Macroeconomic determinants of stock market volatility: Evidence from post socialist countries
نویسندگان
چکیده
This paper aims to estimate macroeconomic determinants of stock market volatility (SMV) for post-socialist countries using unbalanced panel data from 1995 2020. We evaluated the impacts and on SMV Feasible Generalized Least Squares (FGLS) model based selected eleven in terms two consecutive years. The findings reveal that economic freedom has a strong good impact at any time; however, although previous year's turnover ratio (TOR) had positive impact, it an unfavorable current year. Furthermore, inflation rate, level corruption, growth value have all shown negative impact. study's serve as useful reference practitioners policymakers these nations making decisions.
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ژورنال
عنوان ژورنال: Journal of Eastern European and Central Asian research
سال: 2022
ISSN: ['2328-8280', '2328-8272']
DOI: https://doi.org/10.15549/jeecar.v9i4.966