English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

Extensive in-sample and out-of-sample studies are conducted to investigate the predictive power of 20 US macroeconomic variables for 11 Asian stock market volatility using data from July 1997 to April 2019 and rigorous econometric exercises. The in-sample reports VIX, commercial paper-Treasury bill spreads, Purchasing Managers’ Index in the manufacturing sector, and divided-price ratio as powerful predictors. The out-of-sample reports VIX, divided-price ratio and Purchasing Managers’ Index in the manufacturing sector as powerful predictors. We find that combination forecasting methods enhance predictability of Asian stock market volatility when aggregating information in all macroeconomic variables.

Forecasting Volatilities of Asian Markets Using U.S. Macroeconomic Variables