id	sid	tid	token	lemma	pos
aijbe-844	1	1	american	american	PROPN
aijbe-844	1	2	interdisciplinary	interdisciplinary	PROPN
aijbe-844	1	3	journal	journal	NOUN
aijbe-844	1	4	of	of	ADP
aijbe-844	1	5	business	business	NOUN
aijbe-844	1	6	and	and	CCONJ
aijbe-844	1	7	economics	economic	NOUN
aijbe-844	1	8	issn	issn	PROPN
aijbe-844	1	9	:	:	PUNCT
aijbe-844	1	10	2837	2837	NUM
aijbe-844	1	11	-	-	SYM
aijbe-844	1	12	1909|	1909|	NUM
aijbe-844	1	13	impact	impact	NOUN
aijbe-844	1	14	factor	factor	NOUN
aijbe-844	1	15	:	:	PUNCT
aijbe-844	1	16	6.71	6.71	NUM
aijbe-844	1	17	volume	volume	NOUN
aijbe-844	1	18	.	.	PUNCT
aijbe-844	2	1	11	11	NUM
aijbe-844	2	2	,	,	PUNCT
aijbe-844	2	3	number	number	NOUN
aijbe-844	2	4	3	3	NUM
aijbe-844	2	5	;	;	PUNCT
aijbe-844	2	6	july	july	PROPN
aijbe-844	2	7	-	-	PUNCT
aijbe-844	2	8	september	september	PROPN
aijbe-844	2	9	,	,	PUNCT
aijbe-844	2	10	2024	2024	NUM
aijbe-844	2	11	;	;	PUNCT
aijbe-844	2	12	published	publish	VERB
aijbe-844	2	13	by	by	ADP
aijbe-844	2	14	:	:	PUNCT
aijbe-844	2	15	scientific	scientific	ADJ
aijbe-844	2	16	and	and	CCONJ
aijbe-844	2	17	academic	academic	ADJ
aijbe-844	2	18	development	development	PROPN
aijbe-844	2	19	institute	institute	PROPN
aijbe-844	2	20	(	(	PUNCT
aijbe-844	2	21	sadi	sadi	PROPN
aijbe-844	2	22	)	)	PUNCT
aijbe-844	2	23	8933	8933	NUM
aijbe-844	3	1	willis	willis	PROPN
aijbe-844	3	2	ave	ave	PROPN
aijbe-844	3	3	los	los	PROPN
aijbe-844	3	4	angeles	angeles	PROPN
aijbe-844	3	5	,	,	PUNCT
aijbe-844	3	6	california	california	PROPN
aijbe-844	3	7	https://sadijournals.org/index.php/aijbe|	https://sadijournals.org/index.php/aijbe|	PROPN
aijbe-844	4	1	editorial@sadijournals.org	editorial@sadijournals.org	PROPN
aijbe-844	4	2	17	17	NUM
aijbe-844	4	3	american	american	ADJ
aijbe-844	4	4	interdisciplinary	interdisciplinary	ADJ
aijbe-844	4	5	journal	journal	NOUN
aijbe-844	4	6	of	of	ADP
aijbe-844	4	7	business	business	NOUN
aijbe-844	4	8	and	and	CCONJ
aijbe-844	4	9	economics	economic	NOUN
aijbe-844	4	10	|	|	ADV
aijbe-844	4	11	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	4	12	global	global	ADJ
aijbe-844	4	13	economic	economic	ADJ
aijbe-844	4	14	policy	policy	NOUN
aijbe-844	4	15	uncertainty	uncertainty	NOUN
aijbe-844	4	16	,	,	PUNCT
aijbe-844	4	17	oil	oil	NOUN
aijbe-844	4	18	shocks	shock	NOUN
aijbe-844	4	19	,	,	PUNCT
aijbe-844	4	20	and	and	CCONJ
aijbe-844	4	21	volatility	volatility	NOUN
aijbe-844	4	22	in	in	ADP
aijbe-844	4	23	selected	select	VERB
aijbe-844	4	24	southern	southern	ADJ
aijbe-844	4	25	african	african	ADJ
aijbe-844	4	26	development	development	NOUN
aijbe-844	4	27	community	community	NOUN
aijbe-844	4	28	stock	stock	NOUN
aijbe-844	4	29	markets	market	NOUN
aijbe-844	4	30	:	:	PUNCT
aijbe-844	4	31	a	a	DET
aijbe-844	4	32	garch	garch	NOUN
aijbe-844	4	33	-	-	PUNCT
aijbe-844	4	34	midas	midas	PROPN
aijbe-844	4	35	approach	approach	NOUN
aijbe-844	4	36	david	david	PROPN
aijbe-844	4	37	m.	m.	PROPN
aijbe-844	4	38	reynolds	reynolds	PROPN
aijbe-844	4	39	department	department	PROPN
aijbe-844	4	40	of	of	ADP
aijbe-844	4	41	economics	economic	NOUN
aijbe-844	4	42	,	,	PUNCT
aijbe-844	4	43	faculty	faculty	NOUN
aijbe-844	4	44	of	of	ADP
aijbe-844	4	45	social	social	ADJ
aijbe-844	4	46	sciences	science	NOUN
aijbe-844	4	47	,	,	PUNCT
aijbe-844	4	48	university	university	PROPN
aijbe-844	4	49	of	of	ADP
aijbe-844	4	50	nairobi	nairobi	PROPN
aijbe-844	4	51	,	,	PUNCT
aijbe-844	4	52	po	po	PROPN
aijbe-844	4	53	box	box	PROPN
aijbe-844	4	54	30197	30197	NUM
aijbe-844	4	55	,	,	PUNCT
aijbe-844	4	56	nairobi	nairobi	PROPN
aijbe-844	4	57	,	,	PUNCT
aijbe-844	4	58	kenya	kenya	PROPN
aijbe-844	4	59	.	.	PUNCT
aijbe-844	5	1	doi	doi	PROPN
aijbe-844	5	2	:	:	PUNCT
aijbe-844	5	3	https://doi.org/10.5281/zenodo.12799663	https://doi.org/10.5281/zenodo.12799663	NOUN
aijbe-844	5	4	abstract	abstract	ADJ
aijbe-844	5	5	:	:	PUNCT
aijbe-844	5	6	this	this	DET
aijbe-844	5	7	study	study	NOUN
aijbe-844	5	8	investigates	investigate	VERB
aijbe-844	5	9	the	the	DET
aijbe-844	5	10	effects	effect	NOUN
aijbe-844	5	11	of	of	ADP
aijbe-844	5	12	global	global	ADJ
aijbe-844	5	13	economic	economic	ADJ
aijbe-844	5	14	policy	policy	NOUN
aijbe-844	5	15	uncertainty	uncertainty	NOUN
aijbe-844	5	16	and	and	CCONJ
aijbe-844	5	17	oil	oil	NOUN
aijbe-844	5	18	shocks	shock	NOUN
aijbe-844	5	19	on	on	ADP
aijbe-844	5	20	stock	stock	NOUN
aijbe-844	5	21	market	market	NOUN
aijbe-844	5	22	volatility	volatility	NOUN
aijbe-844	5	23	in	in	ADP
aijbe-844	5	24	botswana	botswana	PROPN
aijbe-844	5	25	,	,	PUNCT
aijbe-844	5	26	mauritius	mauritius	PROPN
aijbe-844	5	27	,	,	PUNCT
aijbe-844	5	28	and	and	CCONJ
aijbe-844	5	29	south	south	PROPN
aijbe-844	5	30	africa	africa	PROPN
aijbe-844	5	31	.	.	PUNCT
aijbe-844	6	1	datasets	dataset	NOUN
aijbe-844	6	2	from	from	ADP
aijbe-844	6	3	periods	period	NOUN
aijbe-844	6	4	preceding	precede	VERB
aijbe-844	6	5	and	and	CCONJ
aijbe-844	6	6	during	during	ADP
aijbe-844	6	7	the	the	DET
aijbe-844	6	8	covid-19	covid-19	PROPN
aijbe-844	6	9	pandemic	pandemic	NOUN
aijbe-844	6	10	are	be	AUX
aijbe-844	6	11	utilized	utilize	VERB
aijbe-844	6	12	to	to	PART
aijbe-844	6	13	provide	provide	VERB
aijbe-844	6	14	evidence	evidence	NOUN
aijbe-844	6	15	on	on	ADP
aijbe-844	6	16	the	the	DET
aijbe-844	6	17	impact	impact	NOUN
aijbe-844	6	18	of	of	ADP
aijbe-844	6	19	global	global	ADJ
aijbe-844	6	20	economic	economic	ADJ
aijbe-844	6	21	policy	policy	NOUN
aijbe-844	6	22	uncertainty	uncertainty	NOUN
aijbe-844	6	23	(	(	PUNCT
aijbe-844	6	24	gepu	gepu	PROPN
aijbe-844	6	25	)	)	PUNCT
aijbe-844	6	26	and	and	CCONJ
aijbe-844	6	27	oil	oil	NOUN
aijbe-844	6	28	shocks	shock	NOUN
aijbe-844	6	29	on	on	ADP
aijbe-844	6	30	stock	stock	NOUN
aijbe-844	6	31	returns	return	NOUN
aijbe-844	6	32	volatility	volatility	NOUN
aijbe-844	6	33	in	in	ADP
aijbe-844	6	34	these	these	DET
aijbe-844	6	35	countries	country	NOUN
aijbe-844	6	36	.	.	PUNCT
aijbe-844	7	1	the	the	DET
aijbe-844	7	2	examination	examination	NOUN
aijbe-844	7	3	employs	employ	VERB
aijbe-844	7	4	a	a	DET
aijbe-844	7	5	mixed	mixed	ADJ
aijbe-844	7	6	data	datum	NOUN
aijbe-844	7	7	sampling	sample	VERB
aijbe-844	7	8	model	model	NOUN
aijbe-844	7	9	based	base	VERB
aijbe-844	7	10	on	on	ADP
aijbe-844	7	11	generalized	generalized	ADJ
aijbe-844	7	12	autoregressive	autoregressive	ADJ
aijbe-844	7	13	conditional	conditional	ADJ
aijbe-844	7	14	heteroskedasticity	heteroskedasticity	NOUN
aijbe-844	7	15	(	(	PUNCT
aijbe-844	7	16	garch	garch	NOUN
aijbe-844	7	17	-	-	PUNCT
aijbe-844	7	18	midas	midas	PROPN
aijbe-844	7	19	)	)	PUNCT
aijbe-844	7	20	.	.	PUNCT
aijbe-844	8	1	the	the	DET
aijbe-844	8	2	garch	garch	NOUN
aijbe-844	8	3	-	-	PUNCT
aijbe-844	8	4	midas	midas	PROPN
aijbe-844	8	5	approach	approach	NOUN
aijbe-844	8	6	allows	allow	VERB
aijbe-844	8	7	for	for	ADP
aijbe-844	8	8	combining	combine	VERB
aijbe-844	8	9	high	high	ADJ
aijbe-844	8	10	-	-	PUNCT
aijbe-844	8	11	frequency	frequency	NOUN
aijbe-844	8	12	stock	stock	NOUN
aijbe-844	8	13	data	datum	NOUN
aijbe-844	8	14	with	with	ADP
aijbe-844	8	15	low	low	ADJ
aijbe-844	8	16	-	-	PUNCT
aijbe-844	8	17	frequency	frequency	NOUN
aijbe-844	8	18	gepu	gepu	NOUN
aijbe-844	8	19	and	and	CCONJ
aijbe-844	8	20	oil	oil	NOUN
aijbe-844	8	21	shock	shock	NOUN
aijbe-844	8	22	data	datum	NOUN
aijbe-844	8	23	to	to	PART
aijbe-844	8	24	forecast	forecast	VERB
aijbe-844	8	25	the	the	DET
aijbe-844	8	26	long	long	ADJ
aijbe-844	8	27	-	-	PUNCT
aijbe-844	8	28	term	term	NOUN
aijbe-844	8	29	component	component	NOUN
aijbe-844	8	30	of	of	ADP
aijbe-844	8	31	volatility	volatility	NOUN
aijbe-844	8	32	.	.	PUNCT
aijbe-844	9	1	additionally	additionally	ADV
aijbe-844	9	2	,	,	PUNCT
aijbe-844	9	3	this	this	DET
aijbe-844	9	4	method	method	NOUN
aijbe-844	9	5	demonstrates	demonstrate	VERB
aijbe-844	9	6	a	a	DET
aijbe-844	9	7	better	well	ADJ
aijbe-844	9	8	fit	fit	NOUN
aijbe-844	9	9	for	for	ADP
aijbe-844	9	10	that	that	DET
aijbe-844	9	11	relationship	relationship	NOUN
aijbe-844	9	12	when	when	SCONJ
aijbe-844	9	13	compared	compare	VERB
aijbe-844	9	14	to	to	ADP
aijbe-844	9	15	traditional	traditional	ADJ
aijbe-844	9	16	garch	garch	NOUN
aijbe-844	9	17	.	.	PUNCT
aijbe-844	10	1	the	the	DET
aijbe-844	10	2	results	result	NOUN
aijbe-844	10	3	indicate	indicate	VERB
aijbe-844	10	4	that	that	SCONJ
aijbe-844	10	5	both	both	PRON
aijbe-844	10	6	gepu	gepu	NOUN
aijbe-844	10	7	and	and	CCONJ
aijbe-844	10	8	oil	oil	NOUN
aijbe-844	10	9	consumption	consumption	NOUN
aijbe-844	10	10	demand	demand	NOUN
aijbe-844	10	11	shocks	shock	NOUN
aijbe-844	10	12	have	have	VERB
aijbe-844	10	13	positive	positive	ADJ
aijbe-844	10	14	and	and	CCONJ
aijbe-844	10	15	significant	significant	ADJ
aijbe-844	10	16	impacts	impact	NOUN
aijbe-844	10	17	on	on	ADP
aijbe-844	10	18	stock	stock	NOUN
aijbe-844	10	19	volatility	volatility	NOUN
aijbe-844	10	20	for	for	ADP
aijbe-844	10	21	the	the	DET
aijbe-844	10	22	three	three	NUM
aijbe-844	10	23	countries	country	NOUN
aijbe-844	10	24	in	in	ADP
aijbe-844	10	25	our	our	PRON
aijbe-844	10	26	in	in	ADP
aijbe-844	10	27	-	-	PUNCT
aijbe-844	10	28	sample	sample	NOUN
aijbe-844	10	29	case	case	NOUN
aijbe-844	10	30	(	(	PUNCT
aijbe-844	10	31	which	which	PRON
aijbe-844	10	32	corresponds	correspond	VERB
aijbe-844	10	33	to	to	ADP
aijbe-844	10	34	the	the	DET
aijbe-844	10	35	period	period	NOUN
aijbe-844	10	36	before	before	ADP
aijbe-844	10	37	the	the	DET
aijbe-844	10	38	covid-19	covid-19	PROPN
aijbe-844	10	39	pandemic	pandemic	NOUN
aijbe-844	10	40	)	)	PUNCT
aijbe-844	10	41	.	.	PUNCT
aijbe-844	11	1	the	the	DET
aijbe-844	11	2	volatility	volatility	NOUN
aijbe-844	11	3	coefficient	coefficient	NOUN
aijbe-844	11	4	estimates	estimate	NOUN
aijbe-844	11	5	for	for	ADP
aijbe-844	11	6	botswana	botswana	PROPN
aijbe-844	11	7	,	,	PUNCT
aijbe-844	11	8	mauritius	mauritius	PROPN
aijbe-844	11	9	,	,	PUNCT
aijbe-844	11	10	and	and	CCONJ
aijbe-844	11	11	south	south	PROPN
aijbe-844	11	12	africa	africa	PROPN
aijbe-844	11	13	are	be	AUX
aijbe-844	11	14	0.076	0.076	NUM
aijbe-844	11	15	,	,	PUNCT
aijbe-844	11	16	0.001	0.001	NUM
aijbe-844	11	17	and	and	CCONJ
aijbe-844	11	18	0.119	0.119	NUM
aijbe-844	11	19	,	,	PUNCT
aijbe-844	11	20	respectively	respectively	ADV
aijbe-844	11	21	,	,	PUNCT
aijbe-844	11	22	all	all	PRON
aijbe-844	11	23	significant	significant	ADJ
aijbe-844	11	24	at	at	ADP
aijbe-844	11	25	the	the	DET
aijbe-844	11	26	1	1	NUM
aijbe-844	11	27	%	%	NOUN
aijbe-844	11	28	level	level	NOUN
aijbe-844	11	29	.	.	PUNCT
aijbe-844	12	1	this	this	PRON
aijbe-844	12	2	suggests	suggest	VERB
aijbe-844	12	3	that	that	SCONJ
aijbe-844	12	4	stock	stock	NOUN
aijbe-844	12	5	returns	return	NOUN
aijbe-844	12	6	in	in	ADP
aijbe-844	12	7	these	these	DET
aijbe-844	12	8	countries	country	NOUN
aijbe-844	12	9	react	react	VERB
aijbe-844	12	10	positively	positively	ADV
aijbe-844	12	11	to	to	ADP
aijbe-844	12	12	changes	change	NOUN
aijbe-844	12	13	in	in	ADP
aijbe-844	12	14	oil	oil	NOUN
aijbe-844	12	15	demand	demand	NOUN
aijbe-844	12	16	shocks	shock	NOUN
aijbe-844	12	17	.	.	PUNCT
aijbe-844	13	1	forecasting	forecast	VERB
aijbe-844	13	2	data	datum	NOUN
aijbe-844	13	3	during	during	ADP
aijbe-844	13	4	the	the	DET
aijbe-844	13	5	covid-19	covid-19	PROPN
aijbe-844	13	6	period	period	NOUN
aijbe-844	13	7	also	also	ADV
aijbe-844	13	8	shows	show	VERB
aijbe-844	13	9	that	that	SCONJ
aijbe-844	13	10	incorporating	incorporate	VERB
aijbe-844	13	11	global	global	ADJ
aijbe-844	13	12	economic	economic	ADJ
aijbe-844	13	13	policy	policy	NOUN
aijbe-844	13	14	uncertainty	uncertainty	NOUN
aijbe-844	13	15	and	and	CCONJ
aijbe-844	13	16	oil	oil	NOUN
aijbe-844	13	17	shocks	shock	NOUN
aijbe-844	13	18	using	use	VERB
aijbe-844	13	19	a	a	DET
aijbe-844	13	20	garch	garch	NOUN
aijbe-844	13	21	-	-	PUNCT
aijbe-844	13	22	midas	midas	PROPN
aijbe-844	13	23	approach	approach	NOUN
aijbe-844	13	24	improves	improve	VERB
aijbe-844	13	25	forecasting	forecasting	NOUN
aijbe-844	13	26	accuracy	accuracy	NOUN
aijbe-844	13	27	.	.	PUNCT
aijbe-844	14	1	the	the	DET
aijbe-844	14	2	application	application	NOUN
aijbe-844	14	3	of	of	ADP
aijbe-844	14	4	the	the	DET
aijbe-844	14	5	garch	garch	NOUN
aijbe-844	14	6	-	-	PUNCT
aijbe-844	14	7	midas	midas	PROPN
aijbe-844	14	8	approach	approach	NOUN
aijbe-844	14	9	in	in	ADP
aijbe-844	14	10	this	this	DET
aijbe-844	14	11	study	study	NOUN
aijbe-844	14	12	facilitates	facilitate	VERB
aijbe-844	14	13	the	the	DET
aijbe-844	14	14	separation	separation	NOUN
aijbe-844	14	15	of	of	ADP
aijbe-844	14	16	short	short	ADJ
aijbe-844	14	17	-	-	PUNCT
aijbe-844	14	18	term	term	NOUN
aijbe-844	14	19	and	and	CCONJ
aijbe-844	14	20	longterm	longterm	VERB
aijbe-844	14	21	volatility	volatility	NOUN
aijbe-844	14	22	components	component	NOUN
aijbe-844	14	23	effectively	effectively	ADV
aijbe-844	14	24	,	,	PUNCT
aijbe-844	14	25	thus	thus	ADV
aijbe-844	14	26	enabling	enable	VERB
aijbe-844	14	27	us	we	PRON
aijbe-844	14	28	to	to	PART
aijbe-844	14	29	address	address	VERB
aijbe-844	14	30	a	a	DET
aijbe-844	14	31	significant	significant	ADJ
aijbe-844	14	32	shortfall	shortfall	NOUN
aijbe-844	14	33	of	of	ADP
aijbe-844	14	34	previous	previous	ADJ
aijbe-844	14	35	research	research	NOUN
aijbe-844	14	36	that	that	PRON
aijbe-844	14	37	has	have	AUX
aijbe-844	14	38	explored	explore	VERB
aijbe-844	14	39	the	the	DET
aijbe-844	14	40	impact	impact	NOUN
aijbe-844	14	41	of	of	ADP
aijbe-844	14	42	economic	economic	ADJ
aijbe-844	14	43	policy	policy	NOUN
aijbe-844	14	44	uncertainty	uncertainty	NOUN
aijbe-844	14	45	on	on	ADP
aijbe-844	14	46	stock	stock	NOUN
aijbe-844	14	47	market	market	NOUN
aijbe-844	14	48	returns	return	NOUN
aijbe-844	14	49	.	.	PUNCT
aijbe-844	15	1	keywords	keyword	NOUN
aijbe-844	15	2	:	:	PUNCT
aijbe-844	15	3	global	global	ADJ
aijbe-844	15	4	economic	economic	ADJ
aijbe-844	15	5	policy	policy	NOUN
aijbe-844	15	6	uncertainty	uncertainty	NOUN
aijbe-844	15	7	,	,	PUNCT
aijbe-844	15	8	oil	oil	NOUN
aijbe-844	15	9	consumption	consumption	NOUN
aijbe-844	15	10	demand	demand	NOUN
aijbe-844	15	11	shock	shock	NOUN
aijbe-844	15	12	,	,	PUNCT
aijbe-844	15	13	generalized	generalize	VERB
aijbe-844	15	14	autoregressive	autoregressive	ADJ
aijbe-844	15	15	conditional	conditional	ADJ
aijbe-844	15	16	heteroskedasticity	heteroskedasticity	NOUN
aijbe-844	15	17	(	(	PUNCT
aijbe-844	15	18	garch	garch	NOUN
aijbe-844	15	19	-	-	PUNCT
aijbe-844	15	20	midas	midas	PROPN
aijbe-844	15	21	)	)	PUNCT
aijbe-844	15	22	,	,	PUNCT
aijbe-844	15	23	southern	southern	ADJ
aijbe-844	15	24	african	african	ADJ
aijbe-844	15	25	development	development	NOUN
aijbe-844	15	26	community	community	NOUN
aijbe-844	15	27	(	(	PUNCT
aijbe-844	15	28	sadc	sadc	PROPN
aijbe-844	15	29	)	)	PUNCT
aijbe-844	15	30	countries	country	NOUN
aijbe-844	15	31	,	,	PUNCT
aijbe-844	15	32	stock	stock	NOUN
aijbe-844	15	33	market	market	NOUN
aijbe-844	15	34	volatility	volatility	NOUN
aijbe-844	15	35	.	.	PUNCT
aijbe-844	16	1	introduction	introduction	NOUN
aijbe-844	16	2	the	the	DET
aijbe-844	16	3	covid-19	covid-19	PROPN
aijbe-844	16	4	pandemic	pandemic	NOUN
aijbe-844	16	5	has	have	AUX
aijbe-844	16	6	raised	raise	VERB
aijbe-844	16	7	questions	question	NOUN
aijbe-844	16	8	about	about	ADP
aijbe-844	16	9	its	its	PRON
aijbe-844	16	10	community	community	NOUN
aijbe-844	16	11	(	(	PUNCT
aijbe-844	16	12	sadc	sadc	PROPN
aijbe-844	16	13	)	)	PUNCT
aijbe-844	16	14	markets	market	NOUN
aijbe-844	16	15	.	.	PUNCT
aijbe-844	17	1	the	the	DET
aijbe-844	17	2	seminal	seminal	ADJ
aijbe-844	17	3	paper	paper	NOUN
aijbe-844	17	4	by	by	ADP
aijbe-844	17	5	impact	impact	NOUN
aijbe-844	17	6	on	on	ADP
aijbe-844	17	7	the	the	DET
aijbe-844	17	8	correlation	correlation	NOUN
aijbe-844	17	9	between	between	ADP
aijbe-844	17	10	global	global	ADJ
aijbe-844	17	11	economic	economic	ADJ
aijbe-844	17	12	policy	policy	NOUN
aijbe-844	17	13	baker	baker	PROPN
aijbe-844	17	14	et	et	PROPN
aijbe-844	17	15	al	al	PROPN
aijbe-844	17	16	.	.	PROPN
aijbe-844	18	1	(	(	PUNCT
aijbe-844	18	2	2016	2016	NUM
aijbe-844	18	3	)	)	PUNCT
aijbe-844	18	4	defines	define	VERB
aijbe-844	18	5	economic	economic	ADJ
aijbe-844	18	6	policy	policy	NOUN
aijbe-844	18	7	uncertainty	uncertainty	NOUN
aijbe-844	18	8	uncertainty	uncertainty	NOUN
aijbe-844	18	9	(	(	PUNCT
aijbe-844	18	10	gepu	gepu	PROPN
aijbe-844	18	11	)	)	PUNCT
aijbe-844	18	12	and	and	CCONJ
aijbe-844	18	13	the	the	DET
aijbe-844	18	14	volatility	volatility	NOUN
aijbe-844	18	15	of	of	ADP
aijbe-844	18	16	stock	stock	NOUN
aijbe-844	18	17	market	market	NOUN
aijbe-844	18	18	(	(	PUNCT
aijbe-844	18	19	epu	epu	PROPN
aijbe-844	18	20	)	)	PUNCT
aijbe-844	18	21	as	as	ADP
aijbe-844	18	22	uncertainty	uncertainty	NOUN
aijbe-844	18	23	arising	arise	VERB
aijbe-844	18	24	from	from	ADP
aijbe-844	18	25	fiscal	fiscal	ADJ
aijbe-844	18	26	,	,	PUNCT
aijbe-844	18	27	monetary	monetary	ADJ
aijbe-844	18	28	,	,	PUNCT
aijbe-844	18	29	or	or	CCONJ
aijbe-844	18	30	returns	return	NOUN
aijbe-844	18	31	within	within	ADP
aijbe-844	18	32	specific	specific	ADJ
aijbe-844	18	33	southern	southern	ADJ
aijbe-844	18	34	african	african	ADJ
aijbe-844	18	35	development	development	NOUN
aijbe-844	18	36	regulatory	regulatory	ADJ
aijbe-844	18	37	policy	policy	NOUN
aijbe-844	18	38	,	,	PUNCT
aijbe-844	18	39	with	with	SCONJ
aijbe-844	18	40	their	their	PRON
aijbe-844	18	41	epu	epu	PROPN
aijbe-844	18	42	index	index	NOUN
aijbe-844	18	43	calculated	calculate	VERB
aijbe-844	18	44	by	by	ADP
aijbe-844	18	45	david	david	PROPN
aijbe-844	18	46	m.	m.	PROPN
aijbe-844	18	47	reynolds	reynolds	PROPN
aijbe-844	18	48	(	(	PUNCT
aijbe-844	18	49	2024	2024	NUM
aijbe-844	18	50	)	)	PUNCT
aijbe-844	18	51	18	18	NUM
aijbe-844	18	52	american	american	ADJ
aijbe-844	18	53	interdisciplinary	interdisciplinary	ADJ
aijbe-844	18	54	journal	journal	NOUN
aijbe-844	18	55	of	of	ADP
aijbe-844	18	56	business	business	NOUN
aijbe-844	18	57	and	and	CCONJ
aijbe-844	18	58	economics	economic	NOUN
aijbe-844	18	59	|	|	ADV
aijbe-844	18	60	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	18	61	assessing	assess	VERB
aijbe-844	18	62	the	the	DET
aijbe-844	18	63	relative	relative	ADJ
aijbe-844	18	64	frequency	frequency	NOUN
aijbe-844	18	65	of	of	ADP
aijbe-844	18	66	terms	term	NOUN
aijbe-844	18	67	pertaining	pertain	VERB
aijbe-844	18	68	to	to	ADP
aijbe-844	18	69	economics	economic	NOUN
aijbe-844	18	70	(	(	PUNCT
aijbe-844	18	71	e	e	NOUN
aijbe-844	18	72	)	)	PUNCT
aijbe-844	18	73	,	,	PUNCT
aijbe-844	18	74	politics	politic	NOUN
aijbe-844	18	75	(	(	PUNCT
aijbe-844	18	76	p	p	NOUN
aijbe-844	18	77	)	)	PUNCT
aijbe-844	18	78	,	,	PUNCT
aijbe-844	18	79	and	and	CCONJ
aijbe-844	18	80	uncertainty	uncertainty	NOUN
aijbe-844	18	81	(	(	PUNCT
aijbe-844	18	82	u	u	NOUN
aijbe-844	18	83	)	)	PUNCT
aijbe-844	18	84	.	.	PUNCT
aijbe-844	19	1	subsequently	subsequently	ADV
aijbe-844	19	2	,	,	PUNCT
aijbe-844	19	3	numerous	numerous	ADJ
aijbe-844	19	4	studies	study	NOUN
aijbe-844	19	5	have	have	AUX
aijbe-844	19	6	investigated	investigate	VERB
aijbe-844	19	7	the	the	DET
aijbe-844	19	8	correlation	correlation	NOUN
aijbe-844	19	9	between	between	ADP
aijbe-844	19	10	epu	epu	PROPN
aijbe-844	19	11	and	and	CCONJ
aijbe-844	19	12	the	the	DET
aijbe-844	19	13	stock	stock	NOUN
aijbe-844	19	14	market	market	NOUN
aijbe-844	19	15	(	(	PUNCT
aijbe-844	19	16	sharif	sharif	PROPN
aijbe-844	19	17	et	et	PROPN
aijbe-844	19	18	al	al	PROPN
aijbe-844	19	19	.	.	PROPN
aijbe-844	19	20	,	,	PUNCT
aijbe-844	19	21	2020	2020	NUM
aijbe-844	19	22	;	;	PUNCT
aijbe-844	19	23	yu	yu	PROPN
aijbe-844	19	24	et	et	PROPN
aijbe-844	19	25	al	al	PROPN
aijbe-844	19	26	.	.	PROPN
aijbe-844	19	27	,	,	PUNCT
aijbe-844	19	28	2021	2021	NUM
aijbe-844	19	29	)	)	PUNCT
aijbe-844	19	30	.	.	PUNCT
aijbe-844	20	1	consequently	consequently	ADV
aijbe-844	20	2	,	,	PUNCT
aijbe-844	20	3	numerous	numerous	ADJ
aijbe-844	20	4	studies	study	NOUN
aijbe-844	20	5	have	have	AUX
aijbe-844	20	6	explored	explore	VERB
aijbe-844	20	7	the	the	DET
aijbe-844	20	8	correlation	correlation	NOUN
aijbe-844	20	9	between	between	ADP
aijbe-844	20	10	these	these	DET
aijbe-844	20	11	two	two	NUM
aijbe-844	20	12	variables	variable	NOUN
aijbe-844	20	13	from	from	ADP
aijbe-844	20	14	various	various	ADJ
aijbe-844	20	15	perspectives	perspective	NOUN
aijbe-844	20	16	and	and	CCONJ
aijbe-844	20	17	employing	employ	VERB
aijbe-844	20	18	a	a	DET
aijbe-844	20	19	range	range	NOUN
aijbe-844	20	20	of	of	ADP
aijbe-844	20	21	methodologies	methodology	NOUN
aijbe-844	20	22	.	.	PUNCT
aijbe-844	21	1	practitioners	practitioner	NOUN
aijbe-844	21	2	such	such	ADJ
aijbe-844	21	3	as	as	ADP
aijbe-844	21	4	ko	ko	PROPN
aijbe-844	21	5	and	and	CCONJ
aijbe-844	21	6	lee	lee	PROPN
aijbe-844	21	7	(	(	PUNCT
aijbe-844	21	8	2015	2015	NUM
aijbe-844	21	9	)	)	PUNCT
aijbe-844	21	10	,	,	PUNCT
aijbe-844	21	11	wu	wu	PROPN
aijbe-844	21	12	et	et	PROPN
aijbe-844	21	13	al	al	PROPN
aijbe-844	21	14	.	.	PROPN
aijbe-844	21	15	(	(	PUNCT
aijbe-844	21	16	2015	2015	NUM
aijbe-844	21	17	)	)	PUNCT
aijbe-844	21	18	,	,	PUNCT
aijbe-844	21	19	christou	christou	NOUN
aijbe-844	21	20	et	et	PROPN
aijbe-844	21	21	al	al	PROPN
aijbe-844	21	22	.	.	PROPN
aijbe-844	21	23	(	(	PUNCT
aijbe-844	21	24	2017a	2017a	NUM
aijbe-844	21	25	)	)	PUNCT
aijbe-844	21	26	,	,	PUNCT
aijbe-844	21	27	cheng	cheng	PROPN
aijbe-844	21	28	(	(	PUNCT
aijbe-844	21	29	2017	2017	NUM
aijbe-844	21	30	)	)	PUNCT
aijbe-844	21	31	,	,	PUNCT
aijbe-844	21	32	phan	phan	PROPN
aijbe-844	21	33	et	et	PROPN
aijbe-844	21	34	al	al	PROPN
aijbe-844	21	35	.	.	PROPN
aijbe-844	22	1	(	(	PUNCT
aijbe-844	22	2	2018	2018	NUM
aijbe-844	22	3	)	)	PUNCT
aijbe-844	22	4	,	,	PUNCT
aijbe-844	22	5	mei	mei	PROPN
aijbe-844	22	6	et	et	PROPN
aijbe-844	22	7	al	al	PROPN
aijbe-844	22	8	.	.	PROPN
aijbe-844	22	9	(	(	PUNCT
aijbe-844	22	10	2018	2018	NUM
aijbe-844	22	11	)	)	PUNCT
aijbe-844	22	12	,	,	PUNCT
aijbe-844	22	13	xiong	xiong	PROPN
aijbe-844	22	14	et	et	PROPN
aijbe-844	22	15	al	al	PROPN
aijbe-844	22	16	.	.	PROPN
aijbe-844	23	1	(	(	PUNCT
aijbe-844	23	2	2018	2018	NUM
aijbe-844	23	3	)	)	PUNCT
aijbe-844	23	4	,	,	PUNCT
aijbe-844	23	5	and	and	CCONJ
aijbe-844	23	6	yu	yu	PROPN
aijbe-844	23	7	et	et	PROPN
aijbe-844	23	8	al	al	PROPN
aijbe-844	23	9	.	.	PROPN
aijbe-844	24	1	(	(	PUNCT
aijbe-844	24	2	2018	2018	NUM
aijbe-844	24	3	)	)	PUNCT
aijbe-844	24	4	showcase	showcase	NOUN
aijbe-844	24	5	pertinent	pertinent	ADJ
aijbe-844	24	6	research	research	NOUN
aijbe-844	24	7	in	in	ADP
aijbe-844	24	8	this	this	DET
aijbe-844	24	9	regard	regard	NOUN
aijbe-844	24	10	.	.	PUNCT
aijbe-844	25	1	the	the	DET
aijbe-844	25	2	initial	initial	ADJ
aijbe-844	25	3	segment	segment	NOUN
aijbe-844	25	4	of	of	ADP
aijbe-844	25	5	the	the	DET
aijbe-844	25	6	literature	literature	NOUN
aijbe-844	25	7	concentrates	concentrate	VERB
aijbe-844	25	8	on	on	ADP
aijbe-844	25	9	the	the	DET
aijbe-844	25	10	impacts	impact	NOUN
aijbe-844	25	11	of	of	ADP
aijbe-844	25	12	economic	economic	ADJ
aijbe-844	25	13	policy	policy	NOUN
aijbe-844	25	14	uncertainty	uncertainty	NOUN
aijbe-844	25	15	on	on	ADP
aijbe-844	25	16	stock	stock	NOUN
aijbe-844	25	17	markets	market	NOUN
aijbe-844	25	18	.	.	PUNCT
aijbe-844	26	1	more	more	ADV
aijbe-844	26	2	specifically	specifically	ADV
aijbe-844	26	3	,	,	PUNCT
aijbe-844	26	4	wu	wu	PROPN
aijbe-844	26	5	et	et	PROPN
aijbe-844	26	6	al	al	PROPN
aijbe-844	26	7	.	.	PROPN
aijbe-844	27	1	(	(	PUNCT
aijbe-844	27	2	2016	2016	NUM
aijbe-844	27	3	)	)	PUNCT
aijbe-844	27	4	employ	employ	VERB
aijbe-844	27	5	a	a	DET
aijbe-844	27	6	panel	panel	NOUN
aijbe-844	27	7	granger	granger	NOUN
aijbe-844	27	8	causality	causality	PROPN
