Open AccessTHE EFFECTS OF EXTERNAL UNCERTAINTIES AGAINST MONETARY POLICY UNCERTAINTY ON IRANIAN STOCK RETURN VOLATILITY USING GARCH-MIDAS APPROACH
Author(s) -
Seyedeh Fatemeh Razmi,
Bahareh Ramezanian Bajgiran,
Seyed Mohammad Javad Razmi,
Kiana Baensaf Oroumieh
Publication year - 2020
Publication title -
international journal of energy economics and policy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 33
ISSN - 2146-4553
DOI - 10.32479/ijeep.9176
Subject(s) - volatility (finance) , autoregressive conditional heteroskedasticity , economics , stock (firearms) , oil price , monetary policy , monetary economics , financial economics , econometrics , mechanical engineering , engineering
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