Global economic policy uncertainty, oil shocks and volatility in some Southern African Development Community stock markets: A GARCH-MIDAS approach
Author:
Publisher
Academic Journals
Subject
General Earth and Planetary Sciences,General Environmental Science
Link
https://academicjournals.org/journal/JEIF/article-full-text-pdf/A408F3971519
Reference75 articles.
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3. Antonakakis N, Chatziantoniou I, Filis G (2013). Dynamic co-movements of stock market returns, implied volatility and policy uncertainty Economics Letters 120(1):87-92.
4. Apostolakis GN, Floros C, Gkillas K, Wohar M (2021). Political uncertainty, COVID-19 pandemic and stock market volatility transmission. Journal of International Financial Markets, Institutions and Money 74:101383.
5. Asgharian H, Hou AJ, Javed F (2013). The importance of the macroeconomic variables in forecasting stock return variance: A GARCH?MIDAS approach. Journal of Forecasting 32(7):600-612.
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