This study examines the dynamic relationship between inflation, inflation uncertainty, and economic performance in Mexico using the Generalized Autoregressive Conditional Heteroskedasticity-in-Mean (GARCH-M) and bivariate GARCH-in-mean (BGARCH-M) models. Based on monthly data from 1995 to 2019,...

Cryptocurrency markets have evolved into a vital segment of the global financial ecosystem, drawing considerable interest from both investors and regulatory bodies. Yet, their extreme price instability demands innovative strategies for risk mitigation and investment that diverge from...

This research investigates the impact of investor sentiment and macroeconomic shocks on the volatility of China's tourism stocks during the COVID-19 recovery period, specifically from March 2020 to December 2022. By analyzing daily data from 20 publicly listed tourism companies using GARCH...

This study examines the dynamic relationship between inflation, inflation uncertainty, and economic performance in Mexico using the Generalized Autoregressive Conditional Heteroskedasticity-in-Mean (GARCH-M) and bivariate GARCH-in-mean (BGARCH-M) models. Based on monthly data from 1995 to 2019,...