The role of macro-finance factors in predicting stock market volatility: A latent threshold dynamic model
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Overview
status
publication date
- June 1, 2025
has subject area
- 1402 Applied Economics (FoR)
- 1403 Econometrics (FoR)
- 1502 Banking, Finance and Investment (FoR)
- Finance (Science Metrix)
published in
- Journal of Empirical Finance Journal