In this study, we examine the connection between geopolitical risk (GPR) and stock market volatility in emerging economies. Our motivation for this study is premised on the need to assess both the predictability and the ...
We forecast macroeconomic and financial uncertainties of the USA over the period of 1960:Q3 to 2018:Q4, based on a large dataset of 303 predictors using a wide array of constant-parameter and time-varying models. We find ...
The predictability of uncertainty for real housing returns in the United Kingdom is examined using regional data covering 12 regions, namely, East Midlands, East of England, London, North East, North West, Northern Ireland, ...
