Estimating a financial uncertainty index for Saudi Arabia
Year of publication: |
2024
|
---|---|
Authors: | Ben Haddad, Hedi ; Altamimi, Sohale ; Medhioub, Imed |
Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 19.2024, 2, p. 519-539
|
Subject: | Financial conditions index | Financial uncertainty | TVP-FAVAR model | Connectedness | Out-of-sample forecasting | MIDAS model | Saudi-Arabien | Saudi Arabia | Prognoseverfahren | Forecasting model | Risiko | Risk | Finanzmarkt | Financial market | Wirtschaftsindikator | Economic indicator | Schätzung | Estimation | Aktienindex | Stock index |
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