aijbe-844	27	9	method	method	NOUN
aijbe-844	27	10	to	to	PART
aijbe-844	27	11	evaluate	evaluate	VERB
aijbe-844	27	12	the	the	DET
aijbe-844	27	13	influence	influence	NOUN
aijbe-844	27	14	of	of	ADP
aijbe-844	27	15	epu	epu	PROPN
aijbe-844	27	16	on	on	ADP
aijbe-844	27	17	stock	stock	NOUN
aijbe-844	27	18	markets	market	NOUN
aijbe-844	27	19	across	across	ADP
aijbe-844	27	20	eight	eight	NUM
aijbe-844	27	21	oecd	oecd	PROPN
aijbe-844	27	22	nations	nation	NOUN
aijbe-844	27	23	,	,	PUNCT
aijbe-844	27	24	comprising	comprise	VERB
aijbe-844	27	25	india	india	PROPN
aijbe-844	27	26	,	,	PUNCT
aijbe-844	27	27	italy	italy	PROPN
aijbe-844	27	28	,	,	PUNCT
aijbe-844	27	29	spain	spain	PROPN
aijbe-844	27	30	,	,	PUNCT
aijbe-844	27	31	the	the	DET
aijbe-844	27	32	uk	uk	PROPN
aijbe-844	27	33	,	,	PUNCT
aijbe-844	27	34	canada	canada	PROPN
aijbe-844	27	35	,	,	PUNCT
aijbe-844	27	36	france	france	PROPN
aijbe-844	27	37	,	,	PUNCT
aijbe-844	27	38	germany	germany	PROPN
aijbe-844	27	39	,	,	PUNCT
aijbe-844	27	40	the	the	DET
aijbe-844	27	41	united	united	PROPN
aijbe-844	27	42	states	states	PROPN
aijbe-844	27	43	,	,	PUNCT
aijbe-844	27	44	and	and	CCONJ
aijbe-844	27	45	china	china	PROPN
aijbe-844	27	46	.	.	PUNCT
aijbe-844	28	1	christou	christou	PROPN
aijbe-844	28	2	et	et	PROPN
aijbe-844	28	3	al	al	PROPN
aijbe-844	28	4	.	.	PROPN
aijbe-844	28	5	(	(	PUNCT
aijbe-844	28	6	2017b	2017b	NUM
aijbe-844	28	7	)	)	PUNCT
aijbe-844	28	8	employ	employ	VERB
aijbe-844	28	9	a	a	DET
aijbe-844	28	10	bayesian	bayesian	NOUN
aijbe-844	28	11	panel	panel	NOUN
aijbe-844	28	12	vector	vector	NOUN
aijbe-844	28	13	autoregression	autoregression	NOUN
aijbe-844	28	14	model	model	NOUN
aijbe-844	28	15	to	to	PART
aijbe-844	28	16	investigate	investigate	VERB
aijbe-844	28	17	the	the	DET
aijbe-844	28	18	impact	impact	NOUN
aijbe-844	28	19	of	of	ADP
aijbe-844	28	20	us	we	PRON
aijbe-844	28	21	epu	epu	NOUN
aijbe-844	28	22	shock	shock	NOUN
aijbe-844	28	23	on	on	ADP
aijbe-844	28	24	the	the	DET
aijbe-844	28	25	stock	stock	NOUN
aijbe-844	28	26	market	market	NOUN
aijbe-844	28	27	returns	return	NOUN
aijbe-844	28	28	of	of	ADP
aijbe-844	28	29	pacific	pacific	ADJ
aijbe-844	28	30	basin	basin	NOUN
aijbe-844	28	31	countries	country	NOUN
aijbe-844	28	32	,	,	PUNCT
aijbe-844	28	33	such	such	ADJ
aijbe-844	28	34	as	as	ADP
aijbe-844	28	35	australia	australia	PROPN
aijbe-844	28	36	,	,	PUNCT
aijbe-844	28	37	canada	canada	PROPN
aijbe-844	28	38	,	,	PUNCT
aijbe-844	28	39	china	china	PROPN
aijbe-844	28	40	,	,	PUNCT
aijbe-844	28	41	japan	japan	PROPN
aijbe-844	28	42	,	,	PUNCT
aijbe-844	28	43	korea	korea	PROPN
aijbe-844	28	44	,	,	PUNCT
aijbe-844	28	45	and	and	CCONJ
aijbe-844	28	46	the	the	DET
aijbe-844	28	47	us	us	PROPN
aijbe-844	28	48	.	.	PUNCT
aijbe-844	29	1	additionally	additionally	ADV
aijbe-844	29	2	,	,	PUNCT
aijbe-844	29	3	their	their	PRON
aijbe-844	29	4	research	research	NOUN
aijbe-844	29	5	explores	explore	VERB
aijbe-844	29	6	the	the	DET
aijbe-844	29	7	effects	effect	NOUN
aijbe-844	29	8	of	of	ADP
aijbe-844	29	9	epu	epu	NOUN
aijbe-844	29	10	on	on	ADP
aijbe-844	29	11	other	other	ADJ
aijbe-844	29	12	financial	financial	ADJ
aijbe-844	29	13	markets	market	NOUN
aijbe-844	29	14	.	.	PUNCT
aijbe-844	30	1	for	for	ADP
aijbe-844	30	2	instance	instance	NOUN
aijbe-844	30	3	,	,	PUNCT
aijbe-844	30	4	fang	fang	PROPN
aijbe-844	30	5	et	et	PROPN
aijbe-844	30	6	al	al	PROPN
aijbe-844	30	7	.	.	PROPN
aijbe-844	31	1	(	(	PUNCT
aijbe-844	31	2	2018	2018	NUM
aijbe-844	31	3	)	)	PUNCT
aijbe-844	31	4	conducted	conduct	VERB
aijbe-844	31	5	research	research	NOUN
aijbe-844	31	6	on	on	ADP
aijbe-844	31	7	the	the	DET
aijbe-844	31	8	futures	future	NOUN
aijbe-844	31	9	market	market	NOUN
aijbe-844	31	10	,	,	PUNCT
aijbe-844	31	11	while	while	SCONJ
aijbe-844	31	12	demir	demir	PROPN
aijbe-844	31	13	and	and	CCONJ
aijbe-844	31	14	ersan	ersan	PROPN
aijbe-844	31	15	(	(	PUNCT
aijbe-844	31	16	2017	2017	NUM
aijbe-844	31	17	)	)	PUNCT
aijbe-844	31	18	focused	focus	VERB
aijbe-844	31	19	on	on	ADP
aijbe-844	31	20	the	the	DET
aijbe-844	31	21	currency	currency	NOUN
aijbe-844	31	22	market	market	NOUN
aijbe-844	31	23	,	,	PUNCT
aijbe-844	31	24	and	and	CCONJ
aijbe-844	31	25	reboredo	reboredo	PROPN
aijbe-844	31	26	and	and	CCONJ
aijbe-844	31	27	naifar	naifar	PROPN
aijbe-844	31	28	(	(	PUNCT
aijbe-844	31	29	2017	2017	NUM
aijbe-844	31	30	)	)	PUNCT
aijbe-844	31	31	examined	examine	VERB
aijbe-844	31	32	the	the	DET
aijbe-844	31	33	bond	bond	NOUN
aijbe-844	31	34	market	market	NOUN
aijbe-844	31	35	.	.	PUNCT
aijbe-844	32	1	krol	krol	PROPN
aijbe-844	32	2	(	(	PUNCT
aijbe-844	32	3	2014	2014	NUM
aijbe-844	32	4	)	)	PUNCT
aijbe-844	32	5	and	and	CCONJ
aijbe-844	32	6	beckmann	beckmann	PROPN
aijbe-844	32	7	and	and	CCONJ
aijbe-844	32	8	czudaj	czudaj	NOUN
aijbe-844	32	9	(	(	PUNCT
aijbe-844	32	10	2017	2017	NUM
aijbe-844	32	11	)	)	PUNCT
aijbe-844	32	12	centered	center	VERB
aijbe-844	32	13	their	their	PRON
aijbe-844	32	14	study	study	NOUN
aijbe-844	32	15	on	on	ADP
aijbe-844	32	16	foreign	foreign	ADJ
aijbe-844	32	17	exchange	exchange	NOUN
aijbe-844	32	18	markets	market	NOUN
aijbe-844	32	19	.	.	PUNCT
aijbe-844	33	1	the	the	DET
aijbe-844	33	2	second	second	ADJ
aijbe-844	33	3	part	part	NOUN
aijbe-844	33	4	of	of	ADP
aijbe-844	33	5	the	the	DET
aijbe-844	33	6	empirical	empirical	ADJ
aijbe-844	33	7	literature	literature	NOUN
aijbe-844	33	8	explores	explore	VERB
aijbe-844	33	9	the	the	DET
aijbe-844	33	10	correlation	correlation	NOUN
aijbe-844	33	11	between	between	ADP
aijbe-844	33	12	these	these	DET
aijbe-844	33	13	two	two	NUM
aijbe-844	33	14	variables	variable	NOUN
aijbe-844	33	15	.	.	PUNCT
aijbe-844	34	1	bekiros	bekiro	NOUN
aijbe-844	34	2	et	et	PROPN
aijbe-844	34	3	al	al	PROPN
aijbe-844	34	4	.	.	PUNCT
aijbe-844	35	1	(	(	PUNCT
aijbe-844	35	2	2016	2016	NUM
aijbe-844	35	3	)	)	PUNCT
aijbe-844	35	4	and	and	CCONJ
aijbe-844	35	5	caggiano	caggiano	VERB
aijbe-844	35	6	et	et	PROPN
aijbe-844	35	7	al	al	PROPN
aijbe-844	35	8	.	.	PROPN
aijbe-844	36	1	(	(	PUNCT
aijbe-844	36	2	2017	2017	NUM
aijbe-844	36	3	)	)	PUNCT
aijbe-844	36	4	investigate	investigate	VERB
aijbe-844	36	5	the	the	DET
aijbe-844	36	6	correlation	correlation	NOUN
aijbe-844	36	7	between	between	ADP
aijbe-844	36	8	the	the	DET
aijbe-844	36	9	united	united	PROPN
aijbe-844	36	10	states	states	PROPN
aijbe-844	36	11	'	'	PART
aijbe-844	36	12	epu	epu	NOUN
aijbe-844	36	13	and	and	CCONJ
aijbe-844	36	14	the	the	DET
aijbe-844	36	15	american	american	ADJ
aijbe-844	36	16	stock	stock	NOUN
aijbe-844	36	17	market	market	NOUN
aijbe-844	36	18	.	.	PUNCT
aijbe-844	37	1	xiong	xiong	PROPN
aijbe-844	37	2	and	and	CCONJ
aijbe-844	37	3	yu	yu	PROPN
aijbe-844	37	4	(	(	PUNCT
aijbe-844	37	5	2018	2018	NUM
aijbe-844	37	6	)	)	PUNCT
aijbe-844	37	7	employ	employ	VERB
aijbe-844	37	8	a	a	DET
aijbe-844	37	9	dynamic	dynamic	ADJ
aijbe-844	37	10	conditional	conditional	ADJ
aijbe-844	37	11	correlation	correlation	NOUN
aijbe-844	37	12	multivariate	multivariate	NOUN
aijbe-844	37	13	generalized	generalize	VERB
aijbe-844	37	14	autoregressive	autoregressive	ADJ
aijbe-844	37	15	conditionally	conditionally	ADV
aijbe-844	37	16	heteroskedastic	heteroskedastic	ADJ
aijbe-844	37	17	model	model	NOUN
aijbe-844	37	18	to	to	PART
aijbe-844	37	19	examine	examine	VERB
aijbe-844	37	20	the	the	DET
aijbe-844	37	21	correlation	correlation	NOUN
aijbe-844	37	22	between	between	ADP
aijbe-844	37	23	china	china	PROPN
aijbe-844	37	24	's	's	PART
aijbe-844	37	25	epu	epu	NOUN
aijbe-844	37	26	and	and	CCONJ
aijbe-844	37	27	its	its	PRON
aijbe-844	37	28	stock	stock	NOUN
aijbe-844	37	29	market	market	NOUN
aijbe-844	37	30	.	.	PUNCT
aijbe-844	38	1	previous	previous	ADJ
aijbe-844	38	2	literature	literature	NOUN
aijbe-844	38	3	has	have	AUX
aijbe-844	38	4	also	also	ADV
aijbe-844	38	5	explored	explore	VERB
aijbe-844	38	6	the	the	DET
aijbe-844	38	7	correlation	correlation	NOUN
aijbe-844	38	8	between	between	ADP
aijbe-844	38	9	epu	epu	NOUN
aijbe-844	38	10	and	and	CCONJ
aijbe-844	38	11	various	various	ADJ
aijbe-844	38	12	markets	market	NOUN
aijbe-844	38	13	,	,	PUNCT
aijbe-844	38	14	including	include	VERB
aijbe-844	38	15	the	the	DET
aijbe-844	38	16	stock	stock	NOUN
aijbe-844	38	17	-	-	PUNCT
aijbe-844	38	18	bond	bond	NOUN
aijbe-844	38	19	correlation	correlation	NOUN
aijbe-844	38	20	(	(	PUNCT
aijbe-844	38	21	fang	fang	X
aijbe-844	38	22	et	et	PROPN
aijbe-844	38	23	al	al	PROPN
aijbe-844	38	24	.	.	PROPN
aijbe-844	38	25	,	,	PUNCT
aijbe-844	38	26	2017	2017	NUM
aijbe-844	38	27	)	)	PUNCT
aijbe-844	38	28	and	and	CCONJ
aijbe-844	38	29	goldstock	goldstock	NOUN
aijbe-844	38	30	correlation	correlation	NOUN
aijbe-844	38	31	(	(	PUNCT
aijbe-844	38	32	gao	gao	PROPN
aijbe-844	38	33	and	and	CCONJ
aijbe-844	38	34	zhang	zhang	PROPN
aijbe-844	38	35	,	,	PUNCT
aijbe-844	38	36	2016	2016	NUM
aijbe-844	38	37	)	)	PUNCT
aijbe-844	38	38	.	.	PUNCT
aijbe-844	39	1	however	however	ADV
aijbe-844	39	2	,	,	PUNCT
aijbe-844	39	3	previous	previous	ADJ
aijbe-844	39	4	studies	study	NOUN
aijbe-844	39	5	have	have	VERB
aijbe-844	39	6	some	some	DET
aijbe-844	39	7	limitations	limitation	NOUN
aijbe-844	39	8	.	.	PUNCT
aijbe-844	40	1	firstly	firstly	ADV
aijbe-844	40	2	,	,	PUNCT
aijbe-844	40	3	the	the	DET
aijbe-844	40	4	short	short	ADJ
aijbe-844	40	5	-	-	PUNCT
aijbe-844	40	6	term	term	NOUN
aijbe-844	40	7	volatility	volatility	NOUN
aijbe-844	40	8	component	component	NOUN
aijbe-844	40	9	in	in	ADP
aijbe-844	40	10	stock	stock	NOUN
aijbe-844	40	11	returns	return	NOUN
aijbe-844	40	12	is	be	AUX
aijbe-844	40	13	linked	link	VERB
aijbe-844	40	14	to	to	ADP
aijbe-844	40	15	its	its	PRON
aijbe-844	40	16	own	own	ADJ
aijbe-844	40	17	past	past	ADJ
aijbe-844	40	18	information	information	NOUN
aijbe-844	40	19	,	,	PUNCT
aijbe-844	40	20	while	while	SCONJ
aijbe-844	40	21	the	the	DET
aijbe-844	40	22	long	long	ADJ
aijbe-844	40	23	-	-	PUNCT
aijbe-844	40	24	term	term	NOUN
aijbe-844	40	25	component	component	NOUN
aijbe-844	40	26	of	of	ADP
aijbe-844	40	27	volatility	volatility	NOUN
aijbe-844	40	28	is	be	AUX
aijbe-844	40	29	associated	associate	VERB
aijbe-844	40	30	with	with	ADP
aijbe-844	40	31	macroeconomic	macroeconomic	ADJ
aijbe-844	40	32	fundamentals	fundamental	NOUN
aijbe-844	40	33	(	(	PUNCT
aijbe-844	40	34	asgharian	asgharian	PROPN
aijbe-844	40	35	et	et	PROPN
aijbe-844	40	36	al	al	PROPN
aijbe-844	40	37	.	.	PROPN
aijbe-844	40	38	,	,	PUNCT
aijbe-844	40	39	2013	2013	NUM
aijbe-844	40	40	;	;	PUNCT
aijbe-844	40	41	engle	engle	PROPN
aijbe-844	40	42	et	et	PROPN
aijbe-844	40	43	al	al	PROPN
aijbe-844	40	44	.	.	PROPN
aijbe-844	40	45	,	,	PUNCT
aijbe-844	40	46	2013	2013	NUM
aijbe-844	40	47	)	)	PUNCT
aijbe-844	40	48	.	.	PUNCT
aijbe-844	41	1	given	give	VERB
aijbe-844	41	2	this	this	DET
aijbe-844	41	3	observation	observation	NOUN
aijbe-844	41	4	,	,	PUNCT
aijbe-844	41	5	it	it	PRON
aijbe-844	41	6	is	be	AUX
aijbe-844	41	7	fitting	fitting	ADJ
aijbe-844	41	8	to	to	PART
aijbe-844	41	9	deploy	deploy	VERB
aijbe-844	41	10	a	a	DET
aijbe-844	41	11	model	model	NOUN
aijbe-844	41	12	that	that	PRON
aijbe-844	41	13	distinguishes	distinguish	VERB
aijbe-844	41	14	between	between	ADP
aijbe-844	41	15	the	the	DET
aijbe-844	41	16	overall	overall	ADJ
aijbe-844	41	17	volatility	volatility	NOUN
aijbe-844	41	18	of	of	ADP
aijbe-844	41	19	stocks	stock	NOUN
aijbe-844	41	20	into	into	ADP
aijbe-844	41	21	its	its	PRON
aijbe-844	41	22	long	long	ADJ
aijbe-844	41	23	-	-	PUNCT
aijbe-844	41	24	term	term	NOUN
aijbe-844	41	25	and	and	CCONJ
aijbe-844	41	26	short	short	ADJ
aijbe-844	41	27	-	-	PUNCT
aijbe-844	41	28	term	term	NOUN
aijbe-844	41	29	components	component	NOUN
aijbe-844	41	30	by	by	ADP
aijbe-844	41	31	incorporating	incorporate	VERB
aijbe-844	41	32	the	the	DET
aijbe-844	41	33	gepu	gepu	NOUN
aijbe-844	41	34	variable	variable	NOUN
aijbe-844	41	35	in	in	ADP
aijbe-844	41	36	the	the	DET
aijbe-844	41	37	former	former	NOUN
aijbe-844	41	38	.	.	PUNCT
aijbe-844	42	1	this	this	DET
aijbe-844	42	2	model	model	NOUN
aijbe-844	42	3	is	be	AUX
aijbe-844	42	4	known	know	VERB
aijbe-844	42	5	as	as	ADP
aijbe-844	42	6	the	the	DET
aijbe-844	42	7	generalized	generalized	ADJ
aijbe-844	42	8	autoregressive	autoregressive	ADJ
aijbe-844	42	9	conditional	conditional	ADJ
aijbe-844	42	10	heteroskedasticity	heteroskedasticity	NOUN
aijbe-844	42	11	extended	extend	VERB
aijbe-844	42	12	mixed	mixed	ADJ
aijbe-844	42	13	data	datum	NOUN
aijbe-844	42	14	sampling	sample	VERB
aijbe-844	42	15	(	(	PUNCT
aijbe-844	42	16	garch	garch	NOUN
aijbe-844	42	17	-	-	PUNCT
aijbe-844	42	18	midas	midas	PROPN
aijbe-844	42	19	)	)	PUNCT
aijbe-844	42	20	model	model	NOUN
aijbe-844	42	21	.	.	PUNCT
aijbe-844	43	1	these	these	DET
aijbe-844	43	2	studies	study	NOUN
aijbe-844	43	3	examine	examine	VERB
aijbe-844	43	4	the	the	DET
aijbe-844	43	5	relationship	relationship	NOUN
aijbe-844	43	6	between	between	ADP
aijbe-844	43	7	the	the	DET
aijbe-844	43	8	variables	variable	NOUN
aijbe-844	43	9	,	,	PUNCT
aijbe-844	43	10	factoring	factor	VERB
aijbe-844	43	11	in	in	ADP
aijbe-844	43	12	global	global	ADJ
aijbe-844	43	13	financial	financial	ADJ
aijbe-844	43	14	crises	crisis	NOUN
aijbe-844	43	15	.	.	PUNCT
aijbe-844	44	1	further	further	ADJ
aijbe-844	44	2	research	research	NOUN
aijbe-844	44	3	shows	show	VERB
aijbe-844	44	4	that	that	SCONJ
aijbe-844	44	5	covid-19	covid-19	PROPN
aijbe-844	44	6	significantly	significantly	ADV
aijbe-844	44	7	affects	affect	VERB
aijbe-844	44	8	the	the	DET
aijbe-844	44	9	correlation	correlation	NOUN
aijbe-844	44	10	between	between	ADP
aijbe-844	44	11	gepu	gepu	NOUN
aijbe-844	44	12	and	and	CCONJ
aijbe-844	44	13	stock	stock	NOUN
aijbe-844	44	14	market	market	NOUN
aijbe-844	44	15	returns	return	NOUN
aijbe-844	44	16	'	'	PART
aijbe-844	44	17	volatility	volatility	NOUN
aijbe-844	44	18	.	.	PUNCT
aijbe-844	45	1	notably	notably	ADV
aijbe-844	45	2	,	,	PUNCT
aijbe-844	45	3	sharif	sharif	PROPN
aijbe-844	45	4	et	et	PROPN
aijbe-844	45	5	al	al	PROPN
aijbe-844	45	6	.	.	PROPN
aijbe-844	46	1	(	(	PUNCT
aijbe-844	46	2	2020	2020	NUM
aijbe-844	46	3	)	)	PUNCT
aijbe-844	46	4	,	,	PUNCT
aijbe-844	46	5	yang	yang	PROPN
aijbe-844	46	6	and	and	CCONJ
aijbe-844	46	7	yang	yang	PROPN
aijbe-844	46	8	(	(	PUNCT
aijbe-844	46	9	2021	2021	NUM
aijbe-844	46	10	)	)	PUNCT
aijbe-844	46	11	,	,	PUNCT
aijbe-844	46	12	ahmed	ahme	VERB
aijbe-844	46	13	and	and	CCONJ
aijbe-844	46	14	sarkodie	sarkodie	PROPN
aijbe-844	46	15	(	(	PUNCT
aijbe-844	46	16	2021	2021	NUM
aijbe-844	46	17	)	)	PUNCT
aijbe-844	46	18	,	,	PUNCT
aijbe-844	46	19	youssef	youssef	PROPN
aijbe-844	46	20	et	et	PROPN
aijbe-844	46	21	al	al	PROPN
aijbe-844	46	22	.	.	PROPN
aijbe-844	47	1	(	(	PUNCT
aijbe-844	47	2	2021	2021	NUM
aijbe-844	47	3	)	)	PUNCT
aijbe-844	47	4	,	,	PUNCT
aijbe-844	47	5	and	and	CCONJ
aijbe-844	47	6	apostolakis	apostolakis	INTJ
aijbe-844	47	7	et	et	PROPN
aijbe-844	47	8	al	al	PROPN
aijbe-844	47	9	.	.	PROPN
aijbe-844	48	1	(	(	PUNCT
aijbe-844	48	2	2021	2021	NUM
aijbe-844	48	3	)	)	PUNCT
aijbe-844	48	4	have	have	AUX
aijbe-844	48	5	reported	report	VERB
aijbe-844	48	6	such	such	ADJ
aijbe-844	48	7	findings	finding	NOUN
aijbe-844	48	8	.	.	PUNCT
aijbe-844	49	1	previous	previous	ADJ
aijbe-844	49	2	research	research	NOUN
aijbe-844	49	3	has	have	AUX
aijbe-844	49	4	given	give	VERB
aijbe-844	49	5	greater	great	ADJ
aijbe-844	49	6	attention	attention	NOUN
aijbe-844	49	7	to	to	ADP
aijbe-844	49	8	developed	develop	VERB
aijbe-844	49	9	countries	country	NOUN
aijbe-844	49	10	and	and	CCONJ
aijbe-844	49	11	less	less	ADJ
aijbe-844	49	12	to	to	ADP
aijbe-844	49	13	emerging	emerge	VERB
aijbe-844	49	14	ones	one	NOUN
aijbe-844	49	15	.	.	PUNCT
aijbe-844	50	1	therefore	therefore	ADV
aijbe-844	50	2	,	,	PUNCT
aijbe-844	50	3	our	our	PRON
aijbe-844	50	4	study	study	NOUN
aijbe-844	50	5	focuses	focus	VERB
aijbe-844	50	6	on	on	ADP
aijbe-844	50	7	the	the	DET
aijbe-844	50	8	sadc	sadc	PROPN
aijbe-844	50	9	,	,	PUNCT
aijbe-844	50	10	a	a	DET
aijbe-844	50	11	market	market	NOUN
aijbe-844	50	12	that	that	PRON
aijbe-844	50	13	has	have	AUX
aijbe-844	50	14	received	receive	VERB
aijbe-844	50	15	limited	limited	ADJ
aijbe-844	50	16	examination	examination	NOUN
aijbe-844	50	17	and	and	CCONJ
aijbe-844	50	18	integration	integration	NOUN
aijbe-844	50	19	.	.	PUNCT
aijbe-844	51	1	thus	thus	ADV
aijbe-844	51	2	,	,	PUNCT
aijbe-844	51	3	a	a	DET
aijbe-844	51	4	major	major	ADJ
aijbe-844	51	5	query	query	NOUN
aijbe-844	51	6	arises	arise	VERB
aijbe-844	51	7	from	from	ADP
aijbe-844	51	8	our	our	PRON
aijbe-844	51	9	reflections	reflection	NOUN
aijbe-844	51	10	:	:	PUNCT
aijbe-844	51	11	has	have	AUX
aijbe-844	51	12	the	the	DET
aijbe-844	51	13	covid-19	covid-19	PROPN
aijbe-844	51	14	outbreak	outbreak	NOUN
aijbe-844	51	15	changed	change	VERB
aijbe-844	51	16	the	the	DET
aijbe-844	51	17	dynamics	dynamic	NOUN
aijbe-844	51	18	of	of	ADP
aijbe-844	51	19	the	the	DET
aijbe-844	51	20	link	link	NOUN
aijbe-844	51	21	between	between	ADP
aijbe-844	51	22	gepu	gepu	NOUN
aijbe-844	51	23	and	and	CCONJ
aijbe-844	51	24	the	the	DET
aijbe-844	51	25	instability	instability	NOUN
aijbe-844	51	26	of	of	ADP
aijbe-844	51	27	stock	stock	NOUN
aijbe-844	51	28	market	market	NOUN
aijbe-844	51	29	returns	return	NOUN
aijbe-844	51	30	in	in	ADP
aijbe-844	51	31	particular	particular	ADJ
aijbe-844	51	32	sadc	sadc	PROPN
aijbe-844	51	33	markets	market	NOUN
aijbe-844	51	34	?	?	PUNCT
aijbe-844	52	1	the	the	DET
aijbe-844	52	2	aim	aim	NOUN
aijbe-844	52	3	of	of	ADP
aijbe-844	52	4	this	this	DET
aijbe-844	52	5	study	study	NOUN
aijbe-844	52	6	is	be	AUX
aijbe-844	52	7	to	to	PART
aijbe-844	52	8	investigate	investigate	VERB
aijbe-844	52	9	the	the	DET
aijbe-844	52	10	effects	effect	NOUN
aijbe-844	52	11	of	of	ADP
aijbe-844	52	12	global	global	ADJ
aijbe-844	52	13	economic	economic	ADJ
aijbe-844	52	14	policy	policy	NOUN
aijbe-844	52	15	uncertainty	uncertainty	NOUN
aijbe-844	52	16	and	and	CCONJ
aijbe-844	52	17	oil	oil	NOUN
aijbe-844	52	18	shocks	shock	NOUN
aijbe-844	52	19	on	on	ADP
aijbe-844	52	20	stock	stock	NOUN
aijbe-844	52	21	market	market	NOUN
aijbe-844	52	22	volatility	volatility	NOUN
aijbe-844	52	23	in	in	ADP
aijbe-844	52	24	botswana	botswana	PROPN
aijbe-844	52	25	,	,	PUNCT
aijbe-844	52	26	mauritius	mauritius	PROPN
aijbe-844	52	27	,	,	PUNCT
aijbe-844	52	28	and	and	CCONJ
aijbe-844	52	29	south	south	PROPN
aijbe-844	52	30	africa	africa	PROPN
aijbe-844	52	31	both	both	CCONJ
aijbe-844	52	32	before	before	ADP
aijbe-844	52	33	and	and	CCONJ
aijbe-844	52	34	during	during	ADP
aijbe-844	52	35	the	the	DET
aijbe-844	52	36	covid-19	covid-19	PROPN
aijbe-844	52	37	pandemic	pandemic	NOUN
aijbe-844	52	38	.	.	PUNCT
aijbe-844	53	1	the	the	DET
aijbe-844	53	2	study	study	NOUN
aijbe-844	53	3	has	have	VERB
aijbe-844	53	4	two	two	NUM
aijbe-844	53	5	specific	specific	ADJ
aijbe-844	53	6	objectives	objective	NOUN
aijbe-844	53	7	as	as	SCONJ
aijbe-844	53	8	follows	follow	VERB
aijbe-844	53	9	:	:	PUNCT
aijbe-844	53	10	to	to	PART
aijbe-844	53	11	investigate	investigate	VERB
aijbe-844	53	12	the	the	DET
aijbe-844	53	13	effects	effect	NOUN
aijbe-844	53	14	of	of	ADP
aijbe-844	53	15	gepu	gepu	NOUN
aijbe-844	53	16	and	and	CCONJ
aijbe-844	53	17	shocks	shock	NOUN
aijbe-844	53	18	in	in	ADP
aijbe-844	53	19	oil	oil	NOUN
aijbe-844	53	20	consumption	consumption	NOUN
aijbe-844	53	21	demand	demand	NOUN
aijbe-844	53	22	on	on	ADP
aijbe-844	53	23	stock	stock	NOUN
aijbe-844	53	24	volatility	volatility	NOUN
aijbe-844	53	25	in	in	ADP
aijbe-844	53	26	the	the	DET
aijbe-844	53	27	sadc	sadc	PROPN
aijbe-844	53	28	nations	nation	NOUN
aijbe-844	53	29	prior	prior	ADV
aijbe-844	53	30	to	to	ADP
aijbe-844	53	31	and	and	CCONJ
aijbe-844	53	32	following	follow	VERB
aijbe-844	53	33	the	the	DET
aijbe-844	53	34	covid-19	covid-19	PROPN
aijbe-844	53	35	outbreak	outbreak	NOUN
aijbe-844	53	36	,	,	PUNCT
aijbe-844	53	37	and	and	CCONJ
aijbe-844	53	38	to	to	PART
aijbe-844	53	39	demonstrate	demonstrate	VERB
aijbe-844	53	40	the	the	DET
aijbe-844	53	41	dynamic	dynamic	ADJ
aijbe-844	53	42	connection	connection	NOUN
aijbe-844	53	43	between	between	ADP
aijbe-844	53	44	the	the	DET
aijbe-844	53	45	pandemic	pandemic	ADJ
aijbe-844	53	46	,	,	PUNCT
aijbe-844	53	47	gepu	gepu	NOUN
aijbe-844	53	48	,	,	PUNCT
aijbe-844	53	49	and	and	CCONJ
aijbe-844	53	50	stock	stock	NOUN
aijbe-844	53	51	market	market	NOUN
aijbe-844	53	52	return	return	NOUN
aijbe-844	53	53	volatility	volatility	NOUN
aijbe-844	53	54	in	in	ADP
aijbe-844	53	55	these	these	DET
aijbe-844	53	56	same	same	ADJ
aijbe-844	53	57	regions	region	NOUN
aijbe-844	53	58	.	.	PUNCT
aijbe-844	54	1	to	to	PART
aijbe-844	54	2	achieve	achieve	VERB
aijbe-844	54	3	our	our	PRON
aijbe-844	54	4	objective	objective	NOUN
aijbe-844	54	5	,	,	PUNCT
aijbe-844	54	6	we	we	PRON
aijbe-844	54	7	examine	examine	VERB
aijbe-844	54	8	the	the	DET
aijbe-844	54	9	following	follow	VERB
aijbe-844	54	10	hypotheses	hypothesis	NOUN
aijbe-844	54	11	in	in	ADP
aijbe-844	54	12	our	our	PRON
aijbe-844	54	13	study	study	NOUN
aijbe-844	54	14	:	:	PUNCT
aijbe-844	54	15	i	i	NOUN
aijbe-844	54	16	)	)	PUNCT
aijbe-844	54	17	the	the	DET
aijbe-844	54	18	impact	impact	NOUN
aijbe-844	54	19	of	of	ADP
aijbe-844	54	20	gepu	gepu	NOUN
aijbe-844	54	21	and	and	CCONJ
aijbe-844	54	22	oil	oil	NOUN
aijbe-844	54	23	consumption	consumption	NOUN
aijbe-844	54	24	david	david	PROPN
aijbe-844	54	25	m.	m.	PROPN
aijbe-844	54	26	reynolds	reynolds	PROPN
aijbe-844	54	27	(	(	PUNCT
aijbe-844	54	28	2024	2024	NUM
aijbe-844	54	29	)	)	PUNCT
aijbe-844	54	30	19	19	NUM
aijbe-844	54	31	american	american	ADJ
aijbe-844	54	32	interdisciplinary	interdisciplinary	ADJ
aijbe-844	54	33	journal	journal	NOUN
aijbe-844	54	34	of	of	ADP
aijbe-844	54	35	business	business	NOUN
aijbe-844	54	36	and	and	CCONJ
aijbe-844	54	37	economics	economic	NOUN
aijbe-844	54	38	|	|	ADV
aijbe-844	54	39	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	NOUN
aijbe-844	54	40	demand	demand	NOUN
aijbe-844	54	41	shocks	shock	NOUN
aijbe-844	54	42	on	on	ADP
aijbe-844	54	43	stock	stock	NOUN
aijbe-844	54	44	volatility	volatility	NOUN
aijbe-844	54	45	in	in	ADP
aijbe-844	54	46	sadc	sadc	PROPN
aijbe-844	54	47	countries	country	NOUN
aijbe-844	54	48	is	be	AUX
aijbe-844	54	49	positive	positive	ADJ
aijbe-844	54	50	and	and	CCONJ
aijbe-844	54	51	significant	significant	ADJ
aijbe-844	54	52	;	;	PUNCT
aijbe-844	54	53	ii	ii	X
aijbe-844	54	54	)	)	PUNCT
aijbe-844	54	55	the	the	DET
aijbe-844	54	56	relationship	relationship	NOUN
aijbe-844	54	57	between	between	ADP
aijbe-844	54	58	the	the	DET
aijbe-844	54	59	covid-19	covid-19	PROPN
aijbe-844	54	60	pandemic	pandemic	NOUN
aijbe-844	54	61	,	,	PUNCT
aijbe-844	54	62	gepu	gepu	NOUN
aijbe-844	54	63	,	,	PUNCT
aijbe-844	54	64	and	and	CCONJ
aijbe-844	54	65	stock	stock	NOUN
aijbe-844	54	66	market	market	NOUN
aijbe-844	54	67	volatility	volatility	NOUN
aijbe-844	54	68	is	be	AUX
aijbe-844	54	69	ever	ever	ADV
aijbe-844	54	70	-	-	PUNCT
aijbe-844	54	71	changing	change	VERB
aijbe-844	54	72	.	.	PUNCT
aijbe-844	55	1	this	this	DET
aijbe-844	55	2	study	study	NOUN
aijbe-844	55	3	’s	’s	PART
aijbe-844	55	4	choice	choice	NOUN
aijbe-844	55	5	of	of	ADP
aijbe-844	55	6	the	the	DET
aijbe-844	55	7	sadc	sadc	PROPN
aijbe-844	55	8	is	be	AUX
aijbe-844	55	9	underlined	underline	VERB
aijbe-844	55	10	by	by	ADP
aijbe-844	55	11	its	its	PRON
aijbe-844	55	12	status	status	NOUN
aijbe-844	55	13	as	as	ADP
aijbe-844	55	14	one	one	NUM
aijbe-844	55	15	of	of	ADP
aijbe-844	55	16	the	the	DET
aijbe-844	55	17	major	major	ADJ
aijbe-844	55	18	players	player	NOUN
