Inflation and stock return volatility in selected African countries: A GARCH-MIDAS approach
Amidst persistent inflationary pressures in Africa and central banks raising rates to counter inflation, leading to a shift from stocks to alternative assets and impacting stock return volatility, this paper investigates the influence of inflation on stock return volatility in five African countries...
Na minha lista:
| Principais autores: | , , , , , , , |
|---|---|
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Elsevier
2024-09-01
|
| Serier: | Scientific African |
| Fag: | |
| Online adgang: | http://www.sciencedirect.com/science/article/pii/S2468227624002515 |
| Tags: |
Ingen Tags, Vær først til at tagge denne postø!
|