Geopolitical risk and stock market volatility in emerging markets: A GARCH–MIDAS approach

AA Salisu, AE Ogbonna, L Lasisi, A Olaniran - The North American Journal …, 2022 - Elsevier
In this study, we examine the connection between geopolitical risk (GPR) and stock market
volatility in emerging economies. Our motivation for this study is premised on the need to …
被引用次数：54 相关文章

Geopolitical risk and stock market volatility in emerging markets: a GARCH–MIDAS approach

AA Salisu, AE Ogbonna, L Lasisi, A Olaniran - 2022 - repository.up.ac.za
In this study, we examine the connection between geopolitical risk (GPR) and stock market
volatility in emerging economies. Our motivation for this study is premised on the need to …

Geopolitical risk and stock market volatility in emerging markets: A GARCH–MIDAS approach

A Salisu, A Ogbonna, L Lasisi… - The North American …, 2022 - econpapers.repec.org
In this study, we examine the connection between geopolitical risk (GPR) and stock market
volatility in emerging economies. Our motivation for this study is premised on the need to …

Geopolitical risk and stock market volatility in emerging markets: A GARCH–MIDAS approach

AA Salisu, AE Ogbonna, L Lasisi… - The North American …, 2022 - ideas.repec.org
In this study, we examine the connection between geopolitical risk (GPR) and stock market
volatility in emerging economies. Our motivation for this study is premised on the need to …