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Christina, Christou ; Christos, Bouras ; Rangan, Gupta ; RANGAN, GUPTA ; Tahir, Suleman ; Tahir, Suleman. (2017) Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model.
In: Working Papers. RePEc:pre:wpaper:201777.

Full description at Econpapers

cites:

Cermeño, R., Grier, K.B., 2006. Conditional heteroskedasticity and cross-sectional dependence in panel data: an empirical study of inflation uncertainty in the G7 countries. In: Baltagi, B.H. (Ed.), Panel Data Econometrics, vol. 10. Elsevier, New York, pp. 259–278.

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