A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Riza Demirer, Rangan Gupta, He Li and Yu You
| Year of publication: |
2023
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| Authors: | Demirer, Rıza ; Gupta, Rangan ; Li, He ; You, Yu |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 1, p. 37-42
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| Subject: | emerging markets | financial vulnerability | GARCH-MIDAS | Stock market volatility | Schwellenländer | Emerging economies | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1971613 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013552965