aijbe-844	55	19	in	in	ADP
aijbe-844	55	20	the	the	DET
aijbe-844	55	21	exploration	exploration	NOUN
aijbe-844	55	22	and	and	CCONJ
aijbe-844	55	23	export	export	NOUN
aijbe-844	55	24	of	of	ADP
aijbe-844	55	25	crude	crude	ADJ
aijbe-844	55	26	oil	oil	NOUN
aijbe-844	55	27	,	,	PUNCT
aijbe-844	55	28	and	and	CCONJ
aijbe-844	55	29	that	that	SCONJ
aijbe-844	55	30	its	its	PRON
aijbe-844	55	31	main	main	ADJ
aijbe-844	55	32	trading	trading	NOUN
aijbe-844	55	33	and	and	CCONJ
aijbe-844	55	34	investment	investment	NOUN
aijbe-844	55	35	partner	partner	NOUN
aijbe-844	55	36	(	(	PUNCT
aijbe-844	55	37	europe	europe	PROPN
aijbe-844	55	38	)	)	PUNCT
aijbe-844	55	39	is	be	AUX
aijbe-844	55	40	suffering	suffer	VERB
aijbe-844	55	41	from	from	ADP
aijbe-844	55	42	the	the	DET
aijbe-844	55	43	devastating	devastating	ADJ
aijbe-844	55	44	covid-19	covid-19	PROPN
aijbe-844	55	45	pandemic	pandemic	ADJ
aijbe-844	55	46	(	(	PUNCT
aijbe-844	55	47	mckibbin	mckibbin	NOUN
aijbe-844	55	48	and	and	CCONJ
aijbe-844	55	49	fernando	fernando	NOUN
aijbe-844	55	50	,	,	PUNCT
aijbe-844	55	51	2021	2021	NUM
aijbe-844	55	52	)	)	PUNCT
aijbe-844	55	53	.	.	PUNCT
aijbe-844	56	1	subsequently	subsequently	ADV
aijbe-844	56	2	,	,	PUNCT
aijbe-844	56	3	this	this	DET
aijbe-844	56	4	development	development	NOUN
aijbe-844	56	5	constrains	constrain	VERB
aijbe-844	56	6	them	they	PRON
aijbe-844	56	7	to	to	ADP
aijbe-844	56	8	certain	certain	ADJ
aijbe-844	56	9	policies	policy	NOUN
aijbe-844	56	10	in	in	ADP
aijbe-844	56	11	favor	favor	NOUN
aijbe-844	56	12	of	of	ADP
aijbe-844	56	13	intraregional	intraregional	ADJ
aijbe-844	56	14	trade	trade	NOUN
aijbe-844	56	15	and	and	CCONJ
aijbe-844	56	16	investment	investment	NOUN
aijbe-844	56	17	,	,	PUNCT
aijbe-844	56	18	which	which	PRON
aijbe-844	56	19	should	should	AUX
aijbe-844	56	20	have	have	VERB
aijbe-844	56	21	an	an	DET
aijbe-844	56	22	impact	impact	NOUN
aijbe-844	56	23	on	on	ADP
aijbe-844	56	24	its	its	PRON
aijbe-844	56	25	stock	stock	NOUN
aijbe-844	56	26	market	market	NOUN
aijbe-844	56	27	.	.	PUNCT
aijbe-844	57	1	furthermore	furthermore	ADV
aijbe-844	57	2	,	,	PUNCT
aijbe-844	57	3	we	we	PRON
aijbe-844	57	4	find	find	VERB
aijbe-844	57	5	the	the	DET
aijbe-844	57	6	impact	impact	NOUN
aijbe-844	57	7	of	of	ADP
aijbe-844	57	8	health	health	NOUN
aijbe-844	57	9	responses	response	NOUN
aijbe-844	57	10	taken	take	VERB
aijbe-844	57	11	by	by	ADP
aijbe-844	57	12	some	some	PRON
aijbe-844	57	13	of	of	ADP
aijbe-844	57	14	the	the	DET
aijbe-844	57	15	sadc	sadc	PROPN
aijbe-844	57	16	countries	country	NOUN
aijbe-844	57	17	,	,	PUNCT
aijbe-844	57	18	on	on	ADP
aijbe-844	57	19	the	the	DET
aijbe-844	57	20	stock	stock	NOUN
aijbe-844	57	21	market	market	NOUN
aijbe-844	57	22	to	to	PART
aijbe-844	57	23	be	be	AUX
aijbe-844	57	24	worth	worth	ADJ
aijbe-844	57	25	studying	study	VERB
aijbe-844	57	26	.	.	PUNCT
aijbe-844	58	1	indeed	indeed	ADV
aijbe-844	58	2	,	,	PUNCT
aijbe-844	58	3	the	the	DET
aijbe-844	58	4	tanzanian	tanzanian	ADJ
aijbe-844	58	5	government	government	NOUN
aijbe-844	58	6	officially	officially	ADV
aijbe-844	58	7	declared	declare	VERB
aijbe-844	58	8	the	the	DET
aijbe-844	58	9	virus	virus	NOUN
aijbe-844	58	10	to	to	PART
aijbe-844	58	11	be	be	AUX
aijbe-844	58	12	over	over	ADV
aijbe-844	58	13	and	and	CCONJ
aijbe-844	58	14	stopped	stop	VERB
aijbe-844	58	15	recording	recording	NOUN
aijbe-844	58	16	cases	case	NOUN
aijbe-844	58	17	towards	towards	ADP
aijbe-844	58	18	the	the	DET
aijbe-844	58	19	end	end	NOUN
aijbe-844	58	20	of	of	ADP
aijbe-844	58	21	april	april	PROPN
aijbe-844	58	22	2020	2020	NUM
aijbe-844	58	23	.	.	PUNCT
aijbe-844	59	1	similarly	similarly	ADV
aijbe-844	59	2	,	,	PUNCT
aijbe-844	59	3	madagascar	madagascar	PROPN
aijbe-844	59	4	has	have	AUX
aijbe-844	59	5	also	also	ADV
aijbe-844	59	6	become	become	VERB
aijbe-844	59	7	a	a	DET
aijbe-844	59	8	center	center	NOUN
aijbe-844	59	9	of	of	ADP
aijbe-844	59	10	attention	attention	NOUN
aijbe-844	59	11	with	with	ADP
aijbe-844	59	12	its	its	PRON
aijbe-844	59	13	claim	claim	NOUN
aijbe-844	59	14	to	to	PART
aijbe-844	59	15	have	have	AUX
aijbe-844	59	16	discovered	discover	VERB
aijbe-844	59	17	a	a	DET
aijbe-844	59	18	cure	cure	NOUN
aijbe-844	59	19	for	for	ADP
aijbe-844	59	20	the	the	DET
aijbe-844	59	21	deadly	deadly	ADJ
aijbe-844	59	22	covid-19	covid-19	PROPN
aijbe-844	59	23	pandemic	pandemic	ADJ
aijbe-844	59	24	(	(	PUNCT
aijbe-844	59	25	mthembu	mthembu	NOUN
aijbe-844	59	26	,	,	PUNCT
aijbe-844	59	27	2020	2020	NUM
aijbe-844	59	28	)	)	PUNCT
aijbe-844	59	29	.	.	PUNCT
aijbe-844	60	1	there	there	PRON
aijbe-844	60	2	is	be	VERB
aijbe-844	60	3	agreement	agreement	NOUN
aijbe-844	60	4	that	that	SCONJ
aijbe-844	60	5	these	these	DET
aijbe-844	60	6	events	event	NOUN
aijbe-844	60	7	may	may	AUX
aijbe-844	60	8	have	have	AUX
aijbe-844	60	9	an	an	DET
aijbe-844	60	10	impact	impact	NOUN
aijbe-844	60	11	on	on	ADP
aijbe-844	60	12	the	the	DET
aijbe-844	60	13	link	link	NOUN
aijbe-844	60	14	between	between	ADP
aijbe-844	60	15	oil	oil	NOUN
aijbe-844	60	16	and	and	CCONJ
aijbe-844	60	17	stock	stock	NOUN
aijbe-844	60	18	prices	price	NOUN
aijbe-844	60	19	in	in	ADP
aijbe-844	60	20	the	the	DET
aijbe-844	60	21	region	region	NOUN
aijbe-844	60	22	,	,	PUNCT
aijbe-844	60	23	which	which	PRON
aijbe-844	60	24	necessitates	necessitate	VERB
aijbe-844	60	25	the	the	DET
aijbe-844	60	26	present	present	ADJ
aijbe-844	60	27	study	study	NOUN
aijbe-844	60	28	.	.	PUNCT
aijbe-844	61	1	two	two	NUM
aijbe-844	61	2	important	important	ADJ
aijbe-844	61	3	contributions	contribution	NOUN
aijbe-844	61	4	can	can	AUX
aijbe-844	61	5	be	be	AUX
aijbe-844	61	6	drawn	draw	VERB
aijbe-844	61	7	from	from	ADP
aijbe-844	61	8	this	this	DET
aijbe-844	61	9	study	study	NOUN
aijbe-844	61	10	.	.	PUNCT
aijbe-844	62	1	first	first	ADV
aijbe-844	62	2	,	,	PUNCT
aijbe-844	62	3	we	we	PRON
aijbe-844	62	4	take	take	VERB
aijbe-844	62	5	into	into	ADP
aijbe-844	62	6	account	account	NOUN
aijbe-844	62	7	the	the	DET
aijbe-844	62	8	covid-19	covid-19	PROPN
aijbe-844	62	9	health	health	NOUN
aijbe-844	62	10	crisis	crisis	NOUN
aijbe-844	62	11	in	in	ADP
aijbe-844	62	12	the	the	DET
aijbe-844	62	13	analysis	analysis	NOUN
aijbe-844	62	14	of	of	ADP
aijbe-844	62	15	the	the	DET
aijbe-844	62	16	relationship	relationship	NOUN
aijbe-844	62	17	between	between	ADP
aijbe-844	62	18	gepu	gepu	NOUN
aijbe-844	62	19	and	and	CCONJ
aijbe-844	62	20	the	the	DET
aijbe-844	62	21	returns	return	NOUN
aijbe-844	62	22	of	of	ADP
aijbe-844	62	23	certain	certain	ADJ
aijbe-844	62	24	southern	southern	ADJ
aijbe-844	62	25	african	african	ADJ
aijbe-844	62	26	development	development	NOUN
aijbe-844	62	27	community	community	NOUN
aijbe-844	62	28	(	(	PUNCT
aijbe-844	62	29	sadc	sadc	PROPN
aijbe-844	62	30	)	)	PUNCT
aijbe-844	62	31	countries	country	NOUN
aijbe-844	62	32	'	'	PART
aijbe-844	62	33	stock	stock	NOUN
aijbe-844	62	34	exchanges	exchange	NOUN
aijbe-844	62	35	.	.	PUNCT
aijbe-844	63	1	the	the	DET
aijbe-844	63	2	analysis	analysis	NOUN
aijbe-844	63	3	of	of	ADP
aijbe-844	63	4	this	this	DET
aijbe-844	63	5	study	study	NOUN
aijbe-844	63	6	is	be	AUX
aijbe-844	63	7	relevant	relevant	ADJ
aijbe-844	63	8	insofar	insofar	ADV
aijbe-844	63	9	as	as	SCONJ
aijbe-844	63	10	this	this	DET
aijbe-844	63	11	pandemic	pandemic	NOUN
aijbe-844	63	12	has	have	AUX
aijbe-844	63	13	had	have	VERB
aijbe-844	63	14	very	very	ADV
aijbe-844	63	15	costly	costly	ADJ
aijbe-844	63	16	repercussions	repercussion	NOUN
aijbe-844	63	17	on	on	ADP
aijbe-844	63	18	the	the	DET
aijbe-844	63	19	stock	stock	NOUN
aijbe-844	63	20	market	market	NOUN
aijbe-844	63	21	returns	return	NOUN
aijbe-844	63	22	of	of	ADP
aijbe-844	63	23	these	these	DET
aijbe-844	63	24	places	place	NOUN
aijbe-844	63	25	.	.	PUNCT
aijbe-844	64	1	second	second	ADJ
aijbe-844	64	2	,	,	PUNCT
aijbe-844	64	3	in	in	ADP
aijbe-844	64	4	this	this	DET
aijbe-844	64	5	article	article	NOUN
aijbe-844	64	6	,	,	PUNCT
aijbe-844	64	7	we	we	PRON
aijbe-844	64	8	employ	employ	VERB
aijbe-844	64	9	a	a	DET
aijbe-844	64	10	model	model	NOUN
aijbe-844	64	11	that	that	PRON
aijbe-844	64	12	is	be	AUX
aijbe-844	64	13	underutilized	underutilize	VERB
aijbe-844	64	14	in	in	ADP
aijbe-844	64	15	the	the	DET
aijbe-844	64	16	literature	literature	NOUN
aijbe-844	64	17	,	,	PUNCT
aijbe-844	64	18	namely	namely	ADV
aijbe-844	64	19	the	the	DET
aijbe-844	64	20	garch	garch	NOUN
aijbe-844	64	21	-	-	PUNCT
aijbe-844	64	22	midas	midas	PROPN
aijbe-844	64	23	model	model	NOUN
aijbe-844	64	24	of	of	ADP
aijbe-844	64	25	engle	engle	PROPN
aijbe-844	64	26	et	et	PROPN
aijbe-844	64	27	al	al	PROPN
aijbe-844	64	28	.	.	PROPN
aijbe-844	65	1	(	(	PUNCT
aijbe-844	65	2	2013	2013	NUM
aijbe-844	65	3	)	)	PUNCT
aijbe-844	65	4	.	.	PUNCT
aijbe-844	66	1	review	review	NOUN
aijbe-844	66	2	of	of	ADP
aijbe-844	66	3	literature	literature	NOUN
aijbe-844	66	4	epu	epu	PROPN
aijbe-844	66	5	may	may	AUX
aijbe-844	66	6	impact	impact	VERB
aijbe-844	66	7	stock	stock	NOUN
aijbe-844	66	8	prices	price	NOUN
aijbe-844	66	9	.	.	PUNCT
aijbe-844	67	1	although	although	SCONJ
aijbe-844	67	2	many	many	ADJ
aijbe-844	67	3	studies	study	NOUN
aijbe-844	67	4	have	have	AUX
aijbe-844	67	5	investigated	investigate	VERB
aijbe-844	67	6	the	the	DET
aijbe-844	67	7	impact	impact	NOUN
aijbe-844	67	8	of	of	ADP
aijbe-844	67	9	epu	epu	NOUN
aijbe-844	67	10	on	on	ADP
aijbe-844	67	11	numerous	numerous	ADJ
aijbe-844	67	12	macroeconomic	macroeconomic	ADJ
aijbe-844	67	13	variables	variable	NOUN
aijbe-844	67	14	,	,	PUNCT
aijbe-844	67	15	research	research	NOUN
aijbe-844	67	16	into	into	ADP
aijbe-844	67	17	the	the	DET
aijbe-844	67	18	link	link	NOUN
aijbe-844	67	19	between	between	ADP
aijbe-844	67	20	epu	epu	NOUN
aijbe-844	67	21	and	and	CCONJ
aijbe-844	67	22	stock	stock	NOUN
aijbe-844	67	23	prices	price	NOUN
aijbe-844	67	24	or	or	CCONJ
aijbe-844	67	25	returns	return	NOUN
aijbe-844	67	26	only	only	ADV
aijbe-844	67	27	emerged	emerge	VERB
aijbe-844	67	28	after	after	ADP
aijbe-844	67	29	the	the	DET
aijbe-844	67	30	2008	2008	NUM
aijbe-844	67	31	global	global	ADJ
aijbe-844	67	32	financial	financial	ADJ
aijbe-844	67	33	crisis	crisis	NOUN
aijbe-844	67	34	(	(	PUNCT
aijbe-844	67	35	li	li	PROPN
aijbe-844	67	36	et	et	PROPN
aijbe-844	67	37	al	al	PROPN
aijbe-844	67	38	.	.	PROPN
aijbe-844	67	39	,	,	PUNCT
aijbe-844	67	40	2016	2016	NUM
aijbe-844	67	41	)	)	PUNCT
aijbe-844	67	42	.	.	PUNCT
aijbe-844	68	1	baker	baker	PROPN
aijbe-844	68	2	et	et	PROPN
aijbe-844	68	3	al	al	PROPN
aijbe-844	68	4	.	.	PROPN
aijbe-844	69	1	(	(	PUNCT
aijbe-844	69	2	2016	2016	NUM
aijbe-844	69	3	)	)	PUNCT
aijbe-844	69	4	made	make	VERB
aijbe-844	69	5	a	a	DET
aijbe-844	69	6	significant	significant	ADJ
aijbe-844	69	7	contribution	contribution	NOUN
aijbe-844	69	8	by	by	ADP
aijbe-844	69	9	developing	develop	VERB
aijbe-844	69	10	epu	epu	NOUN
aijbe-844	69	11	or	or	CCONJ
aijbe-844	69	12	gepu	gepu	NOUN
aijbe-844	69	13	indexes	index	NOUN
aijbe-844	69	14	,	,	PUNCT
aijbe-844	69	15	which	which	PRON
aijbe-844	69	16	have	have	AUX
aijbe-844	69	17	been	be	AUX
aijbe-844	69	18	utilized	utilize	VERB
aijbe-844	69	19	in	in	ADP
aijbe-844	69	20	various	various	ADJ
aijbe-844	69	21	recent	recent	ADJ
aijbe-844	69	22	empirical	empirical	ADJ
aijbe-844	69	23	studies	study	NOUN
aijbe-844	69	24	.	.	PUNCT
aijbe-844	70	1	the	the	DET
aijbe-844	70	2	epu	epu	PROPN
aijbe-844	70	3	index	index	NOUN
aijbe-844	70	4	calculates	calculate	VERB
aijbe-844	70	5	the	the	DET
aijbe-844	70	6	average	average	NOUN
aijbe-844	70	7	of	of	ADP
aijbe-844	70	8	three	three	NUM
aijbe-844	70	9	main	main	ADJ
aijbe-844	70	10	indicators	indicator	NOUN
aijbe-844	70	11	of	of	ADP
aijbe-844	70	12	uncertainty	uncertainty	NOUN
aijbe-844	70	13	:	:	PUNCT
aijbe-844	70	14	major	major	ADJ
aijbe-844	70	15	news	news	NOUN
aijbe-844	70	16	on	on	ADP
aijbe-844	70	17	the	the	DET
aijbe-844	70	18	epu	epu	PROPN
aijbe-844	70	19	,	,	PUNCT
aijbe-844	70	20	the	the	DET
aijbe-844	70	21	expiry	expiry	NOUN
aijbe-844	70	22	of	of	ADP
aijbe-844	70	23	tax	tax	NOUN
aijbe-844	70	24	provisions	provision	NOUN
aijbe-844	70	25	,	,	PUNCT
aijbe-844	70	26	and	and	CCONJ
aijbe-844	70	27	forecasters	forecaster	NOUN
aijbe-844	70	28	’	'	PUNCT
aijbe-844	70	29	disagreements	disagreement	NOUN
aijbe-844	70	30	about	about	ADP
aijbe-844	70	31	government	government	NOUN
aijbe-844	70	32	purchases	purchase	NOUN
aijbe-844	70	33	and	and	CCONJ
aijbe-844	70	34	inflation	inflation	NOUN
aijbe-844	70	35	.	.	PUNCT
aijbe-844	71	1	recently	recently	ADV
aijbe-844	71	2	,	,	PUNCT
aijbe-844	71	3	investors	investor	NOUN
aijbe-844	71	4	,	,	PUNCT
aijbe-844	71	5	policymakers	policymaker	NOUN
aijbe-844	71	6	,	,	PUNCT
aijbe-844	71	7	and	and	CCONJ
aijbe-844	71	8	academics	academic	NOUN
aijbe-844	71	9	have	have	AUX
aijbe-844	71	10	shown	show	VERB
aijbe-844	71	11	a	a	DET
aijbe-844	71	12	great	great	ADJ
aijbe-844	71	13	deal	deal	NOUN
aijbe-844	71	14	of	of	ADP
aijbe-844	71	15	interest	interest	NOUN
aijbe-844	71	16	in	in	ADP
aijbe-844	71	17	the	the	DET
aijbe-844	71	18	effects	effect	NOUN
aijbe-844	71	19	of	of	ADP
aijbe-844	71	20	epu	epu	NOUN
aijbe-844	71	21	on	on	ADP
aijbe-844	71	22	the	the	DET
aijbe-844	71	23	stock	stock	NOUN
aijbe-844	71	24	market	market	NOUN
aijbe-844	71	25	(	(	PUNCT
aijbe-844	71	26	jin	jin	NOUN
aijbe-844	71	27	et	et	PROPN
aijbe-844	71	28	al	al	PROPN
aijbe-844	71	29	.	.	PROPN
aijbe-844	71	30	,	,	PUNCT
aijbe-844	71	31	2019	2019	NUM
aijbe-844	71	32	)	)	PUNCT
aijbe-844	71	33	.	.	PUNCT
aijbe-844	72	1	it	it	PRON
aijbe-844	72	2	is	be	AUX
aijbe-844	72	3	conceivable	conceivable	ADJ
aijbe-844	72	4	that	that	SCONJ
aijbe-844	72	5	the	the	DET
aijbe-844	72	6	uncertainty	uncertainty	NOUN
aijbe-844	72	7	of	of	ADP
aijbe-844	72	8	a	a	DET
aijbe-844	72	9	country	country	NOUN
aijbe-844	72	10	may	may	AUX
aijbe-844	72	11	affect	affect	VERB
aijbe-844	72	12	the	the	DET
aijbe-844	72	13	stock	stock	NOUN
aijbe-844	72	14	prices	price	NOUN
aijbe-844	72	15	in	in	ADP
aijbe-844	72	16	another	another	DET
aijbe-844	72	17	country	country	NOUN
aijbe-844	72	18	.	.	PUNCT
aijbe-844	73	1	mensi	mensi	PROPN
aijbe-844	73	2	et	et	PROPN
aijbe-844	73	3	al	al	PROPN
aijbe-844	73	4	.	.	PROPN
aijbe-844	74	1	(	(	PUNCT
aijbe-844	74	2	2014	2014	NUM
aijbe-844	74	3	)	)	PUNCT
aijbe-844	74	4	conducted	conduct	VERB
aijbe-844	74	5	a	a	DET
aijbe-844	74	6	thorough	thorough	ADJ
aijbe-844	74	7	analysis	analysis	NOUN
aijbe-844	74	8	of	of	ADP
aijbe-844	74	9	quantile	quantile	ADJ
aijbe-844	74	10	regressions	regression	NOUN
aijbe-844	74	11	for	for	ADP
aijbe-844	74	12	the	the	DET
aijbe-844	74	13	brics	bric	NOUN
aijbe-844	74	14	nations	nation	NOUN
aijbe-844	74	15	,	,	PUNCT
aijbe-844	74	16	encompassing	encompass	VERB
aijbe-844	74	17	brazil	brazil	PROPN
aijbe-844	74	18	,	,	PUNCT
aijbe-844	74	19	russia	russia	PROPN
aijbe-844	74	20	,	,	PUNCT
aijbe-844	74	21	india	india	PROPN
aijbe-844	74	22	,	,	PUNCT
aijbe-844	74	23	china	china	PROPN
aijbe-844	74	24	,	,	PUNCT
aijbe-844	74	25	and	and	CCONJ
aijbe-844	74	26	south	south	PROPN
aijbe-844	74	27	africa	africa	PROPN
aijbe-844	74	28	,	,	PUNCT
aijbe-844	74	29	using	use	VERB
aijbe-844	74	30	data	datum	NOUN
aijbe-844	74	31	spanning	span	VERB
aijbe-844	74	32	from	from	ADP
aijbe-844	74	33	september	september	PROPN
aijbe-844	74	34	1997	1997	NUM
aijbe-844	74	35	to	to	ADP
aijbe-844	74	36	september	september	PROPN
aijbe-844	74	37	2013	2013	NUM
aijbe-844	74	38	.	.	PUNCT
aijbe-844	75	1	the	the	DET
aijbe-844	75	2	study	study	NOUN
aijbe-844	75	3	concluded	conclude	VERB
aijbe-844	75	4	that	that	SCONJ
aijbe-844	75	5	us	us	PROPN
aijbe-844	75	6	epu	epu	PROPN
aijbe-844	75	7	did	do	AUX
aijbe-844	75	8	not	not	PART
aijbe-844	75	9	have	have	VERB
aijbe-844	75	10	any	any	DET
aijbe-844	75	11	impact	impact	NOUN
aijbe-844	75	12	on	on	ADP
aijbe-844	75	13	the	the	DET
aijbe-844	75	14	brics	bric	NOUN
aijbe-844	75	15	stock	stock	NOUN
aijbe-844	75	16	markets	market	NOUN
aijbe-844	75	17	.	.	PUNCT
aijbe-844	76	1	momin	momin	NOUN
aijbe-844	76	2	and	and	CCONJ
aijbe-844	76	3	masih	masih	PROPN
aijbe-844	76	4	(	(	PUNCT
aijbe-844	76	5	2015	2015	NUM
aijbe-844	76	6	)	)	PUNCT
aijbe-844	76	7	carried	carry	VERB
aijbe-844	76	8	out	out	ADP
aijbe-844	76	9	a	a	DET
aijbe-844	76	10	study	study	NOUN
aijbe-844	76	11	on	on	ADP
aijbe-844	76	12	the	the	DET
aijbe-844	76	13	impact	impact	NOUN
aijbe-844	76	14	of	of	ADP
aijbe-844	76	15	us	we	PRON
aijbe-844	76	16	epu	epu	NOUN
aijbe-844	76	17	on	on	ADP
aijbe-844	76	18	the	the	DET
aijbe-844	76	19	stock	stock	NOUN
aijbe-844	76	20	returns	return	NOUN
aijbe-844	76	21	of	of	ADP
aijbe-844	76	22	brics	bric	NOUN
aijbe-844	76	23	countries	country	NOUN
aijbe-844	76	24	,	,	PUNCT
aijbe-844	76	25	employing	employ	VERB
aijbe-844	76	26	an	an	DET
aijbe-844	76	27	autoregressive	autoregressive	ADJ
aijbe-844	76	28	distributed	distribute	VERB
aijbe-844	76	29	lag	lag	NOUN
aijbe-844	76	30	model	model	NOUN
aijbe-844	76	31	for	for	ADP
aijbe-844	76	32	the	the	DET
aijbe-844	76	33	period	period	NOUN
aijbe-844	76	34	between	between	ADP
aijbe-844	76	35	january	january	PROPN
aijbe-844	76	36	2000	2000	NUM
aijbe-844	76	37	and	and	CCONJ
aijbe-844	76	38	march	march	PROPN
aijbe-844	76	39	2015	2015	NUM
aijbe-844	76	40	.	.	PUNCT
aijbe-844	77	1	they	they	PRON
aijbe-844	77	2	ascertained	ascertain	VERB
aijbe-844	77	3	that	that	SCONJ
aijbe-844	77	4	solely	solely	ADV
aijbe-844	77	5	the	the	DET
aijbe-844	77	6	indian	indian	ADJ
aijbe-844	77	7	stock	stock	NOUN
aijbe-844	77	8	market	market	NOUN
aijbe-844	77	9	was	be	AUX
aijbe-844	77	10	affected	affect	VERB
aijbe-844	77	11	by	by	ADP
aijbe-844	77	12	the	the	DET
aijbe-844	77	13	us	us	PROPN
aijbe-844	77	14	epu	epu	PROPN
aijbe-844	77	15	.	.	PUNCT
aijbe-844	78	1	dakhlaoui	dakhlaoui	PROPN
aijbe-844	78	2	and	and	CCONJ
aijbe-844	78	3	aloui	aloui	ADV
aijbe-844	78	4	(	(	PUNCT
aijbe-844	78	5	2016	2016	NUM
aijbe-844	78	6	)	)	PUNCT
aijbe-844	78	7	investigated	investigate	VERB
aijbe-844	78	8	the	the	DET
aijbe-844	78	9	impact	impact	NOUN
aijbe-844	78	10	of	of	ADP
aijbe-844	78	11	the	the	DET
aijbe-844	78	12	us	us	PROPN
aijbe-844	78	13	epu	epu	PROPN
aijbe-844	78	14	on	on	ADP
aijbe-844	78	15	stock	stock	NOUN
aijbe-844	78	16	returns	return	NOUN
aijbe-844	78	17	of	of	ADP
aijbe-844	78	18	brics	bric	NOUN
aijbe-844	78	19	countries	country	NOUN
aijbe-844	78	20	,	,	PUNCT
aijbe-844	78	21	using	use	VERB
aijbe-844	78	22	daily	daily	ADJ
aijbe-844	78	23	data	datum	NOUN
aijbe-844	78	24	from	from	ADP
aijbe-844	78	25	july	july	PROPN
aijbe-844	78	26	4	4	NUM
aijbe-844	78	27	,	,	PUNCT
aijbe-844	78	28	1997	1997	NUM
aijbe-844	78	29	to	to	ADP
aijbe-844	78	30	july	july	PROPN
aijbe-844	78	31	27	27	NUM
aijbe-844	78	32	,	,	PUNCT
aijbe-844	78	33	2011	2011	NUM
aijbe-844	78	34	.	.	PUNCT
aijbe-844	79	1	the	the	DET
aijbe-844	79	2	study	study	NOUN
aijbe-844	79	3	discovered	discover	VERB
aijbe-844	79	4	a	a	DET
aijbe-844	79	5	negative	negative	ADJ
aijbe-844	79	6	correlation	correlation	NOUN
aijbe-844	79	7	between	between	ADP
aijbe-844	79	8	brics	bric	NOUN
aijbe-844	79	9	stock	stock	NOUN
aijbe-844	79	10	indices	index	NOUN
aijbe-844	79	11	and	and	CCONJ
aijbe-844	79	12	epu	epu	NOUN
aijbe-844	79	13	in	in	ADP
aijbe-844	79	14	the	the	DET
aijbe-844	79	15	us	us	PROPN
aijbe-844	79	16	,	,	PUNCT
aijbe-844	79	17	with	with	ADP
aijbe-844	79	18	volatility	volatility	NOUN
aijbe-844	79	19	distribution	distribution	NOUN
aijbe-844	79	20	varying	vary	VERB
aijbe-844	79	21	between	between	ADP
aijbe-844	79	22	negative	negative	ADJ
aijbe-844	79	23	and	and	CCONJ
aijbe-844	79	24	positive	positive	ADJ
aijbe-844	79	25	values	value	NOUN
aijbe-844	79	26	.	.	PUNCT
aijbe-844	80	1	moreover	moreover	ADV
aijbe-844	80	2	,	,	PUNCT
aijbe-844	80	3	the	the	DET
aijbe-844	80	4	link	link	NOUN
aijbe-844	80	5	between	between	ADP
aijbe-844	80	6	uncertainty	uncertainty	NOUN
aijbe-844	80	7	and	and	CCONJ
aijbe-844	80	8	stock	stock	NOUN
aijbe-844	80	9	returns	return	NOUN
aijbe-844	80	10	was	be	AUX
aijbe-844	80	11	inconsistent	inconsistent	ADJ
aijbe-844	80	12	during	during	ADP
aijbe-844	80	13	periods	period	NOUN
aijbe-844	80	14	of	of	ADP
aijbe-844	80	15	global	global	ADJ
aijbe-844	80	16	economic	economic	ADJ
aijbe-844	80	17	crisis	crisis	NOUN
aijbe-844	80	18	.	.	PUNCT
aijbe-844	81	1	aydin	aydin	VERB
aijbe-844	81	2	et	et	PROPN
aijbe-844	81	3	al	al	PROPN
aijbe-844	81	4	.	.	PROPN
aijbe-844	82	1	(	(	PUNCT
aijbe-844	82	2	2022	2022	NUM
aijbe-844	82	3	)	)	PUNCT
aijbe-844	82	4	posited	posit	VERB
aijbe-844	82	5	that	that	SCONJ
aijbe-844	82	6	political	political	ADJ
aijbe-844	82	7	volatility	volatility	NOUN
aijbe-844	82	8	within	within	ADP
aijbe-844	82	9	a	a	DET
aijbe-844	82	10	nation	nation	NOUN
aijbe-844	82	11	could	could	AUX
aijbe-844	82	12	affect	affect	VERB
aijbe-844	82	13	its	its	PRON
aijbe-844	82	14	stock	stock	NOUN
aijbe-844	82	15	prices	price	NOUN
aijbe-844	82	16	and	and	CCONJ
aijbe-844	82	17	yields	yield	NOUN
aijbe-844	82	18	.	.	PUNCT
aijbe-844	83	1	ozoguz	ozoguz	PROPN
aijbe-844	83	2	(	(	PUNCT
aijbe-844	83	3	2009	2009	NUM
aijbe-844	83	4	)	)	PUNCT
aijbe-844	83	5	utilized	utilize	VERB
aijbe-844	83	6	markov	markov	NOUN
aijbe-844	83	7	switching	switching	NOUN
aijbe-844	83	8	and	and	CCONJ
aijbe-844	83	9	intertemporal	intertemporal	ADJ
aijbe-844	83	10	capital	capital	NOUN
aijbe-844	83	11	asset	asset	NOUN
aijbe-844	83	12	pricing	pricing	NOUN
aijbe-844	83	13	models	model	NOUN
aijbe-844	83	14	to	to	PART
aijbe-844	83	15	examine	examine	VERB
aijbe-844	83	16	the	the	DET
aijbe-844	83	17	relationships	relationship	NOUN
aijbe-844	83	18	between	between	ADP
aijbe-844	83	19	the	the	DET
aijbe-844	83	20	aforementioned	aforementioned	ADJ
aijbe-844	83	21	variables	variable	NOUN
aijbe-844	83	22	in	in	ADP
aijbe-844	83	23	the	the	DET
aijbe-844	83	24	us	we	PRON
aijbe-844	83	25	during	during	ADP
aijbe-844	83	26	the	the	DET
aijbe-844	83	27	period	period	NOUN
aijbe-844	83	28	of	of	ADP
aijbe-844	83	29	january	january	PROPN
aijbe-844	83	30	1961	1961	NUM
aijbe-844	83	31	to	to	ADP
aijbe-844	83	32	december	december	PROPN
aijbe-844	83	33	2001	2001	NUM
aijbe-844	83	34	.	.	PUNCT
aijbe-844	84	1	it	it	PRON
aijbe-844	84	2	was	be	AUX
aijbe-844	84	3	observed	observe	VERB
aijbe-844	84	4	that	that	SCONJ
aijbe-844	84	5	there	there	PRON
aijbe-844	84	6	existed	exist	VERB
aijbe-844	84	7	a	a	DET
aijbe-844	84	8	negative	negative	ADJ
aijbe-844	84	9	correlation	correlation	NOUN
aijbe-844	84	10	between	between	ADP
aijbe-844	84	11	insecurity	insecurity	NOUN
aijbe-844	84	12	and	and	CCONJ
aijbe-844	84	13	stock	stock	NOUN
aijbe-844	84	14	prices	price	NOUN
aijbe-844	84	15	.	.	PUNCT
aijbe-844	85	1	sum	sum	NOUN
aijbe-844	85	2	(	(	PUNCT
aijbe-844	85	3	2012	2012	NUM
aijbe-844	85	4	)	)	PUNCT
aijbe-844	85	5	conducted	conduct	VERB
aijbe-844	85	6	an	an	DET
aijbe-844	85	7	analysis	analysis	NOUN
aijbe-844	85	8	using	use	VERB
aijbe-844	85	9	ordinary	ordinary	ADJ
aijbe-844	85	10	least	least	ADJ
aijbe-844	85	11	squares	square	NOUN
aijbe-844	85	12	(	(	PUNCT
aijbe-844	85	13	ols	ol	NOUN
aijbe-844	85	14	)	)	PUNCT
aijbe-844	85	15	methodology	methodology	NOUN
aijbe-844	85	16	to	to	PART
aijbe-844	85	17	examine	examine	VERB
aijbe-844	85	18	data	datum	NOUN
aijbe-844	85	19	from	from	ADP
aijbe-844	85	20	february	february	PROPN
aijbe-844	85	21	1993	1993	NUM
aijbe-844	85	22	to	to	ADP
aijbe-844	85	23	april	april	PROPN
aijbe-844	85	24	2012	2012	NUM
aijbe-844	85	25	.	.	PUNCT
aijbe-844	86	1	the	the	DET
aijbe-844	86	2	results	result	NOUN
aijbe-844	86	3	showed	show	VERB
aijbe-844	86	4	that	that	SCONJ
