Geopolitical Risk and Stock Market Volatility in Emerging Economies: Evidence from GARCH‐MIDAS Model

M Yang, Q Zhang, A Yi, P Peng - Discrete Dynamics in Nature …, 2021 - Wiley Online Library
Previous studies have found that geopolitical risk (GPR) caused by geopolitical events such
as terrorist attacks can affect the movements of asset prices. However, the studies on …

Geopolitical Risk and Stock Market Volatility in Emerging Economies: Evidence from GARCH-MIDAS Model

M Yang, Q Zhang, A Yi, P Peng - Discrete Dynamics in Nature …, 2021 - search.proquest.com
Previous studies have found that geopolitical risk (GPR) caused by geopolitical events such
as terrorist attacks can affect the movements of asset prices. However, the studies on …

[引用][C] Geopolitical Risk and Stock Market Volatility in Emerging Economies: Evidence from GARCH-MIDAS Model

M Yang, Q Zhang, A Yi, P Peng - 2021 - m.gglsp.com
Previous studies have found that geopolitical risk (GPR) caused by geopolitical events such
as terrorist attacks can affect the movements of asset prices. However, the studies on …

Geopolitical Risk and Stock Market Volatility in Emerging Economies: Evidence from GARCH-MIDAS Model.

M Yang, Q Zhang, A Yi, P Peng - Discrete Dynamics in Nature and …, 2021 - go.gale.com
Previous studies have found that geopolitical risk (GPR) caused by geopolitical events such
as terrorist attacks can affect the movements of asset prices. However, the studies on …

Geopolitical Risk and Stock Market Volatility in Emerging Economies: Evidence from GARCH-MIDAS Model

M Yang, Q Zhang, A Yi, P Peng, B Xin - Discrete Dynamics in Nature …, 2021 - ideas.repec.org
Previous studies have found that geopolitical risk (GPR) caused by geopolitical events such
as terrorist attacks can affect the movements of asset prices. However, the studies on …

[PDF][PDF] Geopolitical Risk and Stock Market Volatility in Emerging Economies: Evidence from GARCH-MIDAS Model

M Yang, Q Zhang, A Yi, P Peng - 2021 - pdfs.semanticscholar.org
Previous studies have found that geopolitical risk (GPR) caused by geopolitical events such
as terrorist attacks can affect the movements of asset prices. However, the studies on …

Geopolitical Risk and Stock Market Volatility in Emerging Economies: Evidence from GARCH-MIDAS Model.

M Yang, Q Zhang, A Yi, P Peng - Discrete Dynamics in …, 2021 - search.ebscohost.com
Previous studies have found that geopolitical risk (GPR) caused by geopolitical events such
as terrorist attacks can affect the movements of asset prices. However, the studies on …

Geopolitical Risk and Stock Market Volatility in Emerging Economies: Evidence from GARCH-MIDAS Model

M Yang, Q Zhang, A Yi, P Peng… - Discrete Dynamics in …, 2021 - econpapers.repec.org
Previous studies have found that geopolitical risk (GPR) caused by geopolitical events such
as terrorist attacks can affect the movements of asset prices. However, the studies on …

[引用][C] Geopolitical Risk and Stock Market Volatility in Emerging Economies: Evidence from GARCH-MIDAS Model

M Yang, Q Zhang, A Yi, P Peng - 2021

[引用][C] Geopolitical Risk and Stock Market Volatility in Emerging Economies: Evidence from GARCH-MIDAS Model

M Yang, Q Zhang, A Yi, P Peng - Discrete Dynamics in Nature and …, 2021 - Hindawi Limited