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Effects of Investor Sentiment and Geopolitical Risk on Stock Return Volatility in East African Frontier Markets: Evidence from a GARCH-X Framework

Purpose: In an environment of rising global uncertainty and increasing sensitivity to behavioural and geopolitical shocks, this study examines the effects of investor sentiment and geopolitical risk on stock return volatility in East African frontier markets. Design/Methodology/Approach: Daily s...

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Principais autores: Arnold Gideon Irangi, Paul-Francois Muzindutsi, Hillary Tinotenda Muguto, Malibongwe Cyprian Nyati
Formato: Artigo
Idioma:Inglês
Publicado em: Academic Publishing UNWE 2026-06-01
coleção:Finance, Accounting and Business Analysis
Assuntos:
investor sentiment
geopolitical risk
garch
modelling
east african markets
Acesso em linha:https://faba.bg/index.php/faba/article/view/328
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