Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-18
daily infectious diseases-related uncertainty (EMVID) for international stock markets volatilities is examined using … forecasting the volatility of international stock markets. Furthermore, the results suggest that the most vulnerable stock markets …