Modeling and forecasting stock market volatility of CPEC founding countries: using nonlinear time series and machine learning models
The highly sensitive, nonlinear, and unpredictable stock marketbehaviours are always
challenging for researchers. Stock markets ofPakistan and China, ie, KSE-100 and SSE …
challenging for researchers. Stock markets ofPakistan and China, ie, KSE-100 and SSE …
Housing market, oil prices, and macroeconomic volatility in the G7
LA Attílio - The Manchester School, 2024 - Wiley Online Library
In this paper, we investigate house price shocks on the macroeconomic variables (financial
market, inflation, and real sector) of the G7 economies. We use the GVAR to capture the …
market, inflation, and real sector) of the G7 economies. We use the GVAR to capture the …