id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
aijbe-844	Reynolds, David M.	GLOBAL ECONOMIC POLICY UNCERTAINTY, OIL SHOCKS, AND VOLATILITY IN SELECTED SOUTHERN AFRICAN DEVELOPMENT COMMUNITY STOCK MARKETS: A GARCH-MIDAS APPROACH	2024	18	.pdf	application/pdf	7817	481	51	The study has two specific objectives as follows: To investigate the effects of GEPU and shocks in oil consumption demand on stock volatility in the SADC nations prior to and following the COVID-19 outbreak, and to demonstrate the dynamic connection between the pandemic, GEPU, and stock market return volatility in these same regions. Keywords: Global economic policy uncertainty, oil consumption demand shock, generalized autoregressive conditional heteroskedasticity (GARCH-MIDAS), Southern African Development Community (SADC) countries, stock market volatility.	cache/aijbe-844.pdf	txt/aijbe-844.txt