China’s Macroeconomic Fundamentals on Stock Market Volatility: Evidence from Shanghai and Hong Kong
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DOI: 10.1142/S021909151750014X
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- Ghani, Maria & Guo, Qiang & Ma, Feng & Li, Tao, 2022. "Forecasting Pakistan stock market volatility: Evidence from economic variables and the uncertainty index," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 1180-1189.
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Keywords
China; stock market volatility; GARCH-MIDAS; macroeconomic fundamentals;All these keywords.
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