aijbe-844	86	5	epu	epu	PROPN
aijbe-844	86	6	has	have	VERB
aijbe-844	86	7	an	an	DET
aijbe-844	86	8	david	david	PROPN
aijbe-844	86	9	m.	m.	PROPN
aijbe-844	86	10	reynolds	reynolds	PROPN
aijbe-844	86	11	(	(	PUNCT
aijbe-844	86	12	2024	2024	NUM
aijbe-844	86	13	)	)	PUNCT
aijbe-844	86	14	20	20	NUM
aijbe-844	86	15	american	american	ADJ
aijbe-844	86	16	interdisciplinary	interdisciplinary	ADJ
aijbe-844	86	17	journal	journal	NOUN
aijbe-844	86	18	of	of	ADP
aijbe-844	86	19	business	business	NOUN
aijbe-844	86	20	and	and	CCONJ
aijbe-844	86	21	economics	economic	NOUN
aijbe-844	86	22	|	|	ADV
aijbe-844	86	23	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	86	24	adverse	adverse	ADJ
aijbe-844	86	25	impact	impact	NOUN
aijbe-844	86	26	on	on	ADP
aijbe-844	86	27	stock	stock	NOUN
aijbe-844	86	28	market	market	NOUN
aijbe-844	86	29	returns	return	NOUN
aijbe-844	86	30	in	in	ADP
aijbe-844	86	31	various	various	ADJ
aijbe-844	86	32	countries	country	NOUN
aijbe-844	86	33	,	,	PUNCT
aijbe-844	86	34	including	include	VERB
aijbe-844	86	35	the	the	DET
aijbe-844	86	36	european	european	PROPN
aijbe-844	86	37	union	union	PROPN
aijbe-844	86	38	,	,	PUNCT
aijbe-844	86	39	turkey	turkey	PROPN
aijbe-844	86	40	,	,	PUNCT
aijbe-844	86	41	ukraine	ukraine	PROPN
aijbe-844	86	42	,	,	PUNCT
aijbe-844	86	43	switzerland	switzerland	PROPN
aijbe-844	86	44	,	,	PUNCT
aijbe-844	86	45	russia	russia	PROPN
aijbe-844	86	46	,	,	PUNCT
aijbe-844	86	47	and	and	CCONJ
aijbe-844	86	48	norway	norway	PROPN
aijbe-844	86	49	.	.	PUNCT
aijbe-844	87	1	the	the	DET
aijbe-844	87	2	findings	finding	NOUN
aijbe-844	87	3	indicate	indicate	VERB
aijbe-844	87	4	a	a	DET
aijbe-844	87	5	negative	negative	ADJ
aijbe-844	87	6	association	association	NOUN
aijbe-844	87	7	between	between	ADP
aijbe-844	87	8	the	the	DET
aijbe-844	87	9	two	two	NUM
aijbe-844	87	10	variables	variable	NOUN
aijbe-844	87	11	.	.	PUNCT
aijbe-844	88	1	antonakakis	antonakakis	INTJ
aijbe-844	88	2	et	et	PROPN
aijbe-844	88	3	al	al	PROPN
aijbe-844	88	4	.	.	PROPN
aijbe-844	89	1	(	(	PUNCT
aijbe-844	89	2	2013	2013	NUM
aijbe-844	89	3	)	)	PUNCT
aijbe-844	89	4	applied	apply	VERB
aijbe-844	89	5	a	a	DET
aijbe-844	89	6	dynamic	dynamic	ADJ
aijbe-844	89	7	conditional	conditional	ADJ
aijbe-844	89	8	correlation	correlation	NOUN
aijbe-844	89	9	model	model	NOUN
aijbe-844	89	10	to	to	PART
aijbe-844	89	11	investigate	investigate	VERB
aijbe-844	89	12	the	the	DET
aijbe-844	89	13	relationship	relationship	NOUN
aijbe-844	89	14	between	between	ADP
aijbe-844	89	15	s&p500	s&p500	NOUN
aijbe-844	89	16	returns	return	NOUN
aijbe-844	89	17	and	and	CCONJ
aijbe-844	89	18	epu	epu	NOUN
aijbe-844	89	19	in	in	ADP
aijbe-844	89	20	the	the	DET
aijbe-844	89	21	united	united	PROPN
aijbe-844	89	22	states	states	PROPN
aijbe-844	89	23	from	from	ADP
aijbe-844	89	24	january	january	PROPN
aijbe-844	89	25	1985	1985	NUM
aijbe-844	89	26	to	to	ADP
aijbe-844	89	27	january	january	PROPN
aijbe-844	89	28	2013	2013	NUM
aijbe-844	89	29	.	.	PUNCT
aijbe-844	90	1	bijsterbosch	bijsterbosch	NOUN
aijbe-844	90	2	and	and	CCONJ
aijbe-844	90	3	guérin	guérin	PROPN
aijbe-844	90	4	(	(	PUNCT
aijbe-844	90	5	2013	2013	NUM
aijbe-844	90	6	)	)	PUNCT
aijbe-844	90	7	employed	employ	VERB
aijbe-844	90	8	a	a	DET
aijbe-844	90	9	markov	markov	NOUN
aijbe-844	90	10	regime	regime	NOUN
aijbe-844	90	11	-	-	PUNCT
aijbe-844	90	12	switching	switch	VERB
aijbe-844	90	13	model	model	NOUN
aijbe-844	90	14	on	on	ADP
aijbe-844	90	15	us	us	PROPN
aijbe-844	90	16	variables	variable	NOUN
aijbe-844	90	17	ranging	range	VERB
aijbe-844	90	18	from	from	ADP
aijbe-844	90	19	january	january	PROPN
aijbe-844	90	20	1986	1986	NUM
aijbe-844	90	21	to	to	ADP
aijbe-844	90	22	january	january	PROPN
aijbe-844	90	23	2012	2012	NUM
aijbe-844	90	24	,	,	PUNCT
aijbe-844	90	25	and	and	CCONJ
aijbe-844	90	26	ascertained	ascertain	VERB
aijbe-844	90	27	that	that	SCONJ
aijbe-844	90	28	high	high	ADJ
aijbe-844	90	29	episodes	episode	NOUN
aijbe-844	90	30	of	of	ADP
aijbe-844	90	31	epu	epu	NOUN
aijbe-844	90	32	cause	cause	VERB
aijbe-844	90	33	a	a	DET
aijbe-844	90	34	reduction	reduction	NOUN
aijbe-844	90	35	in	in	ADP
aijbe-844	90	36	stock	stock	NOUN
aijbe-844	90	37	prices	price	NOUN
aijbe-844	90	38	and	and	CCONJ
aijbe-844	90	39	bond	bond	NOUN
aijbe-844	90	40	yields	yield	NOUN
aijbe-844	90	41	.	.	PUNCT
aijbe-844	91	1	as	as	ADP
aijbe-844	91	2	per	per	ADP
aijbe-844	91	3	kang	kang	PROPN
aijbe-844	91	4	and	and	CCONJ
aijbe-844	91	5	ratti	ratti	PROPN
aijbe-844	91	6	's	's	PART
aijbe-844	91	7	(	(	PUNCT
aijbe-844	91	8	2013	2013	NUM
aijbe-844	91	9	)	)	PUNCT
aijbe-844	91	10	analysis	analysis	NOUN
aijbe-844	91	11	,	,	PUNCT
aijbe-844	91	12	which	which	PRON
aijbe-844	91	13	was	be	AUX
aijbe-844	91	14	conducted	conduct	VERB
aijbe-844	91	15	through	through	ADP
aijbe-844	91	16	a	a	DET
aijbe-844	91	17	vector	vector	NOUN
aijbe-844	91	18	autoregression	autoregression	NOUN
aijbe-844	91	19	(	(	PUNCT
aijbe-844	91	20	var	var	NOUN
aijbe-844	91	21	)	)	PUNCT
aijbe-844	91	22	model	model	NOUN
aijbe-844	91	23	,	,	PUNCT
aijbe-844	91	24	a	a	DET
aijbe-844	91	25	favorable	favorable	ADJ
aijbe-844	91	26	oil	oil	NOUN
aijbe-844	91	27	demand	demand	NOUN
aijbe-844	91	28	shock	shock	NOUN
aijbe-844	91	29	against	against	ADP
aijbe-844	91	30	the	the	DET
aijbe-844	91	31	us	us	PROPN
aijbe-844	91	32	oil	oil	NOUN
aijbe-844	91	33	demand	demand	NOUN
aijbe-844	91	34	led	lead	VERB
aijbe-844	91	35	to	to	ADP
aijbe-844	91	36	an	an	DET
aijbe-844	91	37	increase	increase	NOUN
aijbe-844	91	38	in	in	ADP
aijbe-844	91	39	apprehension	apprehension	NOUN
aijbe-844	91	40	regarding	regard	VERB
aijbe-844	91	41	future	future	ADJ
aijbe-844	91	42	oil	oil	NOUN
aijbe-844	91	43	supply	supply	NOUN
aijbe-844	91	44	and	and	CCONJ
aijbe-844	91	45	concomitantly	concomitantly	ADV
aijbe-844	91	46	,	,	PUNCT
aijbe-844	91	47	induced	induce	VERB
aijbe-844	91	48	epu	epu	NOUN
aijbe-844	91	49	that	that	SCONJ
aijbe-844	91	50	ultimately	ultimately	ADV
aijbe-844	91	51	impacted	impact	VERB
aijbe-844	91	52	stock	stock	NOUN
aijbe-844	91	53	proceeds	proceed	NOUN
aijbe-844	91	54	in	in	ADP
aijbe-844	91	55	a	a	DET
aijbe-844	91	56	negative	negative	ADJ
aijbe-844	91	57	manner	manner	NOUN
aijbe-844	91	58	.	.	PUNCT
aijbe-844	92	1	brogaard	brogaard	PROPN
aijbe-844	92	2	and	and	CCONJ
aijbe-844	92	3	detzel	detzel	PROPN
aijbe-844	92	4	’s	’s	PART
aijbe-844	92	5	(	(	PUNCT
aijbe-844	92	6	2015	2015	NUM
aijbe-844	92	7	)	)	PUNCT
aijbe-844	92	8	research	research	NOUN
aijbe-844	92	9	indicated	indicate	VERB
aijbe-844	92	10	that	that	SCONJ
aijbe-844	92	11	epu	epu	PROPN
aijbe-844	92	12	had	have	VERB
aijbe-844	92	13	a	a	DET
aijbe-844	92	14	significant	significant	ADJ
aijbe-844	92	15	impact	impact	NOUN
aijbe-844	92	16	on	on	ADP
aijbe-844	92	17	stock	stock	NOUN
aijbe-844	92	18	returns	return	NOUN
aijbe-844	92	19	in	in	ADP
aijbe-844	92	20	europe	europe	PROPN
aijbe-844	92	21	and	and	CCONJ
aijbe-844	92	22	canada	canada	PROPN
aijbe-844	92	23	.	.	PUNCT
aijbe-844	93	1	the	the	DET
aijbe-844	93	2	authors	author	NOUN
aijbe-844	93	3	employed	employ	VERB
aijbe-844	93	4	the	the	DET
aijbe-844	93	5	generalized	generalized	ADJ
aijbe-844	93	6	method	method	NOUN
aijbe-844	93	7	of	of	ADP
aijbe-844	93	8	moments	moment	NOUN
aijbe-844	93	9	to	to	PART
aijbe-844	93	10	investigate	investigate	VERB
aijbe-844	93	11	the	the	DET
aijbe-844	93	12	relationship	relationship	NOUN
aijbe-844	93	13	between	between	ADP
aijbe-844	93	14	share	share	NOUN
aijbe-844	93	15	market	market	NOUN
aijbe-844	93	16	returns	return	NOUN
aijbe-844	93	17	and	and	CCONJ
aijbe-844	93	18	epu	epu	NOUN
aijbe-844	93	19	in	in	ADP
aijbe-844	93	20	the	the	DET
aijbe-844	93	21	usa	usa	PROPN
aijbe-844	93	22	,	,	PUNCT
aijbe-844	93	23	using	use	VERB
aijbe-844	93	24	monthly	monthly	ADJ
aijbe-844	93	25	data	datum	NOUN
aijbe-844	93	26	ranging	range	VERB
aijbe-844	93	27	from	from	ADP
aijbe-844	93	28	may	may	PROPN
aijbe-844	93	29	1985	1985	NUM
aijbe-844	93	30	to	to	ADP
aijbe-844	93	31	december	december	PROPN
aijbe-844	93	32	2012	2012	NUM
aijbe-844	93	33	.	.	PUNCT
aijbe-844	94	1	they	they	PRON
aijbe-844	94	2	observed	observe	VERB
aijbe-844	94	3	a	a	DET
aijbe-844	94	4	negative	negative	ADJ
aijbe-844	94	5	association	association	NOUN
aijbe-844	94	6	between	between	ADP
aijbe-844	94	7	the	the	DET
aijbe-844	94	8	fluctuations	fluctuation	NOUN
aijbe-844	94	9	of	of	ADP
aijbe-844	94	10	epu	epu	PROPN
aijbe-844	94	11	and	and	CCONJ
aijbe-844	94	12	stock	stock	NOUN
aijbe-844	94	13	market	market	NOUN
aijbe-844	94	14	returns	return	NOUN
aijbe-844	94	15	that	that	PRON
aijbe-844	94	16	was	be	AUX
aijbe-844	94	17	contemporaneous	contemporaneous	ADJ
aijbe-844	94	18	.	.	PUNCT
aijbe-844	95	1	chang	chang	PROPN
aijbe-844	95	2	et	et	PROPN
aijbe-844	95	3	al	al	PROPN
aijbe-844	95	4	.	.	PROPN
aijbe-844	96	1	(	(	PUNCT
aijbe-844	96	2	2015	2015	NUM
aijbe-844	96	3	)	)	PUNCT
aijbe-844	96	4	conducted	conduct	VERB
aijbe-844	96	5	a	a	DET
aijbe-844	96	6	panel	panel	NOUN
aijbe-844	96	7	causality	causality	NOUN
aijbe-844	96	8	test	test	NOUN
aijbe-844	96	9	using	use	VERB
aijbe-844	96	10	bootstrap	bootstrap	NOUN
aijbe-844	96	11	methods	method	NOUN
aijbe-844	96	12	on	on	ADP
aijbe-844	96	13	seven	seven	NUM
aijbe-844	96	14	nations	nation	NOUN
aijbe-844	96	15	of	of	ADP
aijbe-844	96	16	the	the	DET
aijbe-844	96	17	organization	organization	NOUN
aijbe-844	96	18	for	for	ADP
aijbe-844	96	19	economic	economic	ADJ
aijbe-844	96	20	cooperation	cooperation	NOUN
aijbe-844	96	21	and	and	CCONJ
aijbe-844	96	22	development	development	NOUN
aijbe-844	96	23	from	from	ADP
aijbe-844	96	24	january	january	PROPN
aijbe-844	96	25	2001	2001	NUM
aijbe-844	96	26	to	to	ADP
aijbe-844	96	27	april	april	PROPN
aijbe-844	96	28	2013	2013	NUM
aijbe-844	96	29	.	.	PUNCT
aijbe-844	97	1	their	their	PRON
aijbe-844	97	2	findings	finding	NOUN
aijbe-844	97	3	indicate	indicate	VERB
aijbe-844	97	4	that	that	SCONJ
aijbe-844	97	5	government	government	NOUN
aijbe-844	97	6	policy	policy	NOUN
aijbe-844	97	7	uncertainty	uncertainty	NOUN
aijbe-844	97	8	was	be	AUX
aijbe-844	97	9	provoked	provoke	VERB
aijbe-844	97	10	by	by	ADP
aijbe-844	97	11	stock	stock	NOUN
aijbe-844	97	12	price	price	NOUN
aijbe-844	97	13	volatility	volatility	NOUN
aijbe-844	97	14	in	in	ADP
aijbe-844	97	15	the	the	DET
aijbe-844	97	16	usa	usa	PROPN
aijbe-844	97	17	and	and	CCONJ
aijbe-844	97	18	the	the	DET
aijbe-844	97	19	uk	uk	PROPN
aijbe-844	97	20	,	,	PUNCT
aijbe-844	97	21	while	while	SCONJ
aijbe-844	97	22	stock	stock	NOUN
aijbe-844	97	23	price	price	NOUN
aijbe-844	97	24	indices	index	NOUN
aijbe-844	97	25	influenced	influence	VERB
aijbe-844	97	26	government	government	NOUN
aijbe-844	97	27	policy	policy	NOUN
aijbe-844	97	28	uncertainty	uncertainty	NOUN
aijbe-844	97	29	in	in	ADP
aijbe-844	97	30	italy	italy	PROPN
aijbe-844	97	31	and	and	CCONJ
aijbe-844	97	32	spain	spain	PROPN
aijbe-844	97	33	.	.	PUNCT
aijbe-844	98	1	however	however	ADV
aijbe-844	98	2	,	,	PUNCT
aijbe-844	98	3	no	no	DET
aijbe-844	98	4	causal	causal	ADJ
aijbe-844	98	5	relationship	relationship	NOUN
aijbe-844	98	6	was	be	AUX
aijbe-844	98	7	detected	detect	VERB
aijbe-844	98	8	between	between	ADP
aijbe-844	98	9	the	the	DET
aijbe-844	98	10	factors	factor	NOUN
aijbe-844	98	11	in	in	ADP
aijbe-844	98	12	canada	canada	PROPN
aijbe-844	98	13	,	,	PUNCT
aijbe-844	98	14	germany	germany	PROPN
aijbe-844	98	15	,	,	PUNCT
aijbe-844	98	16	and	and	CCONJ
aijbe-844	98	17	france	france	PROPN
aijbe-844	98	18	.	.	PUNCT
aijbe-844	99	1	ko	ko	PROPN
aijbe-844	99	2	and	and	CCONJ
aijbe-844	99	3	lee	lee	PROPN
aijbe-844	99	4	(	(	PUNCT
aijbe-844	99	5	2015	2015	NUM
aijbe-844	99	6	)	)	PUNCT
aijbe-844	99	7	utilized	utilize	VERB
aijbe-844	99	8	wavelet	wavelet	NOUN
aijbe-844	99	9	analysis	analysis	NOUN
aijbe-844	99	10	to	to	PART
aijbe-844	99	11	examine	examine	VERB
aijbe-844	99	12	eleven	eleven	NUM
aijbe-844	99	13	countries	country	NOUN
aijbe-844	99	14	in	in	ADP
aijbe-844	99	15	asia	asia	PROPN
aijbe-844	99	16	,	,	PUNCT
aijbe-844	99	17	europe	europe	PROPN
aijbe-844	99	18	,	,	PUNCT
aijbe-844	99	19	and	and	CCONJ
aijbe-844	99	20	north	north	PROPN
aijbe-844	99	21	america	america	PROPN
aijbe-844	99	22	,	,	PUNCT
aijbe-844	99	23	from	from	ADP
aijbe-844	99	24	january	january	PROPN
aijbe-844	99	25	1998	1998	NUM
aijbe-844	99	26	to	to	ADP
aijbe-844	99	27	december	december	PROPN
aijbe-844	99	28	2012	2012	NUM
aijbe-844	99	29	.	.	PUNCT
aijbe-844	100	1	their	their	PRON
aijbe-844	100	2	findings	finding	NOUN
aijbe-844	100	3	indicate	indicate	VERB
aijbe-844	100	4	that	that	SCONJ
aijbe-844	100	5	stock	stock	NOUN
aijbe-844	100	6	prices	price	NOUN
aijbe-844	100	7	decrease	decrease	VERB
aijbe-844	100	8	after	after	ADP
aijbe-844	100	9	an	an	DET
aijbe-844	100	10	upsurge	upsurge	NOUN
aijbe-844	100	11	in	in	ADP
aijbe-844	100	12	epu	epu	PROPN
aijbe-844	100	13	.	.	PUNCT
aijbe-844	101	1	the	the	DET
aijbe-844	101	2	study	study	NOUN
aijbe-844	101	3	follows	follow	VERB
aijbe-844	101	4	a	a	DET
aijbe-844	101	5	conventional	conventional	ADJ
aijbe-844	101	6	academic	academic	ADJ
aijbe-844	101	7	structure	structure	NOUN
aijbe-844	101	8	,	,	PUNCT
aijbe-844	101	9	employing	employ	VERB
aijbe-844	101	10	clear	clear	ADJ
aijbe-844	101	11	,	,	PUNCT
aijbe-844	101	12	concise	concise	ADJ
aijbe-844	101	13	language	language	NOUN
aijbe-844	101	14	,	,	PUNCT
aijbe-844	101	15	and	and	CCONJ
aijbe-844	101	16	technical	technical	ADJ
aijbe-844	101	17	terms	term	NOUN
aijbe-844	101	18	where	where	SCONJ
aijbe-844	101	19	necessary	necessary	ADJ
aijbe-844	101	20	.	.	PUNCT
aijbe-844	102	1	there	there	PRON
aijbe-844	102	2	is	be	VERB
aijbe-844	102	3	no	no	DET
aijbe-844	102	4	biased	biased	ADJ
aijbe-844	102	5	or	or	CCONJ
aijbe-844	102	6	ornamental	ornamental	ADJ
aijbe-844	102	7	language	language	NOUN
aijbe-844	102	8	within	within	ADP
aijbe-844	102	9	the	the	DET
aijbe-844	102	10	text	text	NOUN
aijbe-844	102	11	,	,	PUNCT
aijbe-844	102	12	and	and	CCONJ
aijbe-844	102	13	any	any	DET
aijbe-844	102	14	abbreviations	abbreviation	NOUN
aijbe-844	102	15	are	be	AUX
aijbe-844	102	16	adequately	adequately	ADV
aijbe-844	102	17	explained	explain	VERB
aijbe-844	102	18	at	at	ADP
aijbe-844	102	19	first	first	ADJ
aijbe-844	102	20	use	use	NOUN
aijbe-844	102	21	.	.	PUNCT
aijbe-844	103	1	adequate	adequate	ADJ
aijbe-844	103	2	spelling	spelling	NOUN
aijbe-844	103	3	,	,	PUNCT
aijbe-844	103	4	grammar	grammar	NOUN
aijbe-844	103	5	,	,	PUNCT
aijbe-844	103	6	and	and	CCONJ
aijbe-844	103	7	punctuation	punctuation	NOUN
aijbe-844	103	8	are	be	AUX
aijbe-844	103	9	observed	observe	VERB
aijbe-844	103	10	,	,	PUNCT
aijbe-844	103	11	adhering	adhere	VERB
aijbe-844	103	12	to	to	ADP
aijbe-844	103	13	the	the	DET
aijbe-844	103	14	standards	standard	NOUN
aijbe-844	103	15	for	for	ADP
aijbe-844	103	16	british	british	ADJ
aijbe-844	103	17	english	english	PROPN
aijbe-844	103	18	.	.	PUNCT
aijbe-844	104	1	xiong	xiong	PROPN
aijbe-844	104	2	et	et	PROPN
aijbe-844	104	3	al	al	PROPN
aijbe-844	104	4	.	.	PROPN
aijbe-844	105	1	(	(	PUNCT
aijbe-844	105	2	2018	2018	NUM
aijbe-844	105	3	)	)	PUNCT
aijbe-844	105	4	conducted	conduct	VERB
aijbe-844	105	5	a	a	DET
aijbe-844	105	6	study	study	NOUN
aijbe-844	105	7	on	on	ADP
aijbe-844	105	8	the	the	DET
aijbe-844	105	9	impact	impact	NOUN
aijbe-844	105	10	of	of	ADP
aijbe-844	105	11	epu	epu	PROPN
aijbe-844	105	12	on	on	ADP
aijbe-844	105	13	the	the	DET
aijbe-844	105	14	stock	stock	NOUN
aijbe-844	105	15	returns	return	NOUN
aijbe-844	105	16	of	of	ADP
aijbe-844	105	17	companies	company	NOUN
aijbe-844	105	18	in	in	ADP
aijbe-844	105	19	the	the	DET
aijbe-844	105	20	tourism	tourism	NOUN
aijbe-844	105	21	industry	industry	NOUN
aijbe-844	105	22	.	.	PUNCT
aijbe-844	106	1	the	the	DET
aijbe-844	106	2	study	study	NOUN
aijbe-844	106	3	utilized	utilize	VERB
aijbe-844	106	4	multiple	multiple	ADJ
aijbe-844	106	5	regression	regression	NOUN
aijbe-844	106	6	approaches	approach	NOUN
aijbe-844	106	7	to	to	PART
aijbe-844	106	8	analyze	analyze	VERB
aijbe-844	106	9	data	datum	NOUN
aijbe-844	106	10	from	from	ADP
aijbe-844	106	11	january	january	PROPN
aijbe-844	106	12	2002	2002	NUM
aijbe-844	106	13	to	to	ADP
aijbe-844	106	14	december	december	PROPN
aijbe-844	106	15	2013	2013	NUM
aijbe-844	106	16	.	.	PUNCT
aijbe-844	107	1	xiong	xiong	PROPN
aijbe-844	107	2	et	et	PROPN
aijbe-844	107	3	al	al	PROPN
aijbe-844	107	4	.	.	PROPN
aijbe-844	108	1	(	(	PUNCT
aijbe-844	108	2	2018	2018	NUM
aijbe-844	108	3	)	)	PUNCT
aijbe-844	108	4	conducted	conduct	VERB
aijbe-844	108	5	a	a	DET
aijbe-844	108	6	study	study	NOUN
aijbe-844	108	7	on	on	ADP
aijbe-844	108	8	the	the	DET
aijbe-844	108	9	impact	impact	NOUN
aijbe-844	108	10	of	of	ADP
aijbe-844	108	11	economic	economic	ADJ
aijbe-844	108	12	policy	policy	NOUN
aijbe-844	108	13	uncertainty	uncertainty	NOUN
aijbe-844	108	14	(	(	PUNCT
aijbe-844	108	15	epu	epu	PROPN
aijbe-844	108	16	)	)	PUNCT
aijbe-844	108	17	on	on	ADP
aijbe-844	108	18	the	the	DET
aijbe-844	108	19	stock	stock	NOUN
aijbe-844	108	20	returns	return	NOUN
aijbe-844	108	21	of	of	ADP
aijbe-844	108	22	companies	company	NOUN
aijbe-844	108	23	in	in	ADP
aijbe-844	108	24	the	the	DET
aijbe-844	108	25	tourism	tourism	NOUN
aijbe-844	108	26	industry	industry	NOUN
aijbe-844	108	27	.	.	PUNCT
aijbe-844	109	1	xiong	xiong	PROPN
aijbe-844	109	2	et	et	PROPN
aijbe-844	109	3	al	al	PROPN
aijbe-844	109	4	.	.	PROPN
aijbe-844	110	1	(	(	PUNCT
aijbe-844	110	2	2018	2018	NUM
aijbe-844	110	3	)	)	PUNCT
aijbe-844	110	4	conducted	conduct	VERB
aijbe-844	110	5	a	a	DET
aijbe-844	110	6	study	study	NOUN
aijbe-844	110	7	on	on	ADP
aijbe-844	110	8	the	the	DET
aijbe-844	110	9	impact	impact	NOUN
aijbe-844	110	10	of	of	ADP
aijbe-844	110	11	epu	epu	PROPN
aijbe-844	110	12	on	on	ADP
aijbe-844	110	13	the	the	DET
aijbe-844	110	14	stock	stock	NOUN
aijbe-844	110	15	returns	return	NOUN
aijbe-844	110	16	of	of	ADP
aijbe-844	110	17	companies	company	NOUN
aijbe-844	110	18	in	in	ADP
aijbe-844	110	19	the	the	DET
aijbe-844	110	20	tourism	tourism	NOUN
aijbe-844	110	21	industry	industry	NOUN
aijbe-844	110	22	.	.	PUNCT
aijbe-844	111	1	findings	finding	NOUN
aijbe-844	111	2	revealed	reveal	VERB
aijbe-844	111	3	that	that	SCONJ
aijbe-844	111	4	changes	change	NOUN
aijbe-844	111	5	in	in	ADP
aijbe-844	111	6	epu	epu	NOUN
aijbe-844	111	7	negatively	negatively	ADV
aijbe-844	111	8	affected	affect	VERB
aijbe-844	111	9	the	the	DET
aijbe-844	111	10	stock	stock	NOUN
aijbe-844	111	11	returns	return	NOUN
aijbe-844	111	12	of	of	ADP
aijbe-844	111	13	turkish	turkish	ADJ
aijbe-844	111	14	tourism	tourism	NOUN
aijbe-844	111	15	firms	firm	NOUN
aijbe-844	111	16	.	.	PUNCT
aijbe-844	112	1	the	the	DET
aijbe-844	112	2	researchers	researcher	NOUN
aijbe-844	112	3	implemented	implement	VERB
aijbe-844	112	4	the	the	DET
aijbe-844	112	5	dynamic	dynamic	ADJ
aijbe-844	112	6	conditional	conditional	ADJ
aijbe-844	112	7	correlation	correlation	NOUN
aijbe-844	112	8	-	-	PUNCT
aijbe-844	112	9	bivariate	bivariate	NOUN
aijbe-844	112	10	generalized	generalized	ADJ
aijbe-844	112	11	autoregressive	autoregressive	ADJ
aijbe-844	112	12	conditional	conditional	ADJ
aijbe-844	112	13	heteroskedasticity	heteroskedasticity	NOUN
aijbe-844	112	14	model	model	NOUN
aijbe-844	112	15	spanning	span	VERB
aijbe-844	112	16	january	january	PROPN
aijbe-844	112	17	1995	1995	NUM
aijbe-844	112	18	to	to	ADP
aijbe-844	112	19	december	december	PROPN
aijbe-844	112	20	2016	2016	NUM
aijbe-844	112	21	.	.	PUNCT
aijbe-844	113	1	the	the	DET
aijbe-844	113	2	findings	finding	NOUN
aijbe-844	113	3	revealed	reveal	VERB
aijbe-844	113	4	that	that	SCONJ
aijbe-844	113	5	the	the	DET
aijbe-844	113	6	epu	epu	PROPN
aijbe-844	113	7	's	's	PART
aijbe-844	113	8	absolute	absolute	ADJ
aijbe-844	113	9	variations	variation	NOUN
aijbe-844	113	10	held	hold	VERB
aijbe-844	113	11	greater	great	ADJ
aijbe-844	113	12	impact	impact	NOUN
aijbe-844	113	13	on	on	ADP
aijbe-844	113	14	shanghai	shanghai	PROPN
aijbe-844	113	15	stock	stock	NOUN
aijbe-844	113	16	market	market	NOUN
aijbe-844	113	17	returns	return	NOUN
aijbe-844	113	18	as	as	SCONJ
aijbe-844	113	19	opposed	oppose	VERB
aijbe-844	113	20	to	to	ADP
aijbe-844	113	21	shenzhen	shenzhen	PROPN
aijbe-844	113	22	's	's	PART
aijbe-844	113	23	.	.	PUNCT
aijbe-844	114	1	moreover	moreover	ADV
aijbe-844	114	2	,	,	PUNCT
aijbe-844	114	3	the	the	DET
aijbe-844	114	4	study	study	NOUN
aijbe-844	114	5	unveiled	unveil	VERB
aijbe-844	114	6	increased	increase	VERB
aijbe-844	114	7	volatility	volatility	NOUN
aijbe-844	114	8	of	of	ADP
aijbe-844	114	9	stock	stock	NOUN
aijbe-844	114	10	returns	return	NOUN
aijbe-844	114	11	in	in	ADP
aijbe-844	114	12	periods	period	NOUN
aijbe-844	114	13	of	of	ADP
aijbe-844	114	14	financial	financial	ADJ
aijbe-844	114	15	crises	crisis	NOUN
aijbe-844	114	16	.	.	PUNCT
aijbe-844	115	1	guo	guo	PROPN
aijbe-844	115	2	et	et	PROPN
aijbe-844	115	3	al	al	PROPN
aijbe-844	115	4	.	.	PROPN
aijbe-844	116	1	(	(	PUNCT
aijbe-844	116	2	2018	2018	NUM
aijbe-844	116	3	)	)	PUNCT
aijbe-844	116	4	conducted	conduct	VERB
aijbe-844	116	5	a	a	DET
aijbe-844	116	6	quantitative	quantitative	ADJ
aijbe-844	116	7	regression	regression	NOUN
aijbe-844	116	8	analysis	analysis	NOUN
aijbe-844	116	9	to	to	PART
aijbe-844	116	10	investigate	investigate	VERB
aijbe-844	116	11	the	the	DET
aijbe-844	116	12	correlation	correlation	NOUN
aijbe-844	116	13	between	between	ADP
aijbe-844	116	14	epu	epu	NOUN
aijbe-844	116	15	and	and	CCONJ
aijbe-844	116	16	stock	stock	NOUN
aijbe-844	116	17	yields	yield	NOUN
aijbe-844	116	18	in	in	ADP
aijbe-844	116	19	g7	g7	PROPN
aijbe-844	116	20	and	and	CCONJ
aijbe-844	116	21	brics	bric	NOUN
aijbe-844	116	22	countries	country	NOUN
aijbe-844	116	23	from	from	ADP
aijbe-844	116	24	february	february	PROPN
aijbe-844	116	25	1985	1985	NUM
aijbe-844	116	26	to	to	ADP
aijbe-844	116	27	august	august	PROPN
aijbe-844	116	28	2015	2015	NUM
aijbe-844	116	29	.	.	PUNCT
aijbe-844	117	1	the	the	DET
aijbe-844	117	2	study	study	NOUN
aijbe-844	117	3	yielded	yield	VERB
aijbe-844	117	4	important	important	ADJ
aijbe-844	117	5	findings	finding	NOUN
aijbe-844	117	6	highlighting	highlight	VERB
aijbe-844	117	7	asymmetrical	asymmetrical	ADJ
aijbe-844	117	8	association	association	NOUN
aijbe-844	117	9	between	between	ADP
aijbe-844	117	10	epu	epu	NOUN
aijbe-844	117	11	and	and	CCONJ
aijbe-844	117	12	stock	stock	NOUN
aijbe-844	117	13	markets	market	NOUN
aijbe-844	117	14	of	of	ADP
aijbe-844	117	15	the	the	DET
aijbe-844	117	16	usa	usa	PROPN
aijbe-844	117	17	and	and	CCONJ
aijbe-844	117	18	italy	italy	PROPN
aijbe-844	117	19	.	.	PUNCT
aijbe-844	118	1	in	in	ADP
aijbe-844	118	2	contrast	contrast	NOUN
aijbe-844	118	3	,	,	PUNCT
aijbe-844	118	4	epu	epu	PROPN
aijbe-844	118	5	had	have	VERB
aijbe-844	118	6	a	a	DET
aijbe-844	118	7	detrimental	detrimental	ADJ
aijbe-844	118	8	impact	impact	NOUN
aijbe-844	118	9	on	on	ADP
aijbe-844	118	10	stock	stock	NOUN
aijbe-844	118	11	markets	market	NOUN
aijbe-844	118	12	of	of	ADP
aijbe-844	118	13	germany	germany	PROPN
aijbe-844	118	14	,	,	PUNCT
aijbe-844	118	15	japan	japan	PROPN
aijbe-844	118	16	,	,	PUNCT
aijbe-844	118	17	india	india	PROPN
aijbe-844	118	18	,	,	PUNCT
aijbe-844	118	19	and	and	CCONJ
aijbe-844	118	20	china	china	PROPN
aijbe-844	118	21	.	.	PUNCT
aijbe-844	119	1	furthermore	furthermore	ADV
aijbe-844	119	2	,	,	PUNCT
aijbe-844	119	3	there	there	PRON
aijbe-844	119	4	was	be	VERB
aijbe-844	119	5	moderate	moderate	ADJ
aijbe-844	119	6	impact	impact	NOUN
aijbe-844	119	7	of	of	ADP
aijbe-844	119	8	uncertainty	uncertainty	NOUN
