Technological shocks and stock market volatility over a century : a GARCHMIDAS approach

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan

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Title:

Technological shocks and stock market volatility over a century : a GARCHMIDAS approach

Series title:

Department of Economics working paper series / Department of Economics, University of Pretoria

Authors:

Salisu, Afees A.
Demirer, Rıza
Gupta, Rangan

Document Type:

Book

Place of Publication and Publisher:

Pretoria, South Africa : Department of Economics, University of Pretoria

Year of Publication:

2023

Original URL:

https://www.up.ac.za/media/shared/61/WP/wp_2023_08.zp234776.pdf

Language:

English (eng)

Citation:

Salisu, Afees A./Demirer, Rıza et. al. (2023). Technological shocks and stock market volatility over a century : a GARCHMIDAS approach. Pretoria, South Africa : Department of Economics, University of Pretoria.
https://www.up.ac.za/media/shared/61/WP/wp_2023_08.zp234776.pdf.

Appears in Collections:

Department of Economics working paper series

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