoria

Series or journal

Department of Economics Working Paper Series

Periodical volume

2024

Periodical issue

8

Part of the university bibliography

✅

Language

English

Version

Published version

Access right on openHSU

Metadata only access