aijbe-844	119	9	on	on	ADP
aijbe-844	119	10	the	the	DET
aijbe-844	119	11	canadian	canadian	ADJ
aijbe-844	119	12	and	and	CCONJ
aijbe-844	119	13	russian	russian	ADJ
aijbe-844	119	14	stock	stock	NOUN
aijbe-844	119	15	exchanges	exchange	NOUN
aijbe-844	119	16	,	,	PUNCT
aijbe-844	119	17	whereas	whereas	SCONJ
aijbe-844	119	18	no	no	DET
aijbe-844	119	19	association	association	NOUN
aijbe-844	119	20	between	between	ADP
aijbe-844	119	21	epu	epu	PROPN
aijbe-844	119	22	and	and	CCONJ
aijbe-844	119	23	stock	stock	NOUN
aijbe-844	119	24	prices	price	NOUN
aijbe-844	119	25	was	be	AUX
aijbe-844	119	26	observed	observe	VERB
aijbe-844	119	27	in	in	ADP
aijbe-844	119	28	the	the	DET
aijbe-844	119	29	uk	uk	PROPN
aijbe-844	119	30	and	and	CCONJ
aijbe-844	119	31	france	france	PROPN
aijbe-844	119	32	.	.	PUNCT
aijbe-844	120	1	chiang	chiang	PROPN
aijbe-844	120	2	(	(	PUNCT
aijbe-844	120	3	2019	2019	NUM
aijbe-844	120	4	)	)	PUNCT
aijbe-844	120	5	examined	examine	VERB
aijbe-844	120	6	the	the	DET
aijbe-844	120	7	correlation	correlation	NOUN
aijbe-844	120	8	between	between	ADP
aijbe-844	120	9	epu	epu	PROPN
aijbe-844	120	10	,	,	PUNCT
aijbe-844	120	11	risk	risk	NOUN
aijbe-844	120	12	and	and	CCONJ
aijbe-844	120	13	additional	additional	ADJ
aijbe-844	120	14	stock	stock	NOUN
aijbe-844	120	15	returns	return	NOUN
aijbe-844	120	16	in	in	ADP
aijbe-844	120	17	g7	g7	PROPN
aijbe-844	120	18	countries	country	NOUN
aijbe-844	120	19	from	from	ADP
aijbe-844	120	20	january	january	PROPN
aijbe-844	120	21	1997	1997	NUM
aijbe-844	120	22	to	to	ADP
aijbe-844	120	23	june	june	PROPN
aijbe-844	120	24	2016	2016	NUM
aijbe-844	120	25	,	,	PUNCT
aijbe-844	120	26	using	use	VERB
aijbe-844	120	27	a	a	DET
aijbe-844	120	28	generalized	generalized	ADJ
aijbe-844	120	29	mistake	mistake	NOUN
aijbe-844	120	30	distribution	distribution	NOUN
aijbe-844	120	31	garch	garch	NOUN
aijbe-844	120	32	model	model	NOUN
aijbe-844	120	33	.	.	PUNCT
aijbe-844	121	1	the	the	DET
aijbe-844	121	2	outcomes	outcome	NOUN
aijbe-844	121	3	revealed	reveal	VERB
aijbe-844	121	4	that	that	SCONJ
aijbe-844	121	5	an	an	DET
aijbe-844	121	6	increase	increase	NOUN
aijbe-844	121	7	in	in	ADP
aijbe-844	121	8	epu	epu	NOUN
aijbe-844	121	9	contributes	contribute	VERB
aijbe-844	121	10	to	to	ADP
aijbe-844	121	11	a	a	DET
aijbe-844	121	12	reduction	reduction	NOUN
aijbe-844	121	13	in	in	ADP
aijbe-844	121	14	excess	excess	ADJ
aijbe-844	121	15	stock	stock	NOUN
aijbe-844	121	16	returns	return	NOUN
aijbe-844	121	17	.	.	PUNCT
aijbe-844	122	1	gao	gao	PROPN
aijbe-844	122	2	et	et	PROPN
aijbe-844	122	3	al	al	PROPN
aijbe-844	122	4	.	.	PROPN
aijbe-844	123	1	(	(	PUNCT
aijbe-844	123	2	2019	2019	NUM
aijbe-844	123	3	)	)	PUNCT
aijbe-844	123	4	investigated	investigate	VERB
aijbe-844	123	5	the	the	DET
aijbe-844	123	6	associations	association	NOUN
aijbe-844	123	7	among	among	ADP
aijbe-844	123	8	stock	stock	NOUN
aijbe-844	123	9	prices	price	NOUN
aijbe-844	123	10	,	,	PUNCT
aijbe-844	123	11	economic	economic	ADJ
aijbe-844	123	12	policy	policy	NOUN
aijbe-844	123	13	uncertainty	uncertainty	NOUN
aijbe-844	123	14	,	,	PUNCT
aijbe-844	123	15	david	david	PROPN
aijbe-844	123	16	m.	m.	PROPN
aijbe-844	123	17	reynolds	reynolds	PROPN
aijbe-844	123	18	(	(	PUNCT
aijbe-844	123	19	2024	2024	NUM
aijbe-844	123	20	)	)	PUNCT
aijbe-844	123	21	21	21	NUM
aijbe-844	123	22	american	american	ADJ
aijbe-844	123	23	interdisciplinary	interdisciplinary	ADJ
aijbe-844	123	24	journal	journal	NOUN
aijbe-844	123	25	of	of	ADP
aijbe-844	123	26	business	business	NOUN
aijbe-844	123	27	and	and	CCONJ
aijbe-844	123	28	economics	economic	NOUN
aijbe-844	123	29	|	|	ADV
aijbe-844	123	30	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	123	31	and	and	CCONJ
aijbe-844	123	32	global	global	ADJ
aijbe-844	123	33	oil	oil	NOUN
aijbe-844	123	34	prices	price	NOUN
aijbe-844	123	35	in	in	ADP
aijbe-844	123	36	china	china	PROPN
aijbe-844	123	37	from	from	ADP
aijbe-844	123	38	january	january	PROPN
aijbe-844	123	39	2005	2005	NUM
aijbe-844	123	40	to	to	ADP
aijbe-844	123	41	december	december	PROPN
aijbe-844	123	42	2017	2017	NUM
aijbe-844	123	43	.	.	PUNCT
aijbe-844	124	1	they	they	PRON
aijbe-844	124	2	used	use	VERB
aijbe-844	124	3	a	a	DET
aijbe-844	124	4	rolling	rolling	ADJ
aijbe-844	124	5	window	window	NOUN
aijbe-844	124	6	todayamamoto	todayamamoto	NOUN
aijbe-844	124	7	causality	causality	NOUN
aijbe-844	124	8	test	test	NOUN
aijbe-844	124	9	to	to	PART
aijbe-844	124	10	determine	determine	VERB
aijbe-844	124	11	that	that	SCONJ
aijbe-844	124	12	the	the	DET
aijbe-844	124	13	bidirectional	bidirectional	ADJ
aijbe-844	124	14	causality	causality	NOUN
aijbe-844	124	15	between	between	ADP
aijbe-844	124	16	the	the	DET
aijbe-844	124	17	variables	variable	NOUN
aijbe-844	124	18	was	be	AUX
aijbe-844	124	19	mainly	mainly	ADV
aijbe-844	124	20	associated	associate	VERB
aijbe-844	124	21	with	with	ADP
aijbe-844	124	22	the	the	DET
aijbe-844	124	23	1997	1997	NUM
aijbe-844	124	24	asian	asian	ADJ
aijbe-844	124	25	crisis	crisis	NOUN
aijbe-844	124	26	,	,	PUNCT
aijbe-844	124	27	the	the	DET
aijbe-844	124	28	2008	2008	NUM
aijbe-844	124	29	financial	financial	ADJ
aijbe-844	124	30	crisis	crisis	NOUN
aijbe-844	124	31	,	,	PUNCT
aijbe-844	124	32	and	and	CCONJ
aijbe-844	124	33	china	china	PROPN
aijbe-844	124	34	's	's	PART
aijbe-844	124	35	economic	economic	ADJ
aijbe-844	124	36	structural	structural	ADJ
aijbe-844	124	37	reforms	reform	NOUN
aijbe-844	124	38	.	.	PUNCT
aijbe-844	125	1	in	in	ADP
aijbe-844	125	2	the	the	DET
aijbe-844	125	3	present	present	ADJ
aijbe-844	125	4	global	global	ADJ
aijbe-844	125	5	economic	economic	ADJ
aijbe-844	125	6	landscape	landscape	NOUN
aijbe-844	125	7	,	,	PUNCT
aijbe-844	125	8	the	the	DET
aijbe-844	125	9	rise	rise	NOUN
aijbe-844	125	10	of	of	ADP
aijbe-844	125	11	globalization	globalization	NOUN
aijbe-844	125	12	has	have	AUX
aijbe-844	125	13	bolstered	bolster	VERB
aijbe-844	125	14	the	the	DET
aijbe-844	125	15	connections	connection	NOUN
aijbe-844	125	16	among	among	ADP
aijbe-844	125	17	nations	nation	NOUN
aijbe-844	125	18	and	and	CCONJ
aijbe-844	125	19	heightened	heighten	VERB
aijbe-844	125	20	their	their	PRON
aijbe-844	125	21	reciprocal	reciprocal	ADJ
aijbe-844	125	22	impact	impact	NOUN
aijbe-844	125	23	.	.	PUNCT
aijbe-844	126	1	this	this	PRON
aijbe-844	126	2	is	be	AUX
aijbe-844	126	3	especially	especially	ADV
aijbe-844	126	4	evident	evident	ADJ
aijbe-844	126	5	in	in	ADP
aijbe-844	126	6	the	the	DET
aijbe-844	126	7	instance	instance	NOUN
aijbe-844	126	8	of	of	ADP
aijbe-844	126	9	developing	develop	VERB
aijbe-844	126	10	countries	country	NOUN
aijbe-844	126	11	,	,	PUNCT
aijbe-844	126	12	which	which	PRON
aijbe-844	126	13	possess	possess	VERB
aijbe-844	126	14	vast	vast	ADJ
aijbe-844	126	15	populations	population	NOUN
aijbe-844	126	16	and	and	CCONJ
aijbe-844	126	17	offer	offer	VERB
aijbe-844	126	18	significant	significant	ADJ
aijbe-844	126	19	prospects	prospect	NOUN
aijbe-844	126	20	for	for	ADP
aijbe-844	126	21	economic	economic	ADJ
aijbe-844	126	22	expansion	expansion	NOUN
aijbe-844	126	23	.	.	PUNCT
aijbe-844	127	1	it	it	PRON
aijbe-844	127	2	is	be	AUX
aijbe-844	127	3	crucial	crucial	ADJ
aijbe-844	127	4	to	to	PART
aijbe-844	127	5	investigate	investigate	VERB
aijbe-844	127	6	the	the	DET
aijbe-844	127	7	impact	impact	NOUN
aijbe-844	127	8	of	of	ADP
aijbe-844	127	9	global	global	ADJ
aijbe-844	127	10	economic	economic	ADJ
aijbe-844	127	11	policy	policy	NOUN
aijbe-844	127	12	uncertainty	uncertainty	NOUN
aijbe-844	127	13	on	on	ADP
aijbe-844	127	14	the	the	DET
aijbe-844	127	15	stock	stock	NOUN
aijbe-844	127	16	markets	market	NOUN
aijbe-844	127	17	of	of	ADP
aijbe-844	127	18	these	these	DET
aijbe-844	127	19	countries	country	NOUN
aijbe-844	127	20	.	.	PUNCT
aijbe-844	128	1	this	this	PRON
aijbe-844	128	2	becomes	become	VERB
aijbe-844	128	3	particularly	particularly	ADV
aijbe-844	128	4	relevant	relevant	ADJ
aijbe-844	128	5	considering	consider	VERB
aijbe-844	128	6	the	the	DET
aijbe-844	128	7	limited	limited	ADJ
aijbe-844	128	8	research	research	NOUN
aijbe-844	128	9	conducted	conduct	VERB
aijbe-844	128	10	on	on	ADP
aijbe-844	128	11	these	these	DET
aijbe-844	128	12	markets	market	NOUN
aijbe-844	128	13	in	in	ADP
aijbe-844	128	14	comparison	comparison	NOUN
aijbe-844	128	15	to	to	ADP
aijbe-844	128	16	those	those	PRON
aijbe-844	128	17	of	of	ADP
aijbe-844	128	18	developed	develop	VERB
aijbe-844	128	19	countries	country	NOUN
aijbe-844	128	20	.	.	PUNCT
aijbe-844	129	1	several	several	ADJ
aijbe-844	129	2	recent	recent	ADJ
aijbe-844	129	3	studies	study	NOUN
aijbe-844	129	4	have	have	AUX
aijbe-844	129	5	highlighted	highlight	VERB
aijbe-844	129	6	the	the	DET
aijbe-844	129	7	volatility	volatility	NOUN
aijbe-844	129	8	of	of	ADP
aijbe-844	129	9	oil	oil	NOUN
aijbe-844	129	10	prices	price	NOUN
aijbe-844	129	11	.	.	PUNCT
aijbe-844	130	1	two	two	NUM
aijbe-844	130	2	sets	set	NOUN
aijbe-844	130	3	of	of	ADP
aijbe-844	130	4	research	research	NOUN
aijbe-844	130	5	studies	study	NOUN
aijbe-844	130	6	use	use	VERB
aijbe-844	130	7	different	different	ADJ
aijbe-844	130	8	methods	method	NOUN
aijbe-844	130	9	to	to	PART
aijbe-844	130	10	examine	examine	VERB
aijbe-844	130	11	the	the	DET
aijbe-844	130	12	reasons	reason	NOUN
aijbe-844	130	13	for	for	ADP
aijbe-844	130	14	instability	instability	NOUN
aijbe-844	130	15	in	in	ADP
aijbe-844	130	16	the	the	DET
aijbe-844	130	17	oil	oil	NOUN
aijbe-844	130	18	market	market	NOUN
aijbe-844	130	19	.	.	PUNCT
aijbe-844	131	1	the	the	DET
aijbe-844	131	2	first	first	ADJ
aijbe-844	131	3	set	set	NOUN
aijbe-844	131	4	applies	apply	VERB
aijbe-844	131	5	garch	garch	NOUN
aijbe-844	131	6	-	-	PUNCT
aijbe-844	131	7	class	class	NOUN
aijbe-844	131	8	models	model	NOUN
aijbe-844	131	9	and	and	CCONJ
aijbe-844	131	10	cites	cite	VERB
aijbe-844	131	11	examples	example	NOUN
aijbe-844	131	12	including	include	VERB
aijbe-844	131	13	chan	chan	NOUN
aijbe-844	131	14	and	and	CCONJ
aijbe-844	131	15	grant	grant	NOUN
aijbe-844	131	16	(	(	PUNCT
aijbe-844	131	17	2016	2016	NUM
aijbe-844	131	18	)	)	PUNCT
aijbe-844	131	19	,	,	PUNCT
aijbe-844	131	20	nomikos	nomikos	NOUN
aijbe-844	131	21	and	and	CCONJ
aijbe-844	131	22	pouliasis	pouliasis	NOUN
aijbe-844	131	23	(	(	PUNCT
aijbe-844	131	24	2011	2011	NUM
aijbe-844	131	25	)	)	PUNCT
aijbe-844	131	26	,	,	PUNCT
aijbe-844	131	27	wang	wang	PROPN
aijbe-844	131	28	and	and	CCONJ
aijbe-844	131	29	wu	wu	PROPN
aijbe-844	131	30	(	(	PUNCT
aijbe-844	131	31	2012	2012	NUM
aijbe-844	131	32	)	)	PUNCT
aijbe-844	131	33	,	,	PUNCT
aijbe-844	131	34	wang	wang	PROPN
aijbe-844	131	35	et	et	PROPN
aijbe-844	131	36	al	al	PROPN
aijbe-844	131	37	.	.	PROPN
aijbe-844	132	1	(	(	PUNCT
aijbe-844	132	2	2016	2016	NUM
aijbe-844	132	3	)	)	PUNCT
aijbe-844	132	4	,	,	PUNCT
aijbe-844	132	5	and	and	CCONJ
aijbe-844	132	6	sadorsky	sadorsky	ADJ
aijbe-844	132	7	(	(	PUNCT
aijbe-844	132	8	2006	2006	NUM
aijbe-844	132	9	)	)	PUNCT
aijbe-844	132	10	.	.	PUNCT
aijbe-844	133	1	the	the	DET
aijbe-844	133	2	second	second	ADJ
aijbe-844	133	3	set	set	NOUN
aijbe-844	133	4	of	of	ADP
aijbe-844	133	5	papers	paper	NOUN
aijbe-844	133	6	relies	rely	VERB
aijbe-844	133	7	on	on	ADP
aijbe-844	133	8	recognized	recognize	VERB
aijbe-844	133	9	volatility	volatility	NOUN
aijbe-844	133	10	models	model	NOUN
aijbe-844	133	11	,	,	PUNCT
aijbe-844	133	12	including	include	VERB
aijbe-844	133	13	haugom	haugom	NOUN
aijbe-844	133	14	et	et	PROPN
aijbe-844	133	15	al	al	PROPN
aijbe-844	133	16	.	.	PROPN
aijbe-844	133	17	(	(	PUNCT
aijbe-844	133	18	2014	2014	NUM
aijbe-844	133	19	)	)	PUNCT
aijbe-844	133	20	and	and	CCONJ
aijbe-844	133	21	sevi	sevi	ADJ
aijbe-844	133	22	(	(	PUNCT
aijbe-844	133	23	2014	2014	NUM
aijbe-844	133	24	)	)	PUNCT
aijbe-844	133	25	.	.	PUNCT
aijbe-844	134	1	both	both	DET
aijbe-844	134	2	sets	set	NOUN
aijbe-844	134	3	of	of	ADP
aijbe-844	134	4	models	model	NOUN
aijbe-844	134	5	gather	gather	VERB
aijbe-844	134	6	insightful	insightful	ADJ
aijbe-844	134	7	data	datum	NOUN
aijbe-844	134	8	from	from	ADP
aijbe-844	134	9	recorded	record	VERB
aijbe-844	134	10	unpredictability	unpredictability	NOUN
aijbe-844	134	11	or	or	CCONJ
aijbe-844	134	12	costs	cost	NOUN
aijbe-844	134	13	.	.	PUNCT
aijbe-844	135	1	the	the	DET
aijbe-844	135	2	efficient	efficient	ADJ
aijbe-844	135	3	market	market	NOUN
aijbe-844	135	4	hypothesis	hypothesis	NOUN
aijbe-844	135	5	of	of	ADP
aijbe-844	135	6	fama	fama	PROPN
aijbe-844	135	7	(	(	PUNCT
aijbe-844	135	8	1970	1970	NUM
aijbe-844	135	9	)	)	PUNCT
aijbe-844	135	10	justifies	justify	VERB
aijbe-844	135	11	the	the	DET
aijbe-844	135	12	predictive	predictive	ADJ
aijbe-844	135	13	power	power	NOUN
aijbe-844	135	14	of	of	ADP
aijbe-844	135	15	fundamental	fundamental	ADJ
aijbe-844	135	16	variables	variable	NOUN
aijbe-844	135	17	,	,	PUNCT
aijbe-844	135	18	while	while	SCONJ
aijbe-844	135	19	commodity	commodity	NOUN
aijbe-844	135	20	markets	market	NOUN
aijbe-844	135	21	are	be	AUX
aijbe-844	135	22	not	not	PART
aijbe-844	135	23	as	as	ADV
aijbe-844	135	24	efficient	efficient	ADJ
aijbe-844	135	25	as	as	ADP
aijbe-844	135	26	more	more	ADV
aijbe-844	135	27	developed	developed	ADJ
aijbe-844	135	28	financial	financial	ADJ
aijbe-844	135	29	markets	market	NOUN
aijbe-844	135	30	(	(	PUNCT
aijbe-844	135	31	chen	chen	PROPN
aijbe-844	135	32	et	et	PROPN
aijbe-844	135	33	al	al	PROPN
aijbe-844	135	34	.	.	PROPN
aijbe-844	135	35	,	,	PUNCT
aijbe-844	135	36	2010	2010	NUM
aijbe-844	135	37	)	)	PUNCT
aijbe-844	135	38	.	.	PUNCT
aijbe-844	136	1	furthermore	furthermore	ADV
aijbe-844	136	2	,	,	PUNCT
aijbe-844	136	3	several	several	ADJ
aijbe-844	136	4	studies	study	NOUN
aijbe-844	136	5	have	have	AUX
aijbe-844	136	6	suggested	suggest	VERB
aijbe-844	136	7	inefficient	inefficient	ADJ
aijbe-844	136	8	weak	weak	ADJ
aijbe-844	136	9	-	-	PUNCT
aijbe-844	136	10	form	form	NOUN
aijbe-844	136	11	markets	market	NOUN
aijbe-844	136	12	for	for	ADP
aijbe-844	136	13	crude	crude	ADJ
aijbe-844	136	14	oil	oil	NOUN
aijbe-844	136	15	(	(	PUNCT
aijbe-844	136	16	tabak	tabak	NOUN
aijbe-844	136	17	and	and	CCONJ
aijbe-844	136	18	cajueiro	cajueiro	NOUN
aijbe-844	136	19	,	,	PUNCT
aijbe-844	136	20	2007	2007	NUM
aijbe-844	136	21	;	;	PUNCT
aijbe-844	136	22	wang	wang	PROPN
aijbe-844	136	23	and	and	CCONJ
aijbe-844	136	24	liu	liu	PROPN
aijbe-844	136	25	,	,	PUNCT
aijbe-844	136	26	2010	2010	NUM
aijbe-844	136	27	)	)	PUNCT
aijbe-844	136	28	,	,	PUNCT
aijbe-844	136	29	meaning	mean	VERB
aijbe-844	136	30	that	that	SCONJ
aijbe-844	136	31	the	the	DET
aijbe-844	136	32	current	current	ADJ
aijbe-844	136	33	oil	oil	NOUN
aijbe-844	136	34	price	price	NOUN
aijbe-844	136	35	does	do	AUX
aijbe-844	136	36	not	not	PART
aijbe-844	136	37	encompass	encompass	VERB
aijbe-844	136	38	all	all	PRON
aijbe-844	136	39	of	of	ADP
aijbe-844	136	40	the	the	DET
aijbe-844	136	41	fundamental	fundamental	ADJ
aijbe-844	136	42	information	information	NOUN
aijbe-844	136	43	available	available	ADJ
aijbe-844	136	44	.	.	PUNCT
aijbe-844	137	1	it	it	PRON
aijbe-844	137	2	may	may	AUX
aijbe-844	137	3	be	be	AUX
aijbe-844	137	4	inferred	infer	VERB
aijbe-844	137	5	that	that	SCONJ
aijbe-844	137	6	the	the	DET
aijbe-844	137	7	current	current	ADJ
aijbe-844	137	8	unpredictability	unpredictability	NOUN
aijbe-844	137	9	in	in	ADP
aijbe-844	137	10	oil	oil	NOUN
aijbe-844	137	11	prices	price	NOUN
aijbe-844	137	12	does	do	AUX
aijbe-844	137	13	not	not	PART
aijbe-844	137	14	encompass	encompass	VERB
aijbe-844	137	15	all	all	DET
aijbe-844	137	16	previous	previous	ADJ
aijbe-844	137	17	information	information	NOUN
aijbe-844	137	18	pertaining	pertain	VERB
aijbe-844	137	19	to	to	ADP
aijbe-844	137	20	macroeconomic	macroeconomic	ADJ
aijbe-844	137	21	instability	instability	NOUN
aijbe-844	137	22	.	.	PUNCT
aijbe-844	138	1	there	there	PRON
aijbe-844	138	2	have	have	AUX
aijbe-844	138	3	been	be	AUX
aijbe-844	138	4	many	many	ADJ
aijbe-844	138	5	attempts	attempt	NOUN
aijbe-844	138	6	to	to	PART
aijbe-844	138	7	understand	understand	VERB
aijbe-844	138	8	and	and	CCONJ
aijbe-844	138	9	forecast	forecast	VERB
aijbe-844	138	10	fluctuations	fluctuation	NOUN
aijbe-844	138	11	in	in	ADP
aijbe-844	138	12	oil	oil	NOUN
aijbe-844	138	13	prices	price	NOUN
aijbe-844	138	14	based	base	VERB
aijbe-844	138	15	on	on	ADP
aijbe-844	138	16	supply	supply	NOUN
aijbe-844	138	17	and	and	CCONJ
aijbe-844	138	18	demand	demand	NOUN
aijbe-844	138	19	fundamentals	fundamental	NOUN
aijbe-844	138	20	(	(	PUNCT
aijbe-844	138	21	baumeister	baumeister	NOUN
aijbe-844	138	22	and	and	CCONJ
aijbe-844	138	23	kilian	kilian	PROPN
aijbe-844	138	24	,	,	PUNCT
aijbe-844	138	25	2012	2012	NUM
aijbe-844	138	26	;	;	PUNCT
aijbe-844	138	27	boelli	boelli	PROPN
aijbe-844	138	28	et	et	PROPN
aijbe-844	138	29	al	al	PROPN
aijbe-844	138	30	.	.	PROPN
aijbe-844	138	31	,	,	PUNCT
aijbe-844	138	32	2016	2016	NUM
aijbe-844	138	33	)	)	PUNCT
aijbe-844	138	34	.	.	PUNCT
aijbe-844	139	1	however	however	ADV
aijbe-844	139	2	,	,	PUNCT
aijbe-844	139	3	to	to	ADP
aijbe-844	139	4	our	our	PRON
aijbe-844	139	5	knowledge	knowledge	NOUN
aijbe-844	139	6	,	,	PUNCT
aijbe-844	139	7	the	the	DET
aijbe-844	139	8	financial	financial	ADJ
aijbe-844	139	9	origins	origin	NOUN
aijbe-844	139	10	of	of	ADP
aijbe-844	139	11	price	price	NOUN
aijbe-844	139	12	volatility	volatility	NOUN
aijbe-844	139	13	have	have	AUX
aijbe-844	139	14	not	not	PART
aijbe-844	139	15	been	be	AUX
aijbe-844	139	16	fully	fully	ADV
aijbe-844	139	17	considered	consider	VERB
aijbe-844	139	18	in	in	ADP
aijbe-844	139	19	scholarly	scholarly	ADJ
aijbe-844	139	20	literature	literature	NOUN
aijbe-844	139	21	,	,	PUNCT
aijbe-844	139	22	except	except	SCONJ
aijbe-844	139	23	for	for	ADP
aijbe-844	139	24	significant	significant	ADJ
aijbe-844	139	25	contributions	contribution	NOUN
aijbe-844	139	26	from	from	ADP
aijbe-844	139	27	conrad	conrad	PROPN
aijbe-844	139	28	et	et	PROPN
aijbe-844	139	29	al	al	PROPN
aijbe-844	139	30	.	.	PROPN
aijbe-844	140	1	(	(	PUNCT
aijbe-844	140	2	2014	2014	NUM
aijbe-844	140	3	)	)	PUNCT
aijbe-844	140	4	and	and	CCONJ
aijbe-844	140	5	pan	pan	VERB
aijbe-844	140	6	et	et	PROPN
aijbe-844	140	7	al	al	PROPN
aijbe-844	140	8	.	.	PROPN
aijbe-844	141	1	(	(	PUNCT
aijbe-844	141	2	2017	2017	NUM
aijbe-844	141	3	)	)	PUNCT
aijbe-844	141	4	.	.	PUNCT
aijbe-844	142	1	conrad	conrad	PROPN
aijbe-844	142	2	et	et	PROPN
aijbe-844	142	3	al	al	PROPN
aijbe-844	142	4	.	.	PROPN
aijbe-844	143	1	(	(	PUNCT
aijbe-844	143	2	2014	2014	NUM
aijbe-844	143	3	)	)	PUNCT
aijbe-844	143	4	analyzed	analyze	VERB
aijbe-844	143	5	the	the	DET
aijbe-844	143	6	effect	effect	NOUN
aijbe-844	143	7	of	of	ADP
aijbe-844	143	8	macroeconomic	macroeconomic	ADJ
aijbe-844	143	9	factors	factor	NOUN
aijbe-844	143	10	on	on	ADP
aijbe-844	143	11	oil	oil	NOUN
aijbe-844	143	12	price	price	NOUN
aijbe-844	143	13	volatility	volatility	NOUN
aijbe-844	143	14	from	from	ADP
aijbe-844	143	15	a	a	DET
aijbe-844	143	16	sample	sample	NOUN
aijbe-844	143	17	-	-	PUNCT
aijbe-844	143	18	based	base	VERB
aijbe-844	143	19	approach	approach	NOUN
aijbe-844	143	20	.	.	PUNCT
aijbe-844	144	1	other	other	ADJ
aijbe-844	144	2	scholars	scholar	NOUN
aijbe-844	144	3	have	have	AUX
aijbe-844	144	4	re	re	VERB
aijbe-844	144	5	-	-	VERB
aijbe-844	144	6	evaluated	evaluate	VERB
aijbe-844	144	7	this	this	DET
aijbe-844	144	8	issue	issue	NOUN
aijbe-844	144	9	through	through	ADP
aijbe-844	144	10	an	an	DET
aijbe-844	144	11	out	out	ADJ
aijbe-844	144	12	-	-	PUNCT
aijbe-844	144	13	of	of	ADP
aijbe-844	144	14	-	-	PUNCT
aijbe-844	144	15	sample	sample	NOUN
aijbe-844	144	16	outlook	outlook	NOUN
aijbe-844	144	17	by	by	ADP
aijbe-844	144	18	testing	test	VERB
aijbe-844	144	19	whether	whether	SCONJ
aijbe-844	144	20	the	the	DET
aijbe-844	144	21	incorporation	incorporation	NOUN
aijbe-844	144	22	of	of	ADP
aijbe-844	144	23	macroeconomic	macroeconomic	ADJ
aijbe-844	144	24	elements	element	NOUN
aijbe-844	144	25	into	into	ADP
aijbe-844	144	26	volatility	volatility	NOUN
aijbe-844	144	27	models	model	NOUN
aijbe-844	144	28	can	can	AUX
aijbe-844	144	29	produce	produce	VERB
aijbe-844	144	30	more	more	ADV
aijbe-844	144	31	precise	precise	ADJ
aijbe-844	144	32	forecasts	forecast	NOUN
aijbe-844	144	33	.	.	PUNCT
aijbe-844	145	1	concentrating	concentrate	VERB
aijbe-844	145	2	on	on	ADP
aijbe-844	145	3	daily	daily	ADJ
aijbe-844	145	4	volatility	volatility	NOUN
aijbe-844	145	5	which	which	PRON
aijbe-844	145	6	is	be	AUX
aijbe-844	145	7	of	of	ADP
aijbe-844	145	8	significant	significant	ADJ
aijbe-844	145	9	interest	interest	NOUN
aijbe-844	145	10	to	to	PART
aijbe-844	145	11	option	option	VERB
aijbe-844	145	12	market	market	NOUN
aijbe-844	145	13	traders	trader	NOUN
aijbe-844	145	14	,	,	PUNCT
aijbe-844	145	15	the	the	DET
aijbe-844	145	16	study	study	NOUN
aijbe-844	145	17	observed	observe	VERB
aijbe-844	145	18	that	that	SCONJ
aijbe-844	145	19	objective	objective	ADJ
aijbe-844	145	20	evaluations	evaluation	NOUN
aijbe-844	145	21	of	of	ADP
aijbe-844	145	22	the	the	DET
aijbe-844	145	23	data	datum	NOUN
aijbe-844	145	24	are	be	AUX
aijbe-844	145	25	imperative	imperative	ADJ
aijbe-844	145	26	for	for	ADP
aijbe-844	145	27	accurate	accurate	ADJ
aijbe-844	145	28	predictions	prediction	NOUN
aijbe-844	145	29	.	.	PUNCT
aijbe-844	146	1	including	include	VERB
aijbe-844	146	2	macroeconomic	macroeconomic	ADJ
aijbe-844	146	3	data	datum	NOUN
aijbe-844	146	4	in	in	ADP
aijbe-844	146	5	a	a	DET
aijbe-844	146	6	garch	garch	NOUN
aijbe-844	146	7	or	or	CCONJ
aijbe-844	146	8	realized	realize	VERB
aijbe-844	146	9	volatility	volatility	NOUN
aijbe-844	146	10	model	model	NOUN
aijbe-844	146	11	is	be	AUX
aijbe-844	146	12	challenging	challenge	VERB
aijbe-844	146	13	due	due	ADJ
aijbe-844	146	14	to	to	ADP
aijbe-844	146	15	the	the	DET
aijbe-844	146	16	incompatible	incompatible	ADJ
aijbe-844	146	17	data	data	NOUN
aijbe-844	146	18	frequencies	frequency	NOUN
aijbe-844	146	19	of	of	ADP
aijbe-844	146	20	the	the	DET
aijbe-844	146	21	oil	oil	NOUN
aijbe-844	146	22	price	price	NOUN
aijbe-844	146	23	and	and	CCONJ
aijbe-844	146	24	its	its	PRON
aijbe-844	146	25	fundamental	fundamental	ADJ
aijbe-844	146	26	factors	factor	NOUN
aijbe-844	146	27	.	.	PUNCT
aijbe-844	147	1	to	to	PART
aijbe-844	147	2	clarify	clarify	VERB
aijbe-844	147	3	,	,	PUNCT
aijbe-844	147	4	while	while	SCONJ
aijbe-844	147	5	oil	oil	NOUN
aijbe-844	147	6	price	price	NOUN
aijbe-844	147	7	data	datum	NOUN
aijbe-844	147	8	is	be	AUX
aijbe-844	147	9	available	available	ADJ
aijbe-844	147	10	daily	daily	ADV
aijbe-844	147	11	,	,	PUNCT
aijbe-844	147	12	data	datum	NOUN
aijbe-844	147	13	on	on	ADP
aijbe-844	147	14	oil	oil	NOUN
aijbe-844	147	15	output	output	NOUN
aijbe-844	147	16	and	and	CCONJ
aijbe-844	147	17	demand	demand	NOUN
aijbe-844	147	18	is	be	AUX
aijbe-844	147	19	obtained	obtain	VERB
aijbe-844	147	20	monthly	monthly	ADV
aijbe-844	147	21	or	or	CCONJ
aijbe-844	147	22	even	even	ADV
aijbe-844	147	23	less	less	ADV
aijbe-844	147	24	frequently	frequently	ADV
aijbe-844	147	25	.	.	PUNCT
aijbe-844	148	1	fortunately	fortunately	ADV
aijbe-844	148	2	,	,	PUNCT
aijbe-844	148	3	the	the	DET
aijbe-844	148	4	garch	garch	NOUN
aijbe-844	148	5	-	-	PUNCT
aijbe-844	148	6	midas	midas	PROPN
aijbe-844	148	7	class	class	NOUN
aijbe-844	148	8	specifications	specification	NOUN
aijbe-844	148	9	recommended	recommend	VERB
aijbe-844	148	10	by	by	ADP
aijbe-844	148	11	engle	engle	PROPN
aijbe-844	148	12	et	et	PROPN
aijbe-844	148	13	al	al	PROPN
aijbe-844	148	14	.	.	PROPN
aijbe-844	149	1	(	(	PUNCT
aijbe-844	149	2	2013	2013	NUM
