The Effects of External Uncertainties against Monetary Policy Uncertainty on IRANIAN Stock Return Volatility Using GARCH-MIDAS Approach
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- Razmi, Seyedeh Fatemeh & Razmi, Seyed Mohammad Javad, 2023. "The role of stock markets in the US, Europe, and China on oil prices before and after the COVID-19 announcement," Resources Policy, Elsevier, vol. 81(C).
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More about this item
Keywords
US Economic Policy Uncertainty; Monetary policy; Oil Price; Iran s stock volatility; GARCH-MIDAS;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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