Stock market volatility: Identifying major drivers and the nature of their impact

By Stefan Mittnik, Nikolay Robinzonov, Martin Spindler. 2015

128 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/45e63301ec34f209ba6d40dd2e658882ed1c2571

Citations in the corpus

• Infectious disease pandemic and permanent volatility of international stock markets: A long-term perspective (2020, unknown): “Many empirical studies have identified that various direct and indirect factors, such as macroeconomic fundamental, investor attention, technical indicator and price volatility in commodity, interest and FX markets, play important roles in motivating stock market volatilities (Mittnik et al., 2015; ”