aijbe-844	149	3	)	)	PUNCT
aijbe-844	149	4	effectively	effectively	ADV
aijbe-844	149	5	resolve	resolve	VERB
aijbe-844	149	6	the	the	DET
aijbe-844	149	7	mixed	mixed	ADJ
aijbe-844	149	8	-	-	PUNCT
aijbe-844	149	9	frequency	frequency	NOUN
aijbe-844	149	10	problem	problem	NOUN
aijbe-844	149	11	in	in	ADP
aijbe-844	149	12	volatility	volatility	NOUN
aijbe-844	149	13	modelling	modelling	NOUN
aijbe-844	149	14	.	.	PUNCT
aijbe-844	150	1	this	this	DET
aijbe-844	150	2	model	model	NOUN
aijbe-844	150	3	divides	divide	VERB
aijbe-844	150	4	daily	daily	ADJ
aijbe-844	150	5	conditional	conditional	ADJ
aijbe-844	150	6	volatility	volatility	NOUN
aijbe-844	150	7	into	into	ADP
aijbe-844	150	8	two	two	NUM
aijbe-844	150	9	parts	part	NOUN
aijbe-844	150	10	:	:	PUNCT
aijbe-844	150	11	a	a	DET
aijbe-844	150	12	short	short	ADJ
aijbe-844	150	13	-	-	PUNCT
aijbe-844	150	14	term	term	NOUN
aijbe-844	150	15	volatility	volatility	NOUN
aijbe-844	150	16	element	element	NOUN
aijbe-844	150	17	that	that	PRON
aijbe-844	150	18	adheres	adhere	VERB
aijbe-844	150	19	to	to	ADP
aijbe-844	150	20	the	the	DET
aijbe-844	150	21	standard	standard	ADJ
aijbe-844	150	22	daily	daily	ADJ
aijbe-844	150	23	garch	garch	NOUN
aijbe-844	150	24	process	process	NOUN
aijbe-844	150	25	(	(	PUNCT
aijbe-844	150	26	bollerslev	bollerslev	ADJ
aijbe-844	150	27	,	,	PUNCT
aijbe-844	150	28	1986	1986	NUM
aijbe-844	150	29	)	)	PUNCT
aijbe-844	150	30	and	and	CCONJ
aijbe-844	150	31	a	a	DET
aijbe-844	150	32	long	long	ADJ
aijbe-844	150	33	-	-	PUNCT
aijbe-844	150	34	term	term	NOUN
aijbe-844	150	35	component	component	NOUN
aijbe-844	150	36	that	that	PRON
aijbe-844	150	37	considers	consider	VERB
aijbe-844	150	38	mixed	mixed	ADJ
aijbe-844	150	39	-	-	PUNCT
aijbe-844	150	40	frequency	frequency	NOUN
aijbe-844	150	41	data	datum	NOUN
aijbe-844	150	42	sampling	sample	VERB
aijbe-844	150	43	(	(	PUNCT
aijbe-844	150	44	midas	midas	PROPN
aijbe-844	150	45	)	)	PUNCT
aijbe-844	150	46	regression	regression	NOUN
aijbe-844	150	47	with	with	ADP
aijbe-844	150	48	monthly	monthly	ADJ
aijbe-844	150	49	,	,	PUNCT
aijbe-844	150	50	quarterly	quarterly	ADJ
aijbe-844	150	51	,	,	PUNCT
aijbe-844	150	52	or	or	CCONJ
aijbe-844	150	53	even	even	ADV
aijbe-844	150	54	lower	low	ADJ
aijbe-844	150	55	frequency	frequency	NOUN
aijbe-844	150	56	variables	variable	NOUN
aijbe-844	150	57	(	(	PUNCT
aijbe-844	150	58	ghysels	ghysel	NOUN
aijbe-844	150	59	et	et	NOUN
aijbe-844	150	60	al	al	PROPN
aijbe-844	150	61	.	.	PROPN
aijbe-844	150	62	,	,	PUNCT
aijbe-844	150	63	2004	2004	NUM
aijbe-844	150	64	)	)	PUNCT
aijbe-844	150	65	.	.	PUNCT
aijbe-844	151	1	in	in	ADP
aijbe-844	151	2	recent	recent	ADJ
aijbe-844	151	3	times	time	NOUN
aijbe-844	151	4	,	,	PUNCT
aijbe-844	151	5	garch	garch	NOUN
aijbe-844	151	6	-	-	PUNCT
aijbe-844	151	7	midas	midas	PROPN
aijbe-844	151	8	models	model	NOUN
aijbe-844	151	9	have	have	AUX
aijbe-844	151	10	gained	gain	VERB
aijbe-844	151	11	popularity	popularity	NOUN
aijbe-844	151	12	for	for	ADP
aijbe-844	151	13	identifying	identify	VERB
aijbe-844	151	14	links	link	NOUN
aijbe-844	151	15	between	between	ADP
aijbe-844	151	16	high	high	ADJ
aijbe-844	151	17	-	-	PUNCT
aijbe-844	151	18	frequency	frequency	NOUN
aijbe-844	151	19	volatility	volatility	NOUN
aijbe-844	151	20	and	and	CCONJ
aijbe-844	151	21	low	low	ADJ
aijbe-844	151	22	-	-	PUNCT
aijbe-844	151	23	frequency	frequency	NOUN
aijbe-844	151	24	macroeconomic	macroeconomic	ADJ
aijbe-844	151	25	variables	variable	NOUN
aijbe-844	151	26	(	(	PUNCT
aijbe-844	151	27	conrad	conrad	PROPN
aijbe-844	151	28	et	et	PROPN
aijbe-844	151	29	al	al	PROPN
aijbe-844	151	30	.	.	PROPN
aijbe-844	151	31	,	,	PUNCT
aijbe-844	151	32	2014	2014	NUM
aijbe-844	151	33	;	;	PUNCT
aijbe-844	151	34	conrad	conrad	PROPN
aijbe-844	151	35	and	and	CCONJ
aijbe-844	151	36	loch	loch	PROPN
aijbe-844	151	37	,	,	PUNCT
aijbe-844	151	38	2015a	2015a	NUM
aijbe-844	151	39	,	,	PUNCT
aijbe-844	151	40	b	b	NOUN
aijbe-844	151	41	)	)	PUNCT
aijbe-844	151	42	.	.	PUNCT
aijbe-844	152	1	yu	yu	PROPN
aijbe-844	152	2	et	et	PROPN
aijbe-844	152	3	al	al	PROPN
aijbe-844	152	4	.	.	PROPN
aijbe-844	153	1	(	(	PUNCT
aijbe-844	153	2	2018	2018	NUM
aijbe-844	153	3	)	)	PUNCT
aijbe-844	153	4	and	and	CCONJ
aijbe-844	153	5	yu	yu	PROPN
aijbe-844	153	6	and	and	CCONJ
aijbe-844	153	7	huang	huang	PROPN
aijbe-844	153	8	(	(	PUNCT
aijbe-844	153	9	2021	2021	NUM
aijbe-844	153	10	)	)	PUNCT
aijbe-844	153	11	deployed	deploy	VERB
aijbe-844	153	12	the	the	DET
aijbe-844	153	13	garch	garch	NOUN
aijbe-844	153	14	-	-	PUNCT
aijbe-844	153	15	midas	midas	PROPN
aijbe-844	153	16	approach	approach	NOUN
aijbe-844	153	17	to	to	PART
aijbe-844	153	18	demonstrate	demonstrate	VERB
aijbe-844	153	19	that	that	SCONJ
aijbe-844	153	20	gepu	gepu	NOUN
aijbe-844	153	21	increases	increase	VERB
aijbe-844	153	22	chinese	chinese	ADJ
aijbe-844	153	23	stock	stock	NOUN
aijbe-844	153	24	market	market	NOUN
aijbe-844	153	25	volatility	volatility	NOUN
aijbe-844	153	26	and	and	CCONJ
aijbe-844	153	27	has	have	VERB
aijbe-844	153	28	predictive	predictive	ADJ
aijbe-844	153	29	capabilities	capability	NOUN
aijbe-844	153	30	.	.	PUNCT
aijbe-844	154	1	li	li	PROPN
aijbe-844	154	2	et	et	PROPN
aijbe-844	154	3	al	al	PROPN
aijbe-844	154	4	.	.	PROPN
aijbe-844	154	5	(	(	PUNCT
aijbe-844	154	6	2020	2020	NUM
aijbe-844	154	7	)	)	PUNCT
aijbe-844	154	8	examined	examine	VERB
aijbe-844	154	9	the	the	DET
aijbe-844	154	10	impact	impact	NOUN
aijbe-844	154	11	of	of	ADP
aijbe-844	154	12	gepu	gepu	NOUN
aijbe-844	154	13	on	on	ADP
aijbe-844	154	14	the	the	DET
aijbe-844	154	15	volatility	volatility	NOUN
aijbe-844	154	16	of	of	ADP
aijbe-844	154	17	china	china	PROPN
aijbe-844	154	18	's	's	PART
aijbe-844	154	19	stock	stock	NOUN
aijbe-844	154	20	market	market	NOUN
aijbe-844	154	21	by	by	ADP
aijbe-844	154	22	analyzing	analyze	VERB
aijbe-844	154	23	the	the	DET
aijbe-844	154	24	directional	directional	ADJ
aijbe-844	154	25	effects	effect	NOUN
aijbe-844	154	26	(	(	PUNCT
aijbe-844	154	27	up	up	ADP
aijbe-844	154	28	and	and	CCONJ
aijbe-844	154	29	down	down	ADP
aijbe-844	154	30	)	)	PUNCT
aijbe-844	154	31	and	and	CCONJ
aijbe-844	154	32	found	find	VERB
aijbe-844	154	33	that	that	SCONJ
aijbe-844	154	34	both	both	CCONJ
aijbe-844	154	35	up	up	ADP
aijbe-844	154	36	and	and	CCONJ
aijbe-844	154	37	down	down	ADV
aijbe-844	154	38	gepu	gepu	NOUN
aijbe-844	154	39	positively	positively	ADV
aijbe-844	154	40	affect	affect	VERB
aijbe-844	154	41	chinese	chinese	PROPN
aijbe-844	154	42	david	david	PROPN
aijbe-844	154	43	m.	m.	PROPN
aijbe-844	154	44	reynolds	reynolds	PROPN
aijbe-844	154	45	(	(	PUNCT
aijbe-844	154	46	2024	2024	NUM
aijbe-844	154	47	)	)	PUNCT
aijbe-844	154	48	22	22	NUM
aijbe-844	154	49	american	american	ADJ
aijbe-844	154	50	interdisciplinary	interdisciplinary	ADJ
aijbe-844	154	51	journal	journal	NOUN
aijbe-844	154	52	of	of	ADP
aijbe-844	154	53	business	business	NOUN
aijbe-844	154	54	and	and	CCONJ
aijbe-844	154	55	economics	economic	NOUN
aijbe-844	154	56	|	|	ADV
aijbe-844	154	57	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	154	58	stock	stock	NOUN
aijbe-844	154	59	market	market	NOUN
aijbe-844	154	60	volatility	volatility	NOUN
aijbe-844	154	61	.	.	PUNCT
aijbe-844	155	1	moreover	moreover	ADV
aijbe-844	155	2	,	,	PUNCT
aijbe-844	155	3	li	li	PROPN
aijbe-844	155	4	et	et	PROPN
aijbe-844	155	5	al	al	PROPN
aijbe-844	155	6	.	.	PROPN
aijbe-844	155	7	(	(	PUNCT
aijbe-844	155	8	2020	2020	NUM
aijbe-844	155	9	)	)	PUNCT
aijbe-844	155	10	established	establish	VERB
aijbe-844	155	11	that	that	SCONJ
aijbe-844	155	12	the	the	DET
aijbe-844	155	13	gepu	gepu	NOUN
aijbe-844	155	14	index	index	NOUN
aijbe-844	155	15	can	can	AUX
aijbe-844	155	16	anticipate	anticipate	VERB
aijbe-844	155	17	shifts	shift	NOUN
aijbe-844	155	18	in	in	ADP
aijbe-844	155	19	chinese	chinese	ADJ
aijbe-844	155	20	stock	stock	NOUN
aijbe-844	155	21	market	market	NOUN
aijbe-844	155	22	volatility	volatility	NOUN
aijbe-844	155	23	.	.	PUNCT
aijbe-844	156	1	wang	wang	PROPN
aijbe-844	156	2	et	et	PROPN
aijbe-844	156	3	al	al	PROPN
aijbe-844	156	4	.	.	PROPN
aijbe-844	156	5	(	(	PUNCT
aijbe-844	156	6	2021	2021	NUM
aijbe-844	156	7	)	)	PUNCT
aijbe-844	156	8	used	use	VERB
aijbe-844	156	9	a	a	DET
aijbe-844	156	10	garch	garch	NOUN
aijbe-844	156	11	-	-	PUNCT
aijbe-844	156	12	midas	midas	PROPN
aijbe-844	156	13	model	model	NOUN
aijbe-844	156	14	with	with	ADP
aijbe-844	156	15	a	a	DET
aijbe-844	156	16	skew	skew	ADJ
aijbe-844	156	17	student	student	NOUN
aijbe-844	156	18	’s	’s	PART
aijbe-844	156	19	t	t	NOUN
aijbe-844	156	20	-	-	PUNCT
aijbe-844	156	21	distribution	distribution	NOUN
aijbe-844	156	22	to	to	PART
aijbe-844	156	23	examine	examine	VERB
aijbe-844	156	24	the	the	DET
aijbe-844	156	25	impact	impact	NOUN
aijbe-844	156	26	of	of	ADP
aijbe-844	156	27	domestic	domestic	ADJ
aijbe-844	156	28	and	and	CCONJ
aijbe-844	156	29	foreign	foreign	ADJ
aijbe-844	156	30	epu	epu	NOUN
aijbe-844	156	31	on	on	ADP
aijbe-844	156	32	china	china	PROPN
aijbe-844	156	33	's	's	PART
aijbe-844	156	34	financial	financial	ADJ
aijbe-844	156	35	stocks	stock	NOUN
aijbe-844	156	36	.	.	PUNCT
aijbe-844	157	1	in	in	ADP
aijbe-844	157	2	a	a	DET
aijbe-844	157	3	recent	recent	ADJ
aijbe-844	157	4	study	study	NOUN
aijbe-844	157	5	,	,	PUNCT
aijbe-844	157	6	li	li	PROPN
aijbe-844	157	7	et	et	PROPN
aijbe-844	157	8	al	al	PROPN
aijbe-844	157	9	.	.	PROPN
aijbe-844	158	1	(	(	PUNCT
aijbe-844	158	2	2019	2019	NUM
aijbe-844	158	3	)	)	PUNCT
aijbe-844	158	4	analyzed	analyze	VERB
aijbe-844	158	5	the	the	DET
aijbe-844	158	6	effects	effect	NOUN
aijbe-844	158	7	of	of	ADP
aijbe-844	158	8	epu	epu	NOUN
aijbe-844	158	9	on	on	ADP
aijbe-844	158	10	chinese	chinese	ADJ
aijbe-844	158	11	stock	stock	NOUN
aijbe-844	158	12	market	market	NOUN
aijbe-844	158	13	volatility	volatility	NOUN
aijbe-844	158	14	through	through	ADP
aijbe-844	158	15	a	a	DET
aijbe-844	158	16	predictive	predictive	ADJ
aijbe-844	158	17	regression	regression	NOUN
aijbe-844	158	18	method	method	NOUN
aijbe-844	158	19	.	.	PUNCT
aijbe-844	159	1	the	the	DET
aijbe-844	159	2	results	result	NOUN
aijbe-844	159	3	indicated	indicate	VERB
aijbe-844	159	4	that	that	SCONJ
aijbe-844	159	5	the	the	DET
aijbe-844	159	6	epu	epu	PROPN
aijbe-844	159	7	index	index	NOUN
aijbe-844	159	8	had	have	VERB
aijbe-844	159	9	a	a	DET
aijbe-844	159	10	significantly	significantly	ADV
aijbe-844	159	11	negative	negative	ADJ
aijbe-844	159	12	influence	influence	NOUN
aijbe-844	159	13	on	on	ADP
aijbe-844	159	14	the	the	DET
aijbe-844	159	15	future	future	ADJ
aijbe-844	159	16	volatility	volatility	NOUN
aijbe-844	159	17	of	of	ADP
aijbe-844	159	18	the	the	DET
aijbe-844	159	19	chinese	chinese	ADJ
aijbe-844	159	20	stock	stock	NOUN
aijbe-844	159	21	market	market	NOUN
aijbe-844	159	22	.	.	PUNCT
aijbe-844	160	1	empirical	empirical	ADJ
aijbe-844	160	2	methodologies	methodology	NOUN
aijbe-844	160	3	the	the	DET
aijbe-844	160	4	study	study	NOUN
aijbe-844	160	5	adopts	adopt	VERB
aijbe-844	160	6	two	two	NUM
aijbe-844	160	7	major	major	ADJ
aijbe-844	160	8	empirical	empirical	ADJ
aijbe-844	160	9	methodologies	methodology	NOUN
aijbe-844	160	10	.	.	PUNCT
aijbe-844	161	1	firstly	firstly	ADV
aijbe-844	161	2	,	,	PUNCT
aijbe-844	161	3	it	it	PRON
aijbe-844	161	4	employs	employ	VERB
aijbe-844	161	5	the	the	DET
aijbe-844	161	6	generalized	generalized	ADJ
aijbe-844	161	7	autoregressive	autoregressive	ADJ
aijbe-844	161	8	conditional	conditional	ADJ
aijbe-844	161	9	heteroscedasticity	heteroscedasticity	NOUN
aijbe-844	161	10	model	model	NOUN
aijbe-844	161	11	with	with	ADP
aijbe-844	161	12	mixed	mixed	ADJ
aijbe-844	161	13	data	datum	NOUN
aijbe-844	161	14	sampling	sampling	NOUN
aijbe-844	161	15	.	.	PUNCT
aijbe-844	162	1	secondly	secondly	ADV
aijbe-844	162	2	,	,	PUNCT
aijbe-844	162	3	it	it	PRON
aijbe-844	162	4	employs	employ	VERB
aijbe-844	162	5	loss	loss	NOUN
aijbe-844	162	6	functions	function	NOUN
aijbe-844	162	7	.	.	PUNCT
aijbe-844	163	1	specifically	specifically	ADV
aijbe-844	163	2	,	,	PUNCT
aijbe-844	163	3	the	the	DET
aijbe-844	163	4	study	study	NOUN
aijbe-844	163	5	uses	use	VERB
aijbe-844	163	6	a	a	DET
aijbe-844	163	7	novel	novel	ADJ
aijbe-844	163	8	component	component	NOUN
aijbe-844	163	9	,	,	PUNCT
aijbe-844	163	10	the	the	DET
aijbe-844	163	11	generalized	generalize	VERB
aijbe-844	163	12	autoregressive	autoregressive	ADJ
aijbe-844	163	13	conditional	conditional	ADJ
aijbe-844	163	14	heteroskedasticity	heteroskedasticity	NOUN
aijbe-844	163	15	(	(	PUNCT
aijbe-844	163	16	garch	garch	NOUN
aijbe-844	163	17	)	)	PUNCT
aijbe-844	163	18	model	model	NOUN
aijbe-844	163	19	based	base	VERB
aijbe-844	163	20	on	on	ADP
aijbe-844	163	21	mixed	mixed	ADJ
aijbe-844	163	22	data	datum	NOUN
aijbe-844	163	23	sampling	sampling	NOUN
aijbe-844	163	24	(	(	PUNCT
aijbe-844	163	25	midas	midas	PROPN
aijbe-844	163	26	)	)	PUNCT
aijbe-844	163	27	regression	regression	NOUN
aijbe-844	163	28	.	.	PUNCT
aijbe-844	164	1	the	the	DET
aijbe-844	164	2	new	new	ADJ
aijbe-844	164	3	component	component	NOUN
aijbe-844	164	4	garch	garch	NOUN
aijbe-844	164	5	model	model	NOUN
aijbe-844	164	6	is	be	AUX
aijbe-844	164	7	known	know	VERB
aijbe-844	164	8	as	as	ADP
aijbe-844	164	9	midas	midas	PROPN
aijbe-844	164	10	-	-	PUNCT
aijbe-844	164	11	garch	garch	NOUN
aijbe-844	164	12	,	,	PUNCT
aijbe-844	164	13	wherein	wherein	SCONJ
aijbe-844	164	14	macroeconomic	macroeconomic	ADJ
aijbe-844	164	15	variables	variable	NOUN
aijbe-844	164	16	are	be	AUX
aijbe-844	164	17	directly	directly	ADV
aijbe-844	164	18	incorporated	incorporate	VERB
aijbe-844	164	19	into	into	ADP
aijbe-844	164	20	the	the	DET
aijbe-844	164	21	longterm	longterm	PROPN
aijbe-844	164	22	component	component	NOUN
aijbe-844	164	23	's	's	PART
aijbe-844	164	24	specifications	specification	NOUN
aijbe-844	164	25	.	.	PUNCT
aijbe-844	165	1	the	the	DET
aijbe-844	165	2	midas	midas	PROPN
aijbe-844	165	3	regression	regression	NOUN
aijbe-844	165	4	models	model	NOUN
aijbe-844	165	5	,	,	PUNCT
aijbe-844	165	6	introduced	introduce	VERB
aijbe-844	165	7	by	by	ADP
aijbe-844	165	8	ghysels	ghysel	NOUN
aijbe-844	165	9	et	et	PROPN
aijbe-844	165	10	al	al	PROPN
aijbe-844	165	11	.	.	PUNCT
aijbe-844	165	12	(	(	PUNCT
aijbe-844	165	13	2006	2006	NUM
aijbe-844	165	14	)	)	PUNCT
aijbe-844	165	15	,	,	PUNCT
aijbe-844	165	16	provide	provide	VERB
aijbe-844	165	17	a	a	DET
aijbe-844	165	18	framework	framework	NOUN
aijbe-844	165	19	for	for	ADP
aijbe-844	165	20	integrating	integrate	VERB
aijbe-844	165	21	macroeconomic	macroeconomic	ADJ
aijbe-844	165	22	variables	variable	NOUN
aijbe-844	165	23	sampled	sample	VERB
aijbe-844	165	24	at	at	ADP
aijbe-844	165	25	varying	vary	VERB
aijbe-844	165	26	frequencies	frequency	NOUN
aijbe-844	165	27	with	with	ADP
aijbe-844	165	28	the	the	DET
aijbe-844	165	29	financial	financial	ADJ
aijbe-844	165	30	series	series	NOUN
aijbe-844	165	31	.	.	PUNCT
aijbe-844	166	1	additionally	additionally	ADV
aijbe-844	166	2	,	,	PUNCT
aijbe-844	166	3	forsberg	forsberg	PROPN
aijbe-844	166	4	and	and	CCONJ
aijbe-844	166	5	ghysels	ghysel	NOUN
aijbe-844	166	6	(	(	PUNCT
aijbe-844	166	7	2006	2006	NUM
aijbe-844	166	8	)	)	PUNCT
aijbe-844	166	9	demonstrate	demonstrate	VERB
aijbe-844	166	10	that	that	SCONJ
aijbe-844	166	11	midas	midas	PROPN
aijbe-844	166	12	has	have	VERB
aijbe-844	166	13	a	a	DET
aijbe-844	166	14	relative	relative	ADJ
aijbe-844	166	15	advantage	advantage	NOUN
aijbe-844	166	16	over	over	ADP
aijbe-844	166	17	anderson	anderson	PROPN
aijbe-844	166	18	et	et	PROPN
aijbe-844	166	19	al	al	PROPN
aijbe-844	166	20	.	.	PROPN
aijbe-844	167	1	(	(	PUNCT
aijbe-844	167	2	2007	2007	NUM
aijbe-844	167	3	)	)	PUNCT
aijbe-844	167	4	proposed	propose	VERB
aijbe-844	167	5	heterogeneous	heterogeneous	ADJ
aijbe-844	167	6	autoregressive	autoregressive	ADJ
aijbe-844	167	7	realized	realize	VERB
aijbe-844	167	8	volatility	volatility	NOUN
aijbe-844	167	9	(	(	PUNCT
aijbe-844	167	10	har	har	NOUN
aijbe-844	167	11	-	-	PUNCT
aijbe-844	167	12	rv	rv	NOUN
aijbe-844	167	13	)	)	PUNCT
aijbe-844	167	14	model	model	NOUN
aijbe-844	167	15	,	,	PUNCT
aijbe-844	167	16	as	as	SCONJ
aijbe-844	167	17	shown	show	VERB
aijbe-844	167	18	through	through	ADP
aijbe-844	167	19	simulation	simulation	NOUN
aijbe-844	167	20	.	.	PUNCT
aijbe-844	168	1	to	to	PART
aijbe-844	168	2	explore	explore	VERB
aijbe-844	168	3	the	the	DET
aijbe-844	168	4	correlation	correlation	NOUN
aijbe-844	168	5	between	between	ADP
aijbe-844	168	6	gepu	gepu	PROPN
aijbe-844	168	7	/	/	SYM
aijbe-844	168	8	oil	oil	NOUN
aijbe-844	168	9	consumption	consumption	NOUN
aijbe-844	168	10	shock	shock	NOUN
aijbe-844	168	11	and	and	CCONJ
aijbe-844	168	12	stock	stock	NOUN
aijbe-844	168	13	markets	market	NOUN
aijbe-844	168	14	in	in	ADP
aijbe-844	168	15	sadc	sadc	PROPN
aijbe-844	168	16	nations	nation	NOUN
aijbe-844	168	17	,	,	PUNCT
aijbe-844	168	18	the	the	DET
aijbe-844	168	19	garch	garch	NOUN
aijbe-844	168	20	-	-	PUNCT
aijbe-844	168	21	midas	midas	PROPN
aijbe-844	168	22	model	model	NOUN
aijbe-844	168	23	proposed	propose	VERB
aijbe-844	168	24	by	by	ADP
aijbe-844	168	25	engle	engle	PROPN
aijbe-844	168	26	et	et	PROPN
aijbe-844	168	27	al	al	PROPN
aijbe-844	168	28	.	.	PROPN
aijbe-844	169	1	(	(	PUNCT
aijbe-844	169	2	2013	2013	NUM
aijbe-844	169	3	)	)	PUNCT
aijbe-844	169	4	is	be	AUX
aijbe-844	169	5	utilized	utilize	VERB
aijbe-844	169	6	.	.	PUNCT
aijbe-844	170	1	monthly	monthly	ADJ
aijbe-844	170	2	frequency	frequency	NOUN
aijbe-844	170	3	data	datum	NOUN
aijbe-844	170	4	for	for	ADP
aijbe-844	170	5	gepu	gepu	NOUN
aijbe-844	170	6	and	and	CCONJ
aijbe-844	170	7	oil	oil	NOUN
aijbe-844	170	8	consumption	consumption	NOUN
aijbe-844	170	9	shocks	shock	NOUN
aijbe-844	170	10	,	,	PUNCT
aijbe-844	170	11	along	along	ADP
aijbe-844	170	12	with	with	ADP
aijbe-844	170	13	daily	daily	ADJ
aijbe-844	170	14	frequency	frequency	NOUN
aijbe-844	170	15	data	datum	NOUN
aijbe-844	170	16	for	for	ADP
aijbe-844	170	17	stock	stock	NOUN
aijbe-844	170	18	returns	return	NOUN
aijbe-844	170	19	,	,	PUNCT
aijbe-844	170	20	are	be	AUX
aijbe-844	170	21	utilized	utilize	VERB
aijbe-844	170	22	in	in	ADP
aijbe-844	170	23	this	this	DET
aijbe-844	170	24	model	model	NOUN
aijbe-844	170	25	(	(	PUNCT
aijbe-844	170	26	appendix	appendix	X
aijbe-844	170	27	figures	figure	NOUN
aijbe-844	170	28	1	1	NUM
aijbe-844	170	29	,	,	PUNCT
aijbe-844	170	30	2	2	NUM
aijbe-844	170	31	and	and	CCONJ
aijbe-844	170	32	3	3	NUM
aijbe-844	170	33	)	)	PUNCT
aijbe-844	170	34	.	.	PUNCT
aijbe-844	171	1	the	the	DET
aijbe-844	171	2	model	model	NOUN
aijbe-844	171	3	assumes	assume	VERB
aijbe-844	171	4	that	that	SCONJ
aijbe-844	171	5	stock	stock	NOUN
aijbe-844	171	6	returns	return	NOUN
aijbe-844	171	7	on	on	ADP
aijbe-844	171	8	specific	specific	ADJ
aijbe-844	171	9	days	day	NOUN
aijbe-844	171	10	,	,	PUNCT
aijbe-844	171	11	i	i	PRON
aijbe-844	171	12	within	within	ADP
aijbe-844	171	13	a	a	DET
aijbe-844	171	14	given	give	VERB
aijbe-844	171	15	month	month	NOUN
aijbe-844	171	16	,	,	PUNCT
aijbe-844	171	17	t	t	PROPN
aijbe-844	171	18	follow	follow	VERB
aijbe-844	171	19	a	a	DET
aijbe-844	171	20	specific	specific	ADJ
aijbe-844	171	21	equation	equation	NOUN
aijbe-844	171	22	process	process	NOUN
aijbe-844	171	23	.	.	PUNCT
aijbe-844	172	1	i	i	PRON
aijbe-844	172	2	=	=	NOUN
aijbe-844	172	3	1,	1,	NUM
aijbe-844	172	4	...	...	PUNCT
aijbe-844	172	5	,nt	,nt	PUNCT
aijbe-844	172	6	(	(	PUNCT
aijbe-844	172	7	1	1	X
aijbe-844	172	8	)	)	PUNCT
aijbe-844	172	9	where	where	SCONJ
aijbe-844	172	10	r	r	NOUN
aijbe-844	172	11	i	i	PROPN
aijbe-844	172	12	,	,	PUNCT
aijbe-844	172	13	t	t	PROPN
aijbe-844	172	14	is	be	AUX
aijbe-844	172	15	the	the	DET
aijbe-844	172	16	logarithmic	logarithmic	ADJ
aijbe-844	172	17	return	return	NOUN
aijbe-844	172	18	on	on	ADP
aijbe-844	172	19	a	a	DET
aijbe-844	172	20	specific	specific	ADJ
aijbe-844	172	21	day	day	NOUN
aijbe-844	172	22	i	i	PRON
aijbe-844	172	23	within	within	ADP
aijbe-844	172	24	a	a	DET
aijbe-844	172	25	given	give	VERB
aijbe-844	172	26	montht	montht	NOUN
aijbe-844	172	27	.	.	PUNCT
aijbe-844	173	1	the	the	DET
aijbe-844	173	2	total	total	ADJ
aijbe-844	173	3	volatility	volatility	NOUN
aijbe-844	173	4	of	of	ADP
aijbe-844	173	5	daily	daily	ADJ
aijbe-844	173	6	returns	return	NOUN
aijbe-844	173	7	can	can	AUX
aijbe-844	173	8	be	be	AUX
aijbe-844	173	9	defined	define	VERB
aijbe-844	173	10	as	as	ADP
aijbe-844	173	11	(	(	PUNCT
aijbe-844	173	12	i	i	NOUN
aijbe-844	173	13	2	2	NUM
aijbe-844	173	14	,	,	PUNCT
aijbe-844	173	15	t	t	PROPN
aijbe-844	173	16	i	i	PRON
aijbe-844	173	17	gi	gi	VERB
aijbe-844	173	18	,	,	PUNCT
aijbe-844	173	19	t	t	PROPN
aijbe-844	173	20	)	)	PUNCT
aijbe-844	173	21	which	which	PRON
aijbe-844	173	22	is	be	AUX
aijbe-844	173	23	the	the	DET
aijbe-844	173	24	sum	sum	NOUN
aijbe-844	173	25	of	of	ADP
aijbe-844	173	26	two	two	NUM
aijbe-844	173	27	components	component	NOUN
aijbe-844	173	28	:	:	PUNCT
aijbe-844	173	29	t	t	PROPN
aijbe-844	173	30	is	be	AUX
aijbe-844	173	31	the	the	DET
aijbe-844	173	32	long	long	ADJ
aijbe-844	173	33	-	-	PUNCT
aijbe-844	173	34	term	term	NOUN
aijbe-844	173	35	component	component	NOUN
aijbe-844	173	36	that	that	PRON
aijbe-844	173	37	is	be	AUX
aijbe-844	173	38	believed	believe	VERB
aijbe-844	173	39	to	to	PART
aijbe-844	173	40	reveal	reveal	VERB
aijbe-844	173	41	the	the	DET
aijbe-844	173	42	source	source	NOUN
aijbe-844	173	43	of	of	ADP
aijbe-844	173	44	stock	stock	NOUN
aijbe-844	173	45	market	market	NOUN
aijbe-844	173	46	volatility	volatility	NOUN
aijbe-844	173	47	,	,	PUNCT
aijbe-844	173	48	and	and	CCONJ
aijbe-844	173	49	the	the	DET
aijbe-844	173	50	short	short	ADJ
aijbe-844	173	51	-	-	PUNCT
aijbe-844	173	52	term	term	NOUN
aijbe-844	173	53	component	component	NOUN
aijbe-844	173	54	that	that	PRON
aijbe-844	173	55	accounts	account	VERB
aijbe-844	173	56	for	for	ADP
aijbe-844	173	57	short	short	ADV
aijbe-844	173	58	-	-	PUNCT
aijbe-844	173	59	lived	live	VERB
aijbe-844	173	60	daily	daily	ADJ
aijbe-844	173	61	fluctuations	fluctuation	NOUN
aijbe-844	173	62	(	(	PUNCT
aijbe-844	173	63	engle	engle	PROPN
aijbe-844	173	64	et	et	PROPN
aijbe-844	173	65	al	al	PROPN
aijbe-844	173	66	.	.	PROPN
aijbe-844	173	67	,	,	PUNCT
aijbe-844	173	68	2013	2013	NUM
aijbe-844	173	69	;	;	PUNCT
aijbe-844	173	70	yu	yu	PROPN
aijbe-844	173	71	et	et	PROPN
aijbe-844	173	72	al	al	PROPN
aijbe-844	173	73	.	.	PROPN
aijbe-844	173	74	,	,	PUNCT
aijbe-844	173	75	2021	2021	NUM
aijbe-844	173	76	)	)	PUNCT
aijbe-844	173	77	.	.	PUNCT
aijbe-844	174	1	the	the	DET
aijbe-844	174	2	value	value	NOUN
aijbe-844	174	3	of	of	ADP
aijbe-844	174	4	n	n	PRON
aijbe-844	174	5	t	t	PROPN
aijbe-844	174	6	represents	represent	VERB
aijbe-844	174	7	the	the	DET
aijbe-844	174	8	number	number	NOUN
aijbe-844	174	9	of	of	ADP
aijbe-844	174	10	trading	trading	NOUN
aijbe-844	174	11	days	day	NOUN
aijbe-844	174	12	in	in	ADP
aijbe-844	174	13	the	the	DET
aijbe-844	174	14	montht	montht	NOUN
aijbe-844	174	15	,	,	PUNCT
aijbe-844	174	16	and	and	CCONJ
aijbe-844	174	17	i−1,t	i−1,t	NOUN
aijbe-844	174	18	represents	represent	VERB
aijbe-844	174	19	the	the	DET
aijbe-844	174	20	information	information	NOUN
aijbe-844	174	21	set	set	VERB
aijbe-844	174	22	available	available	ADJ
aijbe-844	174	23	up	up	ADP
aijbe-844	174	24	(	(	PUNCT
aijbe-844	174	25	i−1)th	i−1)th	NOUN
aijbe-844	174	26	to	to	ADP
aijbe-844	174	27	the	the	DET
aijbe-844	174	28	given	give	VERB
aijbe-844	174	29	day	day	NOUN
aijbe-844	174	30	of	of	ADP
aijbe-844	174	31	the	the	DET
aijbe-844	174	32	periodt	periodt	NOUN
