Energy-related uncertainty and international stock market volatility
Year of publication: |
[2023]
|
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Authors: | Salisu, Afees A. ; Ogbonna, Ahamuefula Ephraim ; Gupta, Rangan ; Bouri, Elie |
Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
Subject: | Monthly energy-related uncertainty index | daily stock returns volatility | developed and developing economies | GARCH-MIDAS | predictions | Volatilität | Volatility | Kapitaleinkommen | Capital income | Welt | World | Industrieländer | Industrialized countries | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | ARCH-Modell | ARCH model | Aktienindex | Stock index | Schätzung | Estimation | Entwicklungsländer | Developing countries | Risiko | Risk |
Extent: | 1 Online-Ressource (circa 23 Seiten) |
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Series: | Department of Economics working paper series. - Pretoria : Department of Economics, University of Pretoria, ZDB-ID 3031297-8. - Vol. 2023, 36 (December 2023) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:11159/631162 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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