Your fear is (partly) mine: the role of non-VIX volatility in forecasting regional stock market volatility using interpretable machine learning

B-Tier

Journal: Journal of International Money and Finance

Year: 2026

Volume: 160

Issue: C

Authors (3)

Feng, Lingbing (not in RePEc) Shi, Jingyi (not in RePEc) Kutan, Ali M. (Southern Illinois University)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count