Macroeconomic determinants of stock market volatility: Evidence from post socialist countries

Macroeconomic determinants of stock market volatility: Evidence from post socialist countries

This paper aims to estimate macroeconomic determinants of stock market volatility (SMV) for post-socialist countries using unbalanced panel data from 1995 to 2020. We evaluated the impacts of the stock market and macroeconomic determinants on SMV using the Feasible Generalized Least Squares (FGLS)...

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Bibliographic Details
Main Authors: Suvdaa Damiran, Odbileg Dorjdagva, Batbileg Sukhee, Tsevelmaa Myagmarsuren
Format: Article
Language:English
Published: IEECA 2022-09-01
Series:Journal of Eastern European and Central Asian Research
Subjects:
Stock Market Volatility (SMV),
Turnover Ratio (TOR),
Stock Market Capitalization (SMC)
Economic freedom (EF)
Macroeconomic indicators
Online Access:https://ieeca.org/journal/index.php/JEECAR/article/view/966

Internet

https://ieeca.org/journal/index.php/JEECAR/article/view/966

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