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Brazil, Russia, India, China and South Africa (BRICS) (3)
Forecast evaluation (3)
Predictability (3)
Forecasting (2)
GARCH-MIDAS (2)
Tail risks (2)
United States (US) (2)
Bayesian dynamic factor model (1)
Canada (1)
Conditional autoregressive value at risk (CAViaR) (1)
Constant-parameter and time-varying models (1)
Emerging SSA countries (1)
Equity and oil markets (1)
Exchange rate predictability (1)
Exchange rate volatility (1)
Exchange rates (1)
Financial uncertainty (1)
GARCH-MIDAS-X (1)
Generalized autoregressive conditional heteroskedasticity (GARCH) (1)
Geopolitical risks (GPRs) (1)
Global financial cycle (GFCy) (1)
Global shocks transmission (1)
Global VAR model (1)
Global vector autoregression (GVAR) (1)
Gold market volatility (1)
Housing markets synchronization (1)
International monetary policy (1)
Large number of predictors (1)
Large-open economies (1)
Machine learning (1)
Macroeconomic uncertainty (1)
MIDAS models (1)
Mixed-data sampling (MIDAS) (1)
Oil markets (1)
Oil volatility (1)
Out-of-sample predictability (1)
Random forests (1)
Random walk (1)
Spillovers (1)
Stock market (1)
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