ARE THE POLICY UNCERTAINTY AND CLI 'EFFECTIVE' INDICATORS OF VOLATILITY? GARCH-MIDAS ANALYSIS OF THE G7 STOCK MARKETS.
| Autor: | ERSİN, Özgür Ömer1,2 oersin@ticaret.edu.tr, GÜL, Mert1 mertgul@beykent.edu.tr, AŞIK, Bekir1 bekirasik@beykent.edu.tr |
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| Zdroj: | Economic Computation & Economic Cybernetics Studies & Research. 2022, Vol. 56 Issue 1, p141-158. 18p. |
| Databáze: | Business Source Ultimate |
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