The effects of external uncertainties against monetary policy uncertainty on IRANIAN stock return volatility using GARCH-MIDAS approach
Seyedeh Fatemeh Razmi, Bahareh Ramezanian Bajgiran, Seyed Mohammad Javad Razmi, Kiana Baensaf Oroumieh
| Year of publication: |
2020
|
|---|---|
| Authors: | Razmi, Seyedeh Fatemeh ; Bajgiran, Bahareh Ramezanian ; Razmi, Mohammad Javad ; Oroumieh, Kiana Baensaf |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 10.2020, 4, p. 278-281
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| Subject: | US Economic Policy Uncertainty | Monetary policy | Oil Price | Iran’s stock volatility | GARCH-MIDAS | Iran | Geldpolitik | Volatilität | Volatility | Risiko | Risk | Ölpreis | Oil price | USA | United States | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Wirtschaftspolitik | Economic policy | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.9176 [DOI] hdl:11159/8419 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500847