Geopolitical risk and stock market volatility in emerging markets : a GARCH - MIDAS approach
Afees A. Salisu, Ahamuefula E. Ogbonna, Lukman Lasisi, Abeeb Olaniran
| Year of publication: |
2022
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|---|---|
| Authors: | Salisu, Afees A. ; Ogbonna, Ahamuefula Ephraim ; Lasisi, Lukman ; Olaniran, Abeeb |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-19
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| Subject: | Emerging markets | GARCH-MIDAS | Geopolitical risk | Stock market volatility | Schwellenländer | Emerging economies | Volatilität | Volatility | Aktienmarkt | Stock market | Geopolitik | Geopolitics | ARCH-Modell | ARCH model | Börsenkurs | Share price | Welt | World | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101755 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013538937