aijbe-844	174	33	.	.	PUNCT
aijbe-844	175	1	the	the	DET
aijbe-844	175	2	conditional	conditional	ADJ
aijbe-844	175	3	variance	variance	NOUN
aijbe-844	175	4	g	g	PROPN
aijbe-844	175	5	i	i	PROPN
aijbe-844	175	6	,	,	PUNCT
aijbe-844	175	7	t	t	PROPN
aijbe-844	175	8	of	of	ADP
aijbe-844	175	9	the	the	DET
aijbe-844	175	10	short	short	ADJ
aijbe-844	175	11	-	-	PUNCT
aijbe-844	175	12	term	term	NOUN
aijbe-844	175	13	component	component	NOUN
aijbe-844	175	14	follows	follow	VERB
aijbe-844	175	15	a	a	DET
aijbe-844	175	16	daily	daily	ADJ
aijbe-844	175	17	garch	garch	NOUN
aijbe-844	175	18	(	(	PUNCT
aijbe-844	175	19	1	1	NUM
aijbe-844	175	20	,	,	PUNCT
aijbe-844	175	21	1	1	NUM
aijbe-844	175	22	)	)	PUNCT
aijbe-844	175	23	process	process	NOUN
aijbe-844	175	24	(	(	PUNCT
aijbe-844	175	25	bollerslev	bollerslev	ADJ
aijbe-844	175	26	,	,	PUNCT
aijbe-844	175	27	1986	1986	NUM
aijbe-844	175	28	):	):	PUNCT
aijbe-844	175	29	(	(	PUNCT
aijbe-844	175	30	ri−1	ri−1	PROPN
aijbe-844	175	31	,	,	PUNCT
aijbe-844	175	32	t	t	PROPN
aijbe-844	175	33	)	)	PUNCT
aijbe-844	175	34	2	2	NUM
aijbe-844	175	35	gi	gi	NOUN
aijbe-844	175	36	,	,	PUNCT
aijbe-844	175	37	t	t	PROPN
aijbe-844	175	38	=(	=(	PROPN
aijbe-844	175	39	1	1	NUM
aijbe-844	175	40	)	)	PUNCT
aijbe-844	175	41	+	+	CCONJ
aijbe-844	175	42	g	g	NOUN
aijbe-844	175	43	i−1,t	i−1,t	NOUN
aijbe-844	175	44	(	(	PUNCT
aijbe-844	175	45	2	2	NUM
aijbe-844	175	46	)	)	PUNCT
aijbe-844	175	47	t	t	NOUN
aijbe-844	175	48	low	low	ADJ
aijbe-844	175	49	-	-	PUNCT
aijbe-844	175	50	frequency	frequency	NOUN
aijbe-844	175	51	variables	variable	NOUN
aijbe-844	175	52	,	,	PUNCT
aijbe-844	175	53	such	such	ADJ
aijbe-844	175	54	as	as	ADP
aijbe-844	175	55	realized	realize	VERB
aijbe-844	175	56	volatility	volatility	NOUN
aijbe-844	175	57	or	or	CCONJ
aijbe-844	175	58	macro	macro	ADJ
aijbe-844	175	59	variables	variable	NOUN
aijbe-844	175	60	,	,	PUNCT
aijbe-844	175	61	can	can	AUX
aijbe-844	175	62	describe	describe	VERB
aijbe-844	175	63	the	the	DET
aijbe-844	175	64	long	long	ADJ
aijbe-844	175	65	-	-	PUNCT
aijbe-844	175	66	term	term	NOUN
aijbe-844	175	67	component	component	NOUN
aijbe-844	175	68	t	t	NOUN
aijbe-844	175	69	.	.	PUNCT
aijbe-844	176	1	two	two	NUM
aijbe-844	176	2	different	different	ADJ
aijbe-844	176	3	specifications	specification	NOUN
aijbe-844	176	4	for	for	ADP
aijbe-844	176	5	the	the	DET
aijbe-844	176	6	long	long	ADJ
aijbe-844	176	7	-	-	PUNCT
aijbe-844	176	8	term	term	NOUN
aijbe-844	176	9	component	component	NOUN
aijbe-844	176	10	without	without	ADP
aijbe-844	176	11	changes	change	NOUN
aijbe-844	176	12	in	in	ADP
aijbe-844	176	13	the	the	DET
aijbe-844	176	14	short	short	ADJ
aijbe-844	176	15	-	-	PUNCT
aijbe-844	176	16	term	term	NOUN
aijbe-844	176	17	equation	equation	NOUN
aijbe-844	176	18	exist	exist	VERB
aijbe-844	176	19	.	.	PUNCT
aijbe-844	177	1	the	the	DET
aijbe-844	177	2	first	first	ADJ
aijbe-844	177	3	specification	specification	NOUN
aijbe-844	177	4	examines	examine	VERB
aijbe-844	177	5	the	the	DET
aijbe-844	177	6	effect	effect	NOUN
aijbe-844	177	7	of	of	ADP
aijbe-844	177	8	realized	realize	VERB
aijbe-844	177	9	volatility	volatility	NOUN
aijbe-844	177	10	on	on	ADP
aijbe-844	177	11	the	the	DET
aijbe-844	177	12	long	long	ADJ
aijbe-844	177	13	-	-	PUNCT
aijbe-844	177	14	term	term	NOUN
aijbe-844	177	15	component	component	NOUN
aijbe-844	177	16	of	of	ADP
aijbe-844	177	17	the	the	DET
aijbe-844	177	18	total	total	ADJ
aijbe-844	177	19	volatility	volatility	NOUN
aijbe-844	177	20	.	.	PUNCT
aijbe-844	178	1	,	,	PUNCT
aijbe-844	178	2	,	,	PUNCT
aijbe-844	178	3	,	,	PUNCT
aijbe-844	178	4	i	i	PRON
aijbe-844	178	5	t	t	VERB
aijbe-844	179	1	t	t	X
aijbe-844	180	1	i	i	PRON
aijbe-844	180	2	t	t	X
aijbe-844	181	1	i	i	PRON
aijbe-844	181	2	t	t	NOUN
aijbe-844	181	3	r	r	NOUN
aijbe-844	181	4	g	g	NOUN
aijbe-844	181	5	=	=	SYM
aijbe-844	182	1	+	+	CCONJ
aijbe-844	182	2	david	david	PROPN
aijbe-844	182	3	m.	m.	PROPN
aijbe-844	182	4	reynolds	reynolds	PROPN
aijbe-844	182	5	(	(	PUNCT
aijbe-844	182	6	2024	2024	NUM
aijbe-844	182	7	)	)	PUNCT
aijbe-844	182	8	23	23	NUM
aijbe-844	182	9	american	american	ADJ
aijbe-844	182	10	interdisciplinary	interdisciplinary	ADJ
aijbe-844	182	11	journal	journal	NOUN
aijbe-844	182	12	of	of	ADP
aijbe-844	182	13	business	business	NOUN
aijbe-844	182	14	and	and	CCONJ
aijbe-844	182	15	economics	economic	NOUN
aijbe-844	182	16	|	|	ADV
aijbe-844	182	17	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	182	18	smoothed	smooth	VERB
aijbe-844	182	19	realized	realize	VERB
aijbe-844	182	20	volatility	volatility	NOUN
aijbe-844	182	21	is	be	AUX
aijbe-844	182	22	defined	define	VERB
aijbe-844	182	23	as	as	ADP
aijbe-844	182	24	the	the	DET
aijbe-844	182	25	variable	variable	NOUN
aijbe-844	182	26	in	in	ADP
aijbe-844	182	27	the	the	DET
aijbe-844	182	28	spirit	spirit	NOUN
aijbe-844	182	29	of	of	ADP
aijbe-844	182	30	midas	midas	PROPN
aijbe-844	182	31	regression	regression	PROPN
aijbe-844	182	32	.	.	PUNCT
aijbe-844	183	1	the	the	DET
aijbe-844	183	2	following	follow	VERB
aijbe-844	183	3	t	t	PROPN
aijbe-844	183	4	is	be	AUX
aijbe-844	183	5	the	the	DET
aijbe-844	183	6	specification	specification	NOUN
aijbe-844	183	7	for	for	ADP
aijbe-844	183	8	the	the	DET
aijbe-844	183	9	midas	midas	PROPN
aijbe-844	183	10	filtering	filtering	PROPN
aijbe-844	183	11	.	.	PUNCT
aijbe-844	184	1	drama	drama	NOUN
aijbe-844	184	2	89	89	NUM
aijbe-844	184	3	k	k	NOUN
aijbe-844	184	4	t	t	PROPN
aijbe-844	185	1	=	=	NOUN
aijbe-844	185	2	m	m	PROPN
aijbe-844	185	3	rv	rv	PROPN
aijbe-844	185	4	k	k	PROPN
aijbe-844	185	5	(	(	PUNCT
aijbe-844	185	6	w1)rvt−k	w1)rvt−k	PROPN
aijbe-844	185	7	(	(	PUNCT
aijbe-844	185	8	3	3	X
aijbe-844	185	9	)	)	PUNCT
aijbe-844	185	10	k−1	k−1	PROPN
aijbe-844	185	11	monthly	monthly	ADV
aijbe-844	185	12	smoothed	smooth	VERB
aijbe-844	185	13	realized	realize	VERB
aijbe-844	185	14	volatility	volatility	NOUN
aijbe-844	185	15	is	be	AUX
aijbe-844	185	16	denoted	denote	VERB
aijbe-844	185	17	by	by	ADP
aijbe-844	185	18	n	n	PROPN
aijbe-844	185	19	t	t	PROPN
aijbe-844	185	20	(	(	PUNCT
aijbe-844	185	21	rvt	rvt	PROPN
aijbe-844	185	22	ri	ri	PROPN
aijbe-844	185	23	2	2	NUM
aijbe-844	185	24	,	,	PUNCT
aijbe-844	185	25	t	t	PROPN
aijbe-844	185	26	)	)	PUNCT
aijbe-844	185	27	with	with	ADP
aijbe-844	185	28	a	a	DET
aijbe-844	185	29	fixed	fix	VERB
aijbe-844	185	30	span	span	NOUN
aijbe-844	185	31	of	of	ADP
aijbe-844	185	32	time	time	NOUN
aijbe-844	185	33	representing	represent	VERB
aijbe-844	185	34	the	the	DET
aijbe-844	185	35	number	number	NOUN
aijbe-844	185	36	i=1	i=1	PRON
aijbe-844	185	37	of	of	ADP
aijbe-844	185	38	periods	period	NOUN
aijbe-844	185	39	k	k	PROPN
aijbe-844	185	40	used	use	VERB
aijbe-844	185	41	to	to	PART
aijbe-844	185	42	smooth	smooth	VERB
aijbe-844	185	43	the	the	DET
aijbe-844	185	44	realized	realize	VERB
aijbe-844	185	45	volatility	volatility	NOUN
aijbe-844	185	46	.	.	PUNCT
aijbe-844	186	1	the	the	DET
aijbe-844	186	2	second	second	ADJ
aijbe-844	186	3	specification	specification	NOUN
aijbe-844	186	4	involves	involve	VERB
aijbe-844	186	5	directly	directly	ADV
aijbe-844	186	6	inserting	insert	VERB
aijbe-844	186	7	macroeconomic	macroeconomic	ADJ
aijbe-844	186	8	variables	variable	NOUN
aijbe-844	186	9	into	into	ADP
aijbe-844	186	10	the	the	DET
aijbe-844	186	11	long	long	ADJ
aijbe-844	186	12	-	-	PUNCT
aijbe-844	186	13	term	term	NOUN
aijbe-844	186	14	component	component	NOUN
aijbe-844	186	15	.	.	PUNCT
aijbe-844	187	1	k	k	PROPN
aijbe-844	187	2	t	t	PROPN
aijbe-844	188	1	=	=	NOUN
aijbe-844	188	2	m	m	PROPN
aijbe-844	188	3	rv	rv	PROPN
aijbe-844	188	4	k	k	PROPN
aijbe-844	188	5	(	(	PUNCT
aijbe-844	188	6	w1)rvt−k	w1)rvt−k	PROPN
aijbe-844	188	7	gepu	gepu	PROPN
aijbe-844	188	8	k	k	PROPN
aijbe-844	188	9	(	(	PUNCT
aijbe-844	188	10	w1)geput−k	w1)geput−k	X
aijbe-844	188	11	k=1	k=1	X
aijbe-844	188	12	k=1	k=1	X
aijbe-844	188	13	(	(	PUNCT
aijbe-844	188	14	4	4	X
aijbe-844	188	15	)	)	PUNCT
aijbe-844	188	16	the	the	DET
aijbe-844	188	17	log	log	NOUN
aijbe-844	188	18	difference	difference	NOUN
aijbe-844	188	19	of	of	ADP
aijbe-844	188	20	gepu	gepu	NOUN
aijbe-844	188	21	t−k	t−k	PROPN
aijbe-844	188	22	denotes	denote	VERB
aijbe-844	188	23	the	the	DET
aijbe-844	188	24	level	level	NOUN
aijbe-844	188	25	of	of	ADP
aijbe-844	188	26	change	change	NOUN
aijbe-844	188	27	rate	rate	NOUN
aijbe-844	188	28	of	of	ADP
aijbe-844	188	29	monthly	monthly	ADJ
aijbe-844	188	30	global	global	ADJ
aijbe-844	188	31	economic	economic	ADJ
aijbe-844	188	32	policy	policy	NOUN
aijbe-844	188	33	uncertainty	uncertainty	NOUN
aijbe-844	188	34	.	.	PUNCT
aijbe-844	189	1	equation	equation	NOUN
aijbe-844	189	2	4	4	NUM
aijbe-844	189	3	,	,	PUNCT
aijbe-844	189	4	as	as	SCONJ
aijbe-844	189	5	used	use	VERB
aijbe-844	189	6	by	by	ADP
aijbe-844	189	7	yu	yu	PROPN
aijbe-844	189	8	et	et	PROPN
aijbe-844	189	9	al	al	PROPN
aijbe-844	189	10	.	.	PROPN
aijbe-844	189	11	(	(	PUNCT
aijbe-844	189	12	2021	2021	NUM
aijbe-844	189	13	)	)	PUNCT
aijbe-844	189	14	,	,	PUNCT
aijbe-844	189	15	captures	capture	VERB
aijbe-844	189	16	information	information	NOUN
aijbe-844	189	17	explained	explain	VERB
aijbe-844	189	18	by	by	ADP
aijbe-844	189	19	both	both	CCONJ
aijbe-844	189	20	the	the	DET
aijbe-844	189	21	realized	realize	VERB
aijbe-844	189	22	volatility	volatility	NOUN
aijbe-844	189	23	and	and	CCONJ
aijbe-844	189	24	economic	economic	ADJ
aijbe-844	189	25	policy	policy	NOUN
aijbe-844	189	26	uncertainty	uncertainty	NOUN
aijbe-844	189	27	and	and	CCONJ
aijbe-844	189	28	is	be	AUX
aijbe-844	189	29	compared	compare	VERB
aijbe-844	189	30	to	to	ADP
aijbe-844	189	31	a	a	DET
aijbe-844	189	32	basic	basic	ADJ
aijbe-844	189	33	model	model	NOUN
aijbe-844	189	34	in	in	ADP
aijbe-844	189	35	which	which	PRON
aijbe-844	189	36	the	the	DET
aijbe-844	189	37	long	long	ADJ
aijbe-844	189	38	-	-	PUNCT
aijbe-844	189	39	term	term	NOUN
aijbe-844	189	40	component	component	NOUN
aijbe-844	189	41	does	do	AUX
aijbe-844	189	42	not	not	PART
aijbe-844	189	43	involve	involve	VERB
aijbe-844	189	44	gepu	gepu	NOUN
aijbe-844	189	45	information	information	NOUN
aijbe-844	189	46	.	.	PUNCT
aijbe-844	190	1	the	the	DET
aijbe-844	190	2	weightage	weightage	NOUN
aijbe-844	190	3	method	method	NOUN
aijbe-844	190	4	utilized	utilize	VERB
aijbe-844	190	5	in	in	ADP
aijbe-844	190	6	both	both	DET
aijbe-844	190	7	equations	equation	NOUN
aijbe-844	190	8	3	3	NUM
aijbe-844	190	9	and	and	CCONJ
aijbe-844	190	10	4	4	NUM
aijbe-844	190	11	is	be	AUX
aijbe-844	190	12	explained	explain	VERB
aijbe-844	190	13	using	use	VERB
aijbe-844	190	14	a	a	DET
aijbe-844	190	15	beta	beta	NOUN
aijbe-844	190	16	lag	lag	NOUN
aijbe-844	190	17	polynomial	polynomial	ADJ
aijbe-844	190	18	as	as	ADP
aijbe-844	190	19	:	:	PUNCT
aijbe-844	190	20	k	k	PROPN
aijbe-844	190	21	(	(	PUNCT
aijbe-844	190	22	w1	w1	NOUN
aijbe-844	190	23	)	)	PUNCT
aijbe-844	191	1	=	=	SYM
aijbe-844	191	2	k	k	X
aijbe-844	191	3	(	(	PUNCT
aijbe-844	191	4	k	k	PROPN
aijbe-844	191	5	/	/	SYM
aijbe-844	191	6	k)w1−1	k)w1−1	ADJ
aijbe-844	191	7	(	(	PUNCT
aijbe-844	191	8	5	5	NUM
aijbe-844	191	9	)	)	PUNCT
aijbe-844	191	10	(	(	PUNCT
aijbe-844	191	11	j	j	PROPN
aijbe-844	191	12	/	/	SYM
aijbe-844	191	13	k)w1−1	k)w1−1	ADJ
aijbe-844	191	14	j=1	j=1	NOUN
aijbe-844	191	15	where	where	SCONJ
aijbe-844	191	16	the	the	DET
aijbe-844	191	17	coefficients	coefficient	NOUN
aijbe-844	191	18	in	in	ADP
aijbe-844	191	19	equation	equation	NOUN
aijbe-844	191	20	5	5	NUM
aijbe-844	191	21	equate	equate	ADJ
aijbe-844	191	22	to	to	ADP
aijbe-844	191	23	1	1	NUM
aijbe-844	191	24	,	,	PUNCT
aijbe-844	191	25	we	we	PRON
aijbe-844	191	26	examine	examine	VERB
aijbe-844	191	27	how	how	SCONJ
aijbe-844	191	28	gepu	gepu	NOUN
aijbe-844	191	29	affects	affect	VERB
aijbe-844	191	30	stock	stock	NOUN
aijbe-844	191	31	volatility	volatility	NOUN
aijbe-844	191	32	.	.	PUNCT
aijbe-844	192	1	we	we	PRON
aijbe-844	192	2	utilize	utilize	VERB
aijbe-844	192	3	the	the	DET
aijbe-844	192	4	estimated	estimate	VERB
aijbe-844	192	5	daily	daily	ADJ
aijbe-844	192	6	total	total	ADJ
aijbe-844	192	7	variance	variance	NOUN
aijbe-844	192	8	i	i	NOUN
aijbe-844	192	9	2	2	NUM
aijbe-844	192	10	,	,	PUNCT
aijbe-844	192	11	t	t	PROPN
aijbe-844	192	12	as	as	ADP
aijbe-844	192	13	a	a	DET
aijbe-844	192	14	measure	measure	NOUN
aijbe-844	192	15	of	of	ADP
aijbe-844	192	16	the	the	DET
aijbe-844	192	17	total	total	ADJ
aijbe-844	192	18	variance	variance	NOUN
aijbe-844	192	19	's	's	PART
aijbe-844	192	20	accuracy	accuracy	NOUN
aijbe-844	192	21	.	.	PUNCT
aijbe-844	193	1	the	the	DET
aijbe-844	193	2	realized	realize	VERB
aijbe-844	193	3	total	total	ADJ
aijbe-844	193	4	volatility	volatility	NOUN
aijbe-844	193	5	is	be	AUX
aijbe-844	193	6	denoted	denote	VERB
aijbe-844	193	7	ri	ri	PROPN
aijbe-844	193	8	2	2	NUM
aijbe-844	193	9	,	,	PUNCT
aijbe-844	193	10	t	t	PROPN
aijbe-844	193	11	as	as	ADP
aijbe-844	193	12	the	the	DET
aijbe-844	193	13	variable	variable	NOUN
aijbe-844	193	14	.	.	PUNCT
aijbe-844	194	1	the	the	DET
aijbe-844	194	2	garch	garch	NOUN
aijbe-844	194	3	midas	midas	PROPN
aijbe-844	194	4	-	-	PUNCT
aijbe-844	194	5	rv+gepu	rv+gepu	NOUN
aijbe-844	194	6	model	model	NOUN
aijbe-844	194	7	,	,	PUNCT
aijbe-844	194	8	developed	develop	VERB
aijbe-844	194	9	using	use	VERB
aijbe-844	194	10	equations	equation	NOUN
aijbe-844	194	11	1	1	NUM
aijbe-844	194	12	,	,	PUNCT
aijbe-844	194	13	2	2	NUM
aijbe-844	194	14	,	,	PUNCT
aijbe-844	194	15	4	4	NUM
aijbe-844	194	16	,	,	PUNCT
aijbe-844	194	17	and	and	CCONJ
aijbe-844	194	18	5	5	NUM
aijbe-844	194	19	,	,	PUNCT
aijbe-844	194	20	is	be	AUX
aijbe-844	194	21	assessed	assess	VERB
aijbe-844	194	22	against	against	ADP
aijbe-844	194	23	the	the	DET
aijbe-844	194	24	conventional	conventional	ADJ
aijbe-844	194	25	garch	garch	NOUN
aijbe-844	194	26	-	-	PUNCT
aijbe-844	194	27	midas	midas	PROPN
aijbe-844	194	28	-	-	PUNCT
aijbe-844	194	29	rv	rv	PROPN
aijbe-844	194	30	model	model	NOUN
aijbe-844	194	31	that	that	PRON
aijbe-844	194	32	is	be	AUX
aijbe-844	194	33	constructed	construct	VERB
aijbe-844	194	34	by	by	ADP
aijbe-844	194	35	equations	equation	NOUN
aijbe-844	194	36	1	1	NUM
aijbe-844	194	37	,	,	PUNCT
aijbe-844	194	38	2	2	NUM
aijbe-844	194	39	,	,	PUNCT
aijbe-844	194	40	3	3	NUM
aijbe-844	194	41	,	,	PUNCT
aijbe-844	194	42	and	and	CCONJ
aijbe-844	194	43	5	5	NUM
aijbe-844	194	44	,	,	PUNCT
aijbe-844	194	45	to	to	PART
aijbe-844	194	46	determine	determine	VERB
aijbe-844	194	47	its	its	PRON
aijbe-844	194	48	predictive	predictive	ADJ
aijbe-844	194	49	capability	capability	NOUN
aijbe-844	194	50	.	.	PUNCT
aijbe-844	195	1	comparison	comparison	NOUN
aijbe-844	195	2	is	be	AUX
aijbe-844	195	3	also	also	ADV
aijbe-844	195	4	made	make	VERB
aijbe-844	195	5	with	with	ADP
aijbe-844	195	6	a	a	DET
aijbe-844	195	7	simplistic	simplistic	ADJ
aijbe-844	195	8	garch	garch	NOUN
aijbe-844	195	9	(	(	PUNCT
aijbe-844	195	10	1	1	NUM
aijbe-844	195	11	,	,	PUNCT
aijbe-844	195	12	1	1	NUM
aijbe-844	195	13	)	)	PUNCT
aijbe-844	195	14	model	model	NOUN
aijbe-844	195	15	(	(	PUNCT
aijbe-844	195	16	bollerslev	bollerslev	ADJ
aijbe-844	195	17	,	,	PUNCT
aijbe-844	195	18	1986	1986	NUM
aijbe-844	195	19	)	)	PUNCT
aijbe-844	195	20	,	,	PUNCT
aijbe-844	195	21	shown	show	VERB
aijbe-844	195	22	.	.	PUNCT
aijbe-844	196	1	rt	rt	PROPN
aijbe-844	196	2	t	t	PROPN
aijbe-844	196	3	(	(	PUNCT
aijbe-844	196	4	6	6	NUM
aijbe-844	196	5	)	)	PUNCT
aijbe-844	196	6	where	where	SCONJ
aijbe-844	196	7	t	t	PROPN
aijbe-844	196	8	t	t	PROPN
aijbe-844	196	9	z	z	PROPN
aijbe-844	196	10	t	t	PROPN
aijbe-844	196	11	,	,	PUNCT
aijbe-844	196	12	,	,	PUNCT
aijbe-844	196	13	and	and	CCONJ
aijbe-844	196	14	the	the	DET
aijbe-844	196	15	conditional	conditional	ADJ
aijbe-844	196	16	variance	variance	NOUN
aijbe-844	196	17	process	process	NOUN
aijbe-844	196	18	,	,	PUNCT
aijbe-844	196	19	t	t	PROPN
aijbe-844	196	20	2	2	NUM
aijbe-844	196	21	,	,	PUNCT
aijbe-844	196	22	has	have	VERB
aijbe-844	196	23	the	the	DET
aijbe-844	196	24	form	form	NOUN
aijbe-844	196	25	:	:	PUNCT
aijbe-844	196	26	t	t	NOUN
aijbe-844	196	27	2	2	NUM
aijbe-844	196	28	=	=	SYM
aijbe-844	196	29	k	k	NOUN
aijbe-844	196	30	t	t	PROPN
aijbe-844	196	31	2	2	NUM
aijbe-844	196	32	−1	−1	NOUN
aijbe-844	196	33	t	t	NOUN
aijbe-844	196	34	2	2	NUM
aijbe-844	196	35	−1	−1	NOUN
aijbe-844	196	36	(	(	PUNCT
aijbe-844	196	37	7	7	X
aijbe-844	196	38	)	)	PUNCT
aijbe-844	196	39	david	david	PROPN
aijbe-844	196	40	m.	m.	PROPN
aijbe-844	196	41	reynolds	reynolds	PROPN
aijbe-844	196	42	(	(	PUNCT
aijbe-844	196	43	2024	2024	NUM
aijbe-844	196	44	)	)	PUNCT
aijbe-844	196	45	24	24	NUM
aijbe-844	196	46	american	american	ADJ
aijbe-844	196	47	interdisciplinary	interdisciplinary	ADJ
aijbe-844	196	48	journal	journal	NOUN
aijbe-844	196	49	of	of	ADP
aijbe-844	196	50	business	business	NOUN
aijbe-844	196	51	and	and	CCONJ
aijbe-844	196	52	economics	economic	NOUN
aijbe-844	196	53	|	|	ADV
aijbe-844	196	54	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	196	55	secondly	secondly	ADV
aijbe-844	196	56	,	,	PUNCT
aijbe-844	196	57	in	in	ADP
aijbe-844	196	58	order	order	NOUN
aijbe-844	196	59	to	to	PART
aijbe-844	196	60	assess	assess	VERB
aijbe-844	196	61	the	the	DET
aijbe-844	196	62	predictability	predictability	NOUN
aijbe-844	196	63	of	of	ADP
aijbe-844	196	64	volatility	volatility	NOUN
aijbe-844	196	65	in	in	ADP
aijbe-844	196	66	a	a	DET
aijbe-844	196	67	particular	particular	ADJ
aijbe-844	196	68	model	model	NOUN
aijbe-844	196	69	,	,	PUNCT
aijbe-844	196	70	we	we	PRON
aijbe-844	196	71	utilize	utilize	VERB
aijbe-844	196	72	various	various	ADJ
aijbe-844	196	73	loss	loss	NOUN
aijbe-844	196	74	functions	function	NOUN
aijbe-844	196	75	that	that	PRON
aijbe-844	196	76	compare	compare	VERB
aijbe-844	196	77	the	the	DET
aijbe-844	196	78	estimated	estimate	VERB
aijbe-844	196	79	predicted	predict	VERB
aijbe-844	196	80	variance	variance	NOUN
aijbe-844	196	81	to	to	ADP
aijbe-844	196	82	the	the	DET
aijbe-844	196	83	realized	realize	VERB
aijbe-844	196	84	volatility	volatility	NOUN
aijbe-844	196	85	.	.	PUNCT
aijbe-844	197	1	the	the	DET
aijbe-844	197	2	six	six	NUM
aijbe-844	197	3	loss	loss	NOUN
aijbe-844	197	4	functions	function	NOUN
aijbe-844	197	5	employed	employ	VERB
aijbe-844	197	6	in	in	ADP
aijbe-844	197	7	this	this	DET
aijbe-844	197	8	study	study	NOUN
aijbe-844	197	9	are	be	AUX
aijbe-844	197	10	presented	present	VERB
aijbe-844	197	11	in	in	ADP
aijbe-844	197	12	the	the	DET
aijbe-844	197	13	following	follow	VERB
aijbe-844	197	14	equations	equation	NOUN
aijbe-844	197	15	.	.	PUNCT
aijbe-844	198	1	1	1	NUM
aijbe-844	198	2	t	t	NOUN
aijbe-844	198	3	2	2	NUM
aijbe-844	198	4	2)2	2)2	NUM
aijbe-844	198	5	(	(	PUNCT
aijbe-844	198	6	8)	8)	NUM
aijbe-844	198	7	the	the	DET
aijbe-844	198	8	data	datum	NOUN
aijbe-844	198	9	three	three	NUM
aijbe-844	198	10	stock	stock	NOUN
aijbe-844	198	11	markets	market	NOUN
aijbe-844	198	12	in	in	ADP
aijbe-844	198	13	sadc	sadc	PROPN
aijbe-844	198	14	countries	country	NOUN
aijbe-844	198	15	,	,	PUNCT
aijbe-844	198	16	namely	namely	ADV
aijbe-844	198	17	,	,	PUNCT
aijbe-844	198	18	botswana	botswana	PROPN
aijbe-844	198	19	,	,	PUNCT
aijbe-844	198	20	mauritius	mauritius	PROPN
aijbe-844	198	21	and	and	CCONJ
aijbe-844	198	22	south	south	PROPN
aijbe-844	198	23	africa	africa	PROPN
aijbe-844	198	24	were	be	AUX
aijbe-844	198	25	considered	consider	VERB
aijbe-844	198	26	.	.	PUNCT
aijbe-844	199	1	the	the	DET
aijbe-844	199	2	countries	country	NOUN
aijbe-844	199	3	were	be	AUX
aijbe-844	199	4	selected	select	VERB
aijbe-844	199	5	based	base	VERB
aijbe-844	199	6	on	on	ADP
aijbe-844	199	7	data	datum	NOUN
aijbe-844	199	8	availability	availability	NOUN
aijbe-844	199	9	.	.	PUNCT
aijbe-844	200	1	the	the	DET
aijbe-844	200	2	authors	author	NOUN
aijbe-844	200	3	use	use	VERB
aijbe-844	200	4	daily	daily	ADJ
aijbe-844	200	5	data	datum	NOUN
aijbe-844	200	6	from	from	ADP
aijbe-844	200	7	the	the	DET
aijbe-844	200	8	http://www.investing.com/	http://www.investing.com/	NOUN
aijbe-844	200	9	database	database	NOUN
aijbe-844	200	10	for	for	ADP
aijbe-844	200	11	the	the	DET
aijbe-844	200	12	period	period	NOUN
aijbe-844	200	13	from	from	ADP
aijbe-844	200	14	01/05/2008	01/05/2008	NUM
aijbe-844	200	15	to	to	ADP
aijbe-844	200	16	24/04/2022	24/04/2022	NUM
aijbe-844	200	17	.	.	PUNCT
aijbe-844	201	1	their	their	PRON
aijbe-844	201	2	data	datum	NOUN
aijbe-844	201	3	are	be	AUX
aijbe-844	201	4	divided	divide	VERB
aijbe-844	201	5	into	into	ADP
aijbe-844	201	6	two	two	NUM
aijbe-844	201	7	periods	period	NOUN
aijbe-844	201	8	.	.	PUNCT
aijbe-844	202	1	the	the	DET
aijbe-844	202	2	first	first	ADJ
aijbe-844	202	3	period	period	NOUN
aijbe-844	202	4	(	(	PUNCT
aijbe-844	202	5	before	before	SCONJ
aijbe-844	202	6	covid-19	covid-19	PROPN
aijbe-844	202	7	pandemic	pandemic	NOUN
aijbe-844	202	8	)	)	PUNCT
aijbe-844	202	9	goes	go	VERB
aijbe-844	202	10	from	from	ADP
aijbe-844	202	11	01/05/2008	01/05/2008	NUM
aijbe-844	202	12	to	to	ADP
aijbe-844	202	13	04/03/2020	04/03/2020	NUM
aijbe-844	202	14	,	,	PUNCT
aijbe-844	202	15	the	the	DET
aijbe-844	202	16	second	second	ADJ
aijbe-844	202	17	period	period	NOUN
aijbe-844	202	18	(	(	PUNCT
aijbe-844	202	19	during	during	ADP
aijbe-844	202	20	covid-19	covid-19	PROPN
aijbe-844	202	21	)	)	PUNCT
aijbe-844	202	22	goes	go	VERB
aijbe-844	202	23	from	from	ADP
aijbe-844	202	24	05/03/2020	05/03/2020	NUM
aijbe-844	202	25	to	to	ADP
aijbe-844	202	26	24/04/2022	24/04/2022	NUM
aijbe-844	202	27	.	.	PUNCT
aijbe-844	203	1	they	they	PRON
aijbe-844	203	2	opt	opt	VERB
aijbe-844	203	3	for	for	ADP
aijbe-844	203	4	the	the	DET
aijbe-844	203	5	monthly	monthly	ADJ
aijbe-844	203	6	gepu	gepu	NOUN
aijbe-844	203	7	index	index	NOUN
aijbe-844	203	8	computed	compute	VERB
aijbe-844	203	9	by	by	ADP
aijbe-844	203	10	baker	baker	PROPN
aijbe-844	203	11	et	et	PROPN
aijbe-844	203	12	al	al	PROPN
aijbe-844	203	13	.	.	PUNCT
aijbe-844	204	1	(	(	PUNCT
aijbe-844	204	2	2016	2016	NUM
aijbe-844	204	3	)	)	PUNCT
aijbe-844	204	4	,	,	PUNCT
aijbe-844	204	5	which	which	PRON
aijbe-844	204	6	is	be	AUX
aijbe-844	204	7	deemed	deem	VERB
aijbe-844	204	8	a	a	DET
aijbe-844	204	9	reputable	reputable	ADJ
aijbe-844	204	10	proxy	proxy	NOUN
aijbe-844	204	11	for	for	ADP
aijbe-844	204	12	real	real	ADJ
aijbe-844	204	13	-	-	PUNCT
aijbe-844	204	14	world	world	NOUN
aijbe-844	204	15	economic	economic	ADJ
aijbe-844	204	16	policy	policy	NOUN
aijbe-844	204	17	uncertainty	uncertainty	NOUN
aijbe-844	204	18	.	.	PUNCT
aijbe-844	205	1	it	it	PRON
aijbe-844	205	2	can	can	AUX
aijbe-844	205	3	be	be	AUX
aijbe-844	205	4	obtained	obtain	VERB
aijbe-844	205	5	from	from	ADP
aijbe-844	205	6	their	their	PRON
aijbe-844	205	7	website	website	NOUN
aijbe-844	205	8	(	(	PUNCT
aijbe-844	205	9	http://www.policyuncertainty.com/	http://www.policyuncertainty.com/	NOUN
aijbe-844	205	10	)	)	PUNCT
aijbe-844	205	11	.	.	PUNCT
aijbe-844	206	1	additionally	additionally	ADV
aijbe-844	206	2	,	,	PUNCT
aijbe-844	206	3	we	we	PRON
aijbe-844	206	4	incorporate	incorporate	VERB
aijbe-844	206	5	the	the	DET
aijbe-844	206	6	monthly	monthly	ADJ
aijbe-844	206	7	oil	oil	NOUN
aijbe-844	206	8	consumption	consumption	NOUN
aijbe-844	206	9	shock	shock	NOUN
aijbe-844	206	10	,	,	PUNCT
aijbe-844	206	11	available	available	ADJ
aijbe-844	206	12	on	on	ADP
aijbe-844	206	13	baumeister	baumeister	PROPN
aijbe-844	206	14	and	and	CCONJ
aijbe-844	206	15	hamilton	hamilton	PROPN
aijbe-844	206	16	's	's	PART
aijbe-844	206	17	(	(	PUNCT
aijbe-844	206	18	2019	2019	NUM
aijbe-844	206	19	)	)	PUNCT
aijbe-844	206	20	website	website	NOUN
aijbe-844	206	21	.	.	PUNCT
