Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?
Wang, Jiqian, Lu, Xinjie, He, Feng, Ma, FengVolume:
72
Journal:
International Review of Financial Analysis
DOI:
10.1016/j.irfa.2020.101596
Date:
November, 2020
File:
PDF, 1.71 MB
2020