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DOI: 10.1016/j.jebo.2023.12.009
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More about this item
Keywords
Stock volatility; War attention; Volatility forecasting; GARCH-MIDAS;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making
- G40 - Financial Economics - - Behavioral Finance - - - General
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