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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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Autori principali: Arnold Gideon Irangi, Paul-Francois Muzindutsi, Hillary Tinotenda Muguto, Malibongwe Cyprian Nyati
Natura: Artigo
Lingua:Inglês
Pubblicazione: Academic Publishing UNWE 2026-06-01
Serie:Finance, Accounting and Business Analysis
Soggetti:
investor sentiment
geopolitical risk
garch
modelling
east african markets
Accesso online:https://faba.bg/index.php/faba/article/view/328
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