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A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models
Applied Economics Letters
◽
10.1080/13504851.2021.1971613
◽
2021
◽
pp. 1-6
Author(s):
Riza Demirer
◽
Rangan Gupta
◽
He Li
◽
Yu You
Keyword(s):
Stock Markets
◽
Financial Vulnerability
◽
Emerging Stock Markets
Download Full-text
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Local Return Factors and Turnover in Emerging Stock Markets
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The Conditional Risk-Return Relations in Two Asian Emerging Stock Markets
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10.2139/ssrn.1009458
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◽
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Multivariate GARCH Modeling and Mean-VaR Analysis in the Presence of Non-normality: an Empirical Investigation of Emerging Stock Markets
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◽
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◽
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