Political, economic, and financial country risks and the volatility of the South African Exchange Traded Fund market : a GARCH-MIDAS approach
Year of publication: |
2022
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Authors: | Kunjal, Damien ; Peerbhai, Faeezah ; Muzindutsi, Paul-Francois |
Published in: |
Risk management : an international journal. - Berlin : Springer Nature Limited, ISSN 1743-4637, ZDB-ID 2180561-1. - Vol. 24.2022, 3, p. 236-258
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Subject: | Economic risk | Exchange Traded Fund | Financial risk | GARCH-MIDAS | Market volatility | Political risk | Volatilität | Volatility | Länderrisiko | Country risk | Indexderivat | Index derivative | Südafrika | South Africa | Tourismusregion | Tourism destination | Investmentfonds | Investment Fund |
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