Conditional macroeconomic and stock market volatility under regime switching : empirical evidence from Africa
Albert A. Agyemang-Badu, Fernando Gallardo Olmedo and José María Mella Márquez
| Year of publication: |
2024
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|---|---|
| Authors: | Agyemang-Badu, Albert A. ; Gallardo Olmedo, Fernando ; Mella Márquez, José María |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 8.2024, 2, p. 255-285
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| Subject: | stock markets volatility | macroeconomic uncertainty | African countries | Markov switching regression | Afrika | Africa | Volatilität | Volatility | Aktienmarkt | Stock market | Markov-Kette | Markov chain | Schätzung | Estimation | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment | Konjunktur | Business cycle | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2024010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015132814