Climate Policy Uncertainty and Stock Market Volatility
نویسندگان
چکیده
We examine the relationship between climate policy uncertainty ( CPU ) and stock market volatility using GARCH-MIDAS framework to accommodate variables in their available frequencies thereby circumventing information loss associated with data aggregation or splicing. find that significantly responds we further document improved forecast economic gains of observing relative ignoring it.
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ژورنال
عنوان ژورنال: Asian economics letters
سال: 2022
ISSN: ['2652-8681']
DOI: https://doi.org/10.46557/001c.37246