Economic policy uncertainty and emerging stock market volatility

DOI10.1007/S10690-023-09410-1zbMATH Open1542.91375MaRDI QIDQ6563704FDOQ6563704

Usman Ghani, Maria Ghani

Publication date: 27 June 2024

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

zbMATH Keywords

COVID-19stock market volatilityeconomic policy uncertaintyMCS testGARCH-MIDAS model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

Cites Work

• Volatility forecast comparison using imperfect volatility proxies

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