Trajkovska, Aleksandra - In: Journal of Contemporary Economic and Business Issues 5 (2018) 2, pp. 53-62
Stock Exchange Index MBI 10. Our paper strains to imply the existence of problems due to political uncertainties of the … heteroscedasticity GARCH (1, 1) model. Also, to control if political uncertainty before the elections influences the return of MBI 10, a …. Moreover, we find that that past innovations impact MBI 10 asymmetrically. On the basis of a political regime that has two main …