aijbe-844	207	1	the	the	DET
aijbe-844	207	2	analysis	analysis	NOUN
aijbe-844	207	3	encompasses	encompass	VERB
aijbe-844	207	4	gepu	gepu	NOUN
aijbe-844	207	5	and	and	CCONJ
aijbe-844	207	6	oil	oil	NOUN
aijbe-844	207	7	consumption	consumption	NOUN
aijbe-844	207	8	shocks	shock	NOUN
aijbe-844	207	9	that	that	PRON
aijbe-844	207	10	occurred	occur	VERB
aijbe-844	207	11	from	from	ADP
aijbe-844	207	12	may	may	PROPN
aijbe-844	207	13	2008	2008	NUM
aijbe-844	207	14	to	to	ADP
aijbe-844	207	15	april	april	PROPN
aijbe-844	207	16	2022	2022	NUM
aijbe-844	207	17	,	,	PUNCT
aijbe-844	207	18	including	include	VERB
aijbe-844	207	19	the	the	DET
aijbe-844	207	20	financial	financial	ADJ
aijbe-844	207	21	crisis	crisis	NOUN
aijbe-844	207	22	around	around	ADP
aijbe-844	207	23	june	june	PROPN
aijbe-844	207	24	2009	2009	NUM
aijbe-844	207	25	,	,	PUNCT
aijbe-844	207	26	the	the	DET
aijbe-844	207	27	european	european	ADJ
aijbe-844	207	28	sovereign	sovereign	ADJ
aijbe-844	207	29	debt	debt	NOUN
aijbe-844	207	30	crises	crisis	NOUN
aijbe-844	207	31	,	,	PUNCT
aijbe-844	207	32	us	us	PROPN
aijbe-844	207	33	-	-	PUNCT
aijbe-844	207	34	china	china	PROPN
aijbe-844	207	35	trade	trade	NOUN
aijbe-844	207	36	tensions	tension	NOUN
aijbe-844	207	37	,	,	PUNCT
aijbe-844	207	38	brexit	brexit	NOUN
aijbe-844	207	39	,	,	PUNCT
aijbe-844	207	40	and	and	CCONJ
aijbe-844	207	41	the	the	DET
aijbe-844	207	42	new	new	ADJ
aijbe-844	207	43	context	context	NOUN
aijbe-844	207	44	of	of	ADP
aijbe-844	207	45	covid-19	covid-19	PROPN
aijbe-844	207	46	as	as	ADP
aijbe-844	207	47	a	a	DET
aijbe-844	207	48	global	global	ADJ
aijbe-844	207	49	pandemic	pandemic	NOUN
aijbe-844	207	50	.	.	PUNCT
aijbe-844	208	1	the	the	DET
aijbe-844	208	2	study	study	NOUN
aijbe-844	208	3	utilized	utilize	VERB
aijbe-844	208	4	a	a	DET
aijbe-844	208	5	total	total	NOUN
aijbe-844	208	6	of	of	ADP
aijbe-844	208	7	3,258	3,258	NUM
aijbe-844	208	8	observations	observation	NOUN
aijbe-844	208	9	.	.	PUNCT
aijbe-844	209	1	results	result	NOUN
aijbe-844	209	2	and	and	CCONJ
aijbe-844	209	3	discussion	discussion	NOUN
aijbe-844	209	4	table	table	NOUN
aijbe-844	209	5	1	1	NUM
aijbe-844	209	6	displays	display	VERB
aijbe-844	209	7	the	the	DET
aijbe-844	209	8	descriptive	descriptive	ADJ
aijbe-844	209	9	statistics	statistic	NOUN
aijbe-844	209	10	for	for	ADP
aijbe-844	209	11	three	three	NUM
aijbe-844	209	12	data	datum	NOUN
aijbe-844	209	13	series	series	NOUN
aijbe-844	209	14	of	of	ADP
aijbe-844	209	15	stock	stock	NOUN
aijbe-844	209	16	indices	index	NOUN
aijbe-844	209	17	and	and	CCONJ
aijbe-844	209	18	the	the	DET
aijbe-844	209	19	gepu	gepu	PROPN
aijbe-844	209	20	index	index	NOUN
aijbe-844	209	21	.	.	PUNCT
aijbe-844	210	1	the	the	DET
aijbe-844	210	2	sample	sample	NOUN
aijbe-844	210	3	size	size	NOUN
aijbe-844	210	4	for	for	ADP
aijbe-844	210	5	each	each	DET
aijbe-844	210	6	selected	select	VERB
aijbe-844	210	7	sadc	sadc	PROPN
aijbe-844	210	8	stock	stock	NOUN
aijbe-844	210	9	market	market	NOUN
aijbe-844	210	10	's	's	PART
aijbe-844	210	11	stock	stock	NOUN
aijbe-844	210	12	index	index	NOUN
aijbe-844	210	13	series	series	NOUN
aijbe-844	210	14	is	be	AUX
aijbe-844	210	15	3258	3258	NUM
aijbe-844	210	16	,	,	PUNCT
aijbe-844	210	17	while	while	SCONJ
aijbe-844	210	18	the	the	DET
aijbe-844	210	19	gepu	gepu	NOUN
aijbe-844	210	20	index	index	NOUN
aijbe-844	210	21	and	and	CCONJ
aijbe-844	210	22	oil	oil	NOUN
aijbe-844	210	23	consumption	consumption	NOUN
aijbe-844	210	24	each	each	PRON
aijbe-844	210	25	have	have	VERB
aijbe-844	210	26	168	168	NUM
aijbe-844	210	27	observations	observation	NOUN
aijbe-844	210	28	.	.	PUNCT
aijbe-844	211	1	the	the	DET
aijbe-844	211	2	stock	stock	NOUN
aijbe-844	211	3	index	index	NOUN
aijbe-844	211	4	has	have	VERB
aijbe-844	211	5	a	a	DET
aijbe-844	211	6	daily	daily	ADJ
aijbe-844	211	7	data	data	NOUN
aijbe-844	211	8	frequency	frequency	NOUN
aijbe-844	211	9	,	,	PUNCT
aijbe-844	211	10	whereas	whereas	SCONJ
aijbe-844	211	11	the	the	DET
aijbe-844	211	12	gepu	gepu	NOUN
aijbe-844	211	13	index	index	NOUN
aijbe-844	211	14	has	have	VERB
aijbe-844	211	15	a	a	DET
aijbe-844	211	16	monthly	monthly	ADJ
aijbe-844	211	17	frequency	frequency	NOUN
aijbe-844	211	18	.	.	PUNCT
aijbe-844	212	1	table	table	NOUN
aijbe-844	212	2	2	2	NUM
aijbe-844	212	3	presents	present	VERB
aijbe-844	212	4	the	the	DET
aijbe-844	212	5	descriptive	descriptive	ADJ
aijbe-844	212	6	statistics	statistic	NOUN
aijbe-844	212	7	for	for	ADP
aijbe-844	212	8	the	the	DET
aijbe-844	212	9	stock	stock	NOUN
aijbe-844	212	10	returns	return	NOUN
aijbe-844	212	11	of	of	ADP
aijbe-844	212	12	the	the	DET
aijbe-844	212	13	sadc	sadc	PROPN
aijbe-844	212	14	markets	market	NOUN
aijbe-844	212	15	examined	examine	VERB
aijbe-844	212	16	,	,	PUNCT
aijbe-844	212	17	along	along	ADP
aijbe-844	212	18	with	with	ADP
aijbe-844	212	19	the	the	DET
aijbe-844	212	20	logarithms	logarithm	NOUN
aijbe-844	212	21	of	of	ADP
aijbe-844	212	22	the	the	DET
aijbe-844	212	23	gepu	gepu	NOUN
aijbe-844	212	24	change	change	VERB
aijbe-844	212	25	rate	rate	NOUN
aijbe-844	212	26	and	and	CCONJ
aijbe-844	212	27	oil	oil	NOUN
aijbe-844	212	28	consumption	consumption	NOUN
aijbe-844	212	29	.	.	PUNCT
aijbe-844	213	1	the	the	DET
aijbe-844	213	2	table	table	NOUN
aijbe-844	213	3	includes	include	VERB
aijbe-844	213	4	3257	3257	NUM
aijbe-844	213	5	stock	stock	NOUN
aijbe-844	213	6	return	return	NOUN
aijbe-844	213	7	observations	observation	NOUN
aijbe-844	213	8	for	for	ADP
aijbe-844	213	9	each	each	DET
aijbe-844	213	10	country	country	NOUN
aijbe-844	213	11	,	,	PUNCT
aijbe-844	213	12	167	167	NUM
aijbe-844	213	13	gepu	gepu	NOUN
aijbe-844	213	14	observations	observation	NOUN
aijbe-844	213	15	and	and	CCONJ
aijbe-844	213	16	93	93	NUM
aijbe-844	213	17	oil	oil	NOUN
aijbe-844	213	18	consumption	consumption	NOUN
aijbe-844	213	19	observations	observation	NOUN
aijbe-844	213	20	.	.	PUNCT
aijbe-844	214	1	tables	table	NOUN
aijbe-844	214	2	1	1	NUM
aijbe-844	214	3	and	and	CCONJ
aijbe-844	214	4	2	2	NUM
aijbe-844	214	5	indicate	indicate	VERB
aijbe-844	214	6	that	that	SCONJ
aijbe-844	214	7	the	the	DET
aijbe-844	214	8	kurtosis	kurtosis	NOUN
aijbe-844	214	9	values	value	NOUN
aijbe-844	214	10	of	of	ADP
aijbe-844	214	11	both	both	CCONJ
aijbe-844	214	12	the	the	DET
aijbe-844	214	13	stock	stock	NOUN
aijbe-844	214	14	index	index	NOUN
aijbe-844	214	15	and	and	CCONJ
aijbe-844	214	16	return	return	NOUN
aijbe-844	214	17	series	series	NOUN
aijbe-844	214	18	are	be	AUX
aijbe-844	214	19	positive	positive	ADJ
aijbe-844	214	20	.	.	PUNCT
aijbe-844	215	1	however	however	ADV
aijbe-844	215	2	,	,	PUNCT
aijbe-844	215	3	the	the	DET
aijbe-844	215	4	south	south	PROPN
aijbe-844	215	5	africa	africa	PROPN
aijbe-844	215	6	stock	stock	PROPN
aijbe-844	215	7	index	index	PROPN
aijbe-844	215	8	series	series	NOUN
aijbe-844	215	9	and	and	CCONJ
aijbe-844	215	10	logarithm	logarithm	NOUN
aijbe-844	215	11	of	of	ADP
aijbe-844	215	12	oil	oil	NOUN
aijbe-844	215	13	consumption	consumption	NOUN
aijbe-844	215	14	exhibit	exhibit	VERB
aijbe-844	215	15	negative	negative	ADJ
aijbe-844	215	16	skewness	skewness	NOUN
aijbe-844	215	17	,	,	PUNCT
aijbe-844	215	18	while	while	SCONJ
aijbe-844	215	19	the	the	DET
aijbe-844	215	20	remaining	remain	VERB
aijbe-844	215	21	stock	stock	NOUN
aijbe-844	215	22	index	index	NOUN
aijbe-844	215	23	and	and	CCONJ
aijbe-844	215	24	return	return	NOUN
aijbe-844	215	25	series	series	NOUN
aijbe-844	215	26	for	for	ADP
aijbe-844	215	27	all	all	DET
aijbe-844	215	28	sadc	sadc	PROPN
aijbe-844	215	29	stock	stock	NOUN
aijbe-844	215	30	markets	market	NOUN
aijbe-844	215	31	have	have	VERB
aijbe-844	215	32	positive	positive	ADJ
aijbe-844	215	33	skewness	skewness	NOUN
aijbe-844	215	34	.	.	PUNCT
aijbe-844	216	1	statistical	statistical	ADJ
aijbe-844	216	2	properties	property	NOUN
aijbe-844	216	3	of	of	ADP
aijbe-844	216	4	the	the	DET
aijbe-844	216	5	variables	variable	NOUN
aijbe-844	216	6	in	in	ADP
aijbe-844	216	7	our	our	PRON
aijbe-844	216	8	study	study	NOUN
aijbe-844	216	9	are	be	AUX
aijbe-844	216	10	presented	present	VERB
aijbe-844	216	11	in	in	ADP
aijbe-844	216	12	table	table	NOUN
aijbe-844	216	13	3	3	NUM
aijbe-844	216	14	.	.	PUNCT
aijbe-844	216	15	based	base	VERB
aijbe-844	216	16	on	on	ADP
aijbe-844	216	17	the	the	DET
aijbe-844	216	18	results	result	NOUN
aijbe-844	216	19	from	from	ADP
aijbe-844	216	20	the	the	DET
aijbe-844	216	21	augmented	augment	VERB
aijbe-844	216	22	dickey	dickey	NOUN
aijbe-844	216	23	-	-	PUNCT
aijbe-844	216	24	fuller	full	ADJ
aijbe-844	216	25	(	(	PUNCT
aijbe-844	216	26	adf	adf	NOUN
aijbe-844	216	27	)	)	PUNCT
aijbe-844	216	28	,	,	PUNCT
aijbe-844	216	29	phillips	phillips	PROPN
aijbe-844	216	30	-	-	PUNCT
aijbe-844	216	31	perron	perron	PROPN
aijbe-844	216	32	(	(	PUNCT
aijbe-844	216	33	pp	pp	ADJ
aijbe-844	216	34	)	)	PUNCT
aijbe-844	216	35	,	,	PUNCT
aijbe-844	216	36	and	and	CCONJ
aijbe-844	216	37	vratio	vratio	NOUN
aijbe-844	216	38	(	(	PUNCT
aijbe-844	216	39	vr	vr	NOUN
aijbe-844	216	40	)	)	PUNCT
aijbe-844	216	41	tests	test	NOUN
aijbe-844	216	42	,	,	PUNCT
aijbe-844	216	43	all	all	DET
aijbe-844	216	44	statistics	statistic	NOUN
aijbe-844	216	45	significantly	significantly	ADV
aijbe-844	216	46	reject	reject	VERB
aijbe-844	216	47	the	the	DET
aijbe-844	216	48	null	null	ADJ
aijbe-844	216	49	hypothesis	hypothesis	NOUN
aijbe-844	216	50	of	of	ADP
aijbe-844	216	51	a	a	DET
aijbe-844	216	52	unit	unit	NOUN
aijbe-844	216	53	root	root	NOUN
aijbe-844	216	54	at	at	ADP
aijbe-844	216	55	the	the	DET
aijbe-844	216	56	1	1	NUM
aijbe-844	216	57	%	%	NOUN
aijbe-844	216	58	level	level	NOUN
aijbe-844	216	59	.	.	PUNCT
aijbe-844	217	1	this	this	PRON
aijbe-844	217	2	confirms	confirm	VERB
aijbe-844	217	3	that	that	SCONJ
aijbe-844	217	4	all	all	PRON
aijbe-844	217	5	of	of	ADP
aijbe-844	217	6	our	our	PRON
aijbe-844	217	7	series	series	NOUN
aijbe-844	217	8	are	be	AUX
aijbe-844	217	9	stationary	stationary	ADJ
aijbe-844	217	10	.	.	PUNCT
aijbe-844	218	1	additionally	additionally	ADV
aijbe-844	218	2	,	,	PUNCT
aijbe-844	218	3	the	the	DET
aijbe-844	218	4	jarque	jarque	NOUN
aijbe-844	218	5	-	-	PUNCT
aijbe-844	218	6	bera	bera	NOUN
aijbe-844	218	7	(	(	PUNCT
aijbe-844	218	8	jb	jb	PROPN
aijbe-844	218	9	)	)	PUNCT
aijbe-844	218	10	test	test	NOUN
aijbe-844	218	11	of	of	ADP
aijbe-844	218	12	all	all	DET
aijbe-844	218	13	stock	stock	NOUN
aijbe-844	218	14	returns	return	NOUN
aijbe-844	218	15	,	,	PUNCT
aijbe-844	218	16	gepu	gepu	NOUN
aijbe-844	218	17	,	,	PUNCT
aijbe-844	218	18	and	and	CCONJ
aijbe-844	218	19	oil	oil	NOUN
aijbe-844	218	20	consumption	consumption	NOUN
aijbe-844	218	21	indicates	indicate	VERB
aijbe-844	218	22	that	that	SCONJ
aijbe-844	218	23	all	all	PRON
aijbe-844	218	24	of	of	ADP
aijbe-844	218	25	their	their	PRON
aijbe-844	218	26	distributions	distribution	NOUN
aijbe-844	218	27	deviate	deviate	VERB
aijbe-844	218	28	significantly	significantly	ADV
aijbe-844	218	29	from	from	ADP
aijbe-844	218	30	normality	normality	NOUN
aijbe-844	218	31	at	at	ADP
aijbe-844	218	32	the	the	DET
aijbe-844	218	33	1	1	NUM
aijbe-844	218	34	%	%	NOUN
aijbe-844	218	35	level	level	NOUN
aijbe-844	218	36	.	.	PUNCT
aijbe-844	219	1	furthermore	furthermore	ADV
aijbe-844	219	2	,	,	PUNCT
aijbe-844	219	3	the	the	DET
aijbe-844	219	4	autoregressive	autoregressive	ADJ
aijbe-844	219	5	conditional	conditional	ADJ
aijbe-844	219	6	heteroscedasticity	heteroscedasticity	NOUN
aijbe-844	219	7	(	(	PUNCT
aijbe-844	219	8	arch	arch	NOUN
aijbe-844	219	9	)	)	PUNCT
aijbe-844	219	10	test	test	NOUN
aijbe-844	219	11	statistics	statistic	NOUN
aijbe-844	219	12	for	for	ADP
aijbe-844	219	13	each	each	DET
aijbe-844	219	14	individual	individual	ADJ
aijbe-844	219	15	stock	stock	NOUN
aijbe-844	219	16	return	return	NOUN
aijbe-844	219	17	exceeded	exceed	VERB
aijbe-844	219	18	100	100	NUM
aijbe-844	219	19	according	accord	VERB
aijbe-844	219	20	to	to	ADP
aijbe-844	219	21	engle	engle	PROPN
aijbe-844	219	22	's	's	PART
aijbe-844	219	23	(	(	PUNCT
aijbe-844	219	24	1982	1982	NUM
aijbe-844	219	25	)	)	PUNCT
aijbe-844	219	26	analysis	analysis	NOUN
aijbe-844	219	27	,	,	PUNCT
aijbe-844	219	28	with	with	ADP
aijbe-844	219	29	critical	critical	ADJ
aijbe-844	219	30	values	value	NOUN
aijbe-844	219	31	of	of	ADP
aijbe-844	219	32	the	the	DET
aijbe-844	219	33	arch	arch	ADJ
aijbe-844	219	34	test	test	NOUN
aijbe-844	219	35	at	at	ADP
aijbe-844	219	36	the	the	DET
aijbe-844	219	37	1	1	NUM
aijbe-844	219	38	%	%	NOUN
aijbe-844	219	39	level	level	NOUN
aijbe-844	219	40	of	of	ADP
aijbe-844	219	41	6.6635	6.6635	NUM
aijbe-844	219	42	.	.	PUNCT
aijbe-844	220	1	this	this	PRON
aijbe-844	220	2	implies	imply	VERB
aijbe-844	220	3	noteworthy	noteworthy	ADJ
aijbe-844	220	4	heteroskedastic	heteroskedastic	ADJ
aijbe-844	220	5	effects	effect	NOUN
aijbe-844	220	6	.	.	PUNCT
aijbe-844	221	1	notably	notably	ADV
aijbe-844	221	2	,	,	PUNCT
aijbe-844	221	3	the	the	DET
aijbe-844	221	4	descriptive	descriptive	ADJ
aijbe-844	221	5	statistics	statistic	NOUN
aijbe-844	221	6	obtained	obtain	VERB
aijbe-844	221	7	over	over	ADP
aijbe-844	221	8	the	the	DET
aijbe-844	221	9	study	study	NOUN
aijbe-844	221	10	period	period	NOUN
aijbe-844	221	11	take	take	VERB
aijbe-844	221	12	precedence	precedence	NOUN
aijbe-844	221	13	for	for	ADP
aijbe-844	221	14	both	both	PRON
aijbe-844	221	15	in	in	ADP
aijbe-844	221	16	-	-	PUNCT
aijbe-844	221	17	sample	sample	NOUN
aijbe-844	221	18	(	(	PUNCT
aijbe-844	221	19	before	before	ADP
aijbe-844	221	20	covid-19	covid-19	PROPN
aijbe-844	221	21	)	)	PUNCT
aijbe-844	221	22	and	and	CCONJ
aijbe-844	221	23	out	out	ADV
aijbe-844	221	24	-	-	PUNCT
aijbe-844	221	25	of	of	ADP
aijbe-844	221	26	-	-	PUNCT
aijbe-844	221	27	sample	sample	NOUN
aijbe-844	221	28	(	(	PUNCT
aijbe-844	221	29	during	during	ADP
aijbe-844	221	30	covid-19	covid-19	PROPN
aijbe-844	221	31	)	)	PUNCT
aijbe-844	221	32	data	datum	NOUN
aijbe-844	221	33	.	.	PUNCT
aijbe-844	222	1	furthermore	furthermore	ADV
aijbe-844	222	2	,	,	PUNCT
aijbe-844	222	3	the	the	DET
aijbe-844	222	4	estimated	estimate	VERB
aijbe-844	222	5	parameters	parameter	NOUN
aijbe-844	222	6	of	of	ADP
aijbe-844	222	7	the	the	DET
aijbe-844	222	8	impact	impact	NOUN
aijbe-844	222	9	that	that	PRON
aijbe-844	222	10	gepu	gepu	NOUN
aijbe-844	222	11	and	and	CCONJ
aijbe-844	222	12	oil	oil	NOUN
aijbe-844	222	13	consumption	consumption	NOUN
aijbe-844	222	14	demand	demand	NOUN
aijbe-844	222	15	shock	shock	NOUN
aijbe-844	222	16	(	(	PUNCT
aijbe-844	222	17	ocds	ocds	PROPN
aijbe-844	222	18	)	)	PUNCT
aijbe-844	222	19	have	have	VERB
aijbe-844	222	20	on	on	ADP
aijbe-844	222	21	stock	stock	NOUN
aijbe-844	222	22	market	market	NOUN
aijbe-844	222	23	volatility	volatility	NOUN
aijbe-844	222	24	in	in	ADP
aijbe-844	222	25	three	three	NUM
aijbe-844	222	26	sadc	sadc	PROPN
aijbe-844	222	27	countries	country	NOUN
aijbe-844	222	28	are	be	AUX
aijbe-844	222	29	presented	present	VERB
aijbe-844	222	30	.	.	PUNCT
aijbe-844	223	1	tables	table	NOUN
aijbe-844	223	2	4	4	NUM
aijbe-844	223	3	and	and	CCONJ
aijbe-844	223	4	5	5	NUM
aijbe-844	223	5	display	display	VERB
aijbe-844	223	6	the	the	DET
aijbe-844	223	7	findings	finding	NOUN
aijbe-844	223	8	from	from	ADP
aijbe-844	223	9	the	the	DET
aijbe-844	223	10	garch	garch	NOUN
aijbe-844	223	11	and	and	CCONJ
aijbe-844	223	12	garch	garch	NOUN
aijbe-844	223	13	-	-	PUNCT
aijbe-844	223	14	midas	midas	PROPN
aijbe-844	223	15	models	model	NOUN
aijbe-844	223	16	,	,	PUNCT
aijbe-844	223	17	which	which	PRON
aijbe-844	223	18	include	include	VERB
aijbe-844	223	19	the	the	DET
aijbe-844	223	20	entire	entire	ADJ
aijbe-844	223	21	sample	sample	NOUN
aijbe-844	223	22	(	(	PUNCT
aijbe-844	223	23	01/05/2008	01/05/2008	NUM
aijbe-844	223	24	to	to	ADP
aijbe-844	223	25	24/04/2022	24/04/2022	NUM
aijbe-844	223	26	)	)	PUNCT
aijbe-844	223	27	divided	divide	VERB
aijbe-844	223	28	1	1	NUM
aijbe-844	223	29	ˆ	ˆ	NOUN
aijbe-844	223	30	(	(	PUNCT
aijbe-844	223	31	t	t	NOUN
aijbe-844	223	32	t	t	PROPN
aijbe-844	224	1	i	i	PRON
aijbe-844	224	2	mse	mse	PROPN
aijbe-844	224	3	t	t	PROPN
aijbe-844	224	4	=	=	PUNCT
aijbe-844	225	1	=	=	SYM
aijbe-844	225	2	−	−	PROPN
aijbe-844	225	3	2	2	NUM
aijbe-844	225	4	2	2	NUM
aijbe-844	225	5	2	2	NUM
aijbe-844	225	6	1	1	NUM
aijbe-844	225	7	1	1	NUM
aijbe-844	225	8	ˆ	ˆ	NOUN
aijbe-844	225	9	(	(	PUNCT
aijbe-844	225	10	)	)	PUNCT
aijbe-844	225	11	t	t	NOUN
aijbe-844	225	12	t	t	PROPN
aijbe-844	225	13	t	t	PROPN
aijbe-844	226	1	i	i	PRON
aijbe-844	226	2	rmse	rmse	VERB
aijbe-844	226	3	t	t	PROPN
aijbe-844	227	1	=	=	PUNCT
aijbe-844	227	2	−	−	PROPN
aijbe-844	227	3	=	=	PUNCT
aijbe-844	227	4	(	(	PUNCT
aijbe-844	227	5	9	9	NUM
aijbe-844	227	6	)	)	PUNCT
aijbe-844	227	7	http://www.investing.com/	http://www.investing.com/	NOUN
aijbe-844	227	8	http://www.investing.com/	http://www.investing.com/	PROPN
aijbe-844	227	9	david	david	PROPN
aijbe-844	227	10	m.	m.	PROPN
aijbe-844	227	11	reynolds	reynolds	PROPN
aijbe-844	227	12	(	(	PUNCT
aijbe-844	227	13	2024	2024	NUM
aijbe-844	227	14	)	)	PUNCT
aijbe-844	227	15	25	25	NUM
aijbe-844	227	16	american	american	ADJ
aijbe-844	227	17	interdisciplinary	interdisciplinary	ADJ
aijbe-844	227	18	journal	journal	NOUN
aijbe-844	227	19	of	of	ADP
aijbe-844	227	20	business	business	NOUN
aijbe-844	227	21	and	and	CCONJ
aijbe-844	227	22	economics	economic	NOUN
aijbe-844	227	23	|	|	ADV
aijbe-844	227	24	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	227	25	into	into	ADP
aijbe-844	227	26	subsamples	subsample	NOUN
aijbe-844	227	27	.	.	PUNCT
aijbe-844	228	1	the	the	DET
aijbe-844	228	2	study	study	NOUN
aijbe-844	228	3	consists	consist	VERB
aijbe-844	228	4	of	of	ADP
aijbe-844	228	5	two	two	NUM
aijbe-844	228	6	datasets	dataset	NOUN
aijbe-844	228	7	:	:	PUNCT
aijbe-844	228	8	insample	insample	ADJ
aijbe-844	228	9	data	datum	NOUN
aijbe-844	228	10	(	(	PUNCT
aijbe-844	228	11	01/05/2008	01/05/2008	NUM
aijbe-844	228	12	to	to	ADP
aijbe-844	228	13	04/03/2020	04/03/2020	NUM
aijbe-844	228	14	)	)	PUNCT
aijbe-844	228	15	,	,	PUNCT
aijbe-844	228	16	representing	represent	VERB
aijbe-844	228	17	the	the	DET
aijbe-844	228	18	pre	pre	ADJ
aijbe-844	228	19	-	-	ADJ
aijbe-844	228	20	covid-19	covid-19	ADJ
aijbe-844	228	21	period	period	NOUN
aijbe-844	228	22	,	,	PUNCT
aijbe-844	228	23	and	and	CCONJ
aijbe-844	228	24	out	out	ADV
aijbe-844	228	25	-	-	PUNCT
aijbe-844	228	26	of	of	ADP
aijbe-844	228	27	-	-	PUNCT
aijbe-844	228	28	sample	sample	NOUN
aijbe-844	228	29	data	datum	NOUN
aijbe-844	228	30	(	(	PUNCT
aijbe-844	228	31	05/03/2020	05/03/2020	NUM
aijbe-844	228	32	to	to	ADP
aijbe-844	228	33	24/04/2022	24/04/2022	NUM
aijbe-844	228	34	)	)	PUNCT
aijbe-844	228	35	,	,	PUNCT
aijbe-844	228	36	representing	represent	VERB
aijbe-844	228	37	the	the	DET
aijbe-844	228	38	duringcovid-19	duringcovid-19	PROPN
aijbe-844	228	39	period	period	NOUN
aijbe-844	228	40	.	.	PUNCT
aijbe-844	229	1	the	the	DET
aijbe-844	229	2	garch	garch	NOUN
aijbe-844	229	3	(	(	PUNCT
aijbe-844	229	4	1	1	NUM
aijbe-844	229	5	,	,	PUNCT
aijbe-844	229	6	1	1	X
aijbe-844	229	7	)	)	PUNCT
aijbe-844	229	8	model	model	NOUN
aijbe-844	229	9	parameters	parameter	NOUN
aijbe-844	229	10	are	be	AUX
aijbe-844	229	11	significant	significant	ADJ
aijbe-844	229	12	at	at	ADP
aijbe-844	229	13	the	the	DET
aijbe-844	229	14	1	1	NUM
aijbe-844	229	15	%	%	NOUN
aijbe-844	229	16	level	level	NOUN
aijbe-844	229	17	in	in	ADP
aijbe-844	229	18	all	all	DET
aijbe-844	229	19	cases	case	NOUN
aijbe-844	229	20	,	,	PUNCT
aijbe-844	229	21	except	except	SCONJ
aijbe-844	229	22	for	for	ADP
aijbe-844	229	23	in	in	ADP
aijbe-844	229	24	south	south	PROPN
aijbe-844	229	25	africa	africa	PROPN
aijbe-844	229	26	,	,	PUNCT
aijbe-844	229	27	where	where	SCONJ
aijbe-844	229	28	they	they	PRON
aijbe-844	229	29	are	be	AUX
aijbe-844	229	30	significant	significant	ADJ
aijbe-844	229	31	at	at	ADP
aijbe-844	229	32	the	the	DET
aijbe-844	229	33	5	5	NUM
aijbe-844	229	34	%	%	NOUN
aijbe-844	229	35	level	level	NOUN
aijbe-844	229	36	,	,	PUNCT
aijbe-844	229	37	and	and	CCONJ
aijbe-844	229	38	for	for	ADP
aijbe-844	229	39	k	k	PROPN
aijbe-844	229	40	,	,	PUNCT
aijbe-844	229	41	which	which	PRON
aijbe-844	229	42	is	be	AUX
aijbe-844	229	43	non	non	ADJ
aijbe-844	229	44	-	-	ADJ
aijbe-844	229	45	significant	significant	ADJ
aijbe-844	229	46	in	in	ADP
aijbe-844	229	47	botswana	botswana	PROPN
aijbe-844	229	48	.	.	PUNCT
aijbe-844	230	1	these	these	DET
aijbe-844	230	2	findings	finding	NOUN
aijbe-844	230	3	suggest	suggest	VERB
aijbe-844	230	4	that	that	SCONJ
aijbe-844	230	5	the	the	DET
aijbe-844	230	6	garch	garch	NOUN
aijbe-844	230	7	(	(	PUNCT
aijbe-844	230	8	1	1	NUM
aijbe-844	230	9	,	,	PUNCT
aijbe-844	230	10	1	1	X
aijbe-844	230	11	)	)	PUNCT
aijbe-844	230	12	model	model	NOUN
aijbe-844	230	13	is	be	AUX
aijbe-844	230	14	a	a	DET
aijbe-844	230	15	good	good	ADJ
aijbe-844	230	16	fit	fit	NOUN
aijbe-844	230	17	for	for	ADP
aijbe-844	230	18	the	the	DET
aijbe-844	230	19	daily	daily	ADJ
aijbe-844	230	20	data	datum	NOUN
aijbe-844	230	21	.	.	PUNCT
aijbe-844	231	1	the	the	DET
aijbe-844	231	2	garch	garch	NOUN
aijbe-844	231	3	-	-	PUNCT
aijbe-844	231	4	midas	midas	PROPN
aijbe-844	231	5	model	model	NOUN
aijbe-844	231	6	,	,	PUNCT
aijbe-844	231	7	,	,	PUNCT
aijbe-844	231	8	,	,	PUNCT
aijbe-844	231	9	rv	rv	PROPN
aijbe-844	231	10	,	,	PUNCT
aijbe-844	231	11	and	and	CCONJ
aijbe-844	231	12	mshows	mshow	VERB
aijbe-844	231	13	positive	positive	ADJ
aijbe-844	231	14	and	and	CCONJ
aijbe-844	231	15	significant	significant	ADJ
aijbe-844	231	16	coefficients	coefficient	NOUN
aijbe-844	231	17	,	,	PUNCT
aijbe-844	231	18	confirming	confirm	VERB
aijbe-844	231	19	its	its	PRON
aijbe-844	231	20	suitability	suitability	NOUN
aijbe-844	231	21	for	for	ADP
aijbe-844	231	22	the	the	DET
aijbe-844	231	23	mixed	mixed	ADJ
aijbe-844	231	24	data	datum	NOUN
aijbe-844	231	25	sampling	sample	VERB
aijbe-844	231	26	model	model	NOUN
aijbe-844	231	27	.	.	PUNCT
aijbe-844	232	1	the	the	DET
aijbe-844	232	2	importance	importance	NOUN
aijbe-844	232	3	lies	lie	VERB
aijbe-844	232	4	in	in	ADP
aijbe-844	232	5	examining	examine	VERB
aijbe-844	232	6	the	the	DET
aijbe-844	232	7	statistical	statistical	ADJ
aijbe-844	232	8	significance	significance	NOUN
aijbe-844	232	9	of	of	ADP
aijbe-844	232	10	the	the	DET
aijbe-844	232	11	coefficient	coefficient	NOUN
aijbe-844	232	12	rv	rv	PROPN
aijbe-844	232	13	to	to	PART
aijbe-844	232	14	understand	understand	VERB
aijbe-844	232	15	if	if	SCONJ
aijbe-844	232	16	ocds	ocds	PROPN
aijbe-844	232	17	or	or	CCONJ
aijbe-844	232	18	gepu	gepu	NOUN
aijbe-844	232	19	impact	impact	VERB
aijbe-844	232	20	the	the	DET
aijbe-844	232	21	long	long	ADJ
aijbe-844	232	22	-	-	PUNCT
aijbe-844	232	23	term	term	NOUN
aijbe-844	232	24	volatility	volatility	NOUN
aijbe-844	232	25	of	of	ADP
aijbe-844	232	26	sadc	sadc	PROPN
aijbe-844	232	27	countries	country	NOUN
aijbe-844	232	28	.	.	PUNCT
aijbe-844	233	1	additionally	additionally	ADV
aijbe-844	233	2	,	,	PUNCT
aijbe-844	233	3	the	the	DET
aijbe-844	233	4	sum	sum	NOUN
aijbe-844	233	5	of	of	ADP
aijbe-844	233	6	arch	arch	ADJ
aijbe-844	233	7	and	and	CCONJ
aijbe-844	233	8	garch	garch	NOUN
aijbe-844	233	9	terms	term	NOUN
aijbe-844	233	10	and	and	CCONJ
aijbe-844	233	11	is	be	AUX
aijbe-844	233	12	less	less	ADJ
aijbe-844	233	13	than	than	ADP
aijbe-844	233	14	one	one	NUM
aijbe-844	233	15	(	(	PUNCT
aijbe-844	233	16	1	1	NUM
aijbe-844	233	17	)	)	PUNCT
aijbe-844	233	18	,	,	PUNCT
aijbe-844	233	19	inferring	infer	VERB
aijbe-844	233	20	that	that	SCONJ
aijbe-844	233	21	ocds	ocds	PROPN
aijbe-844	233	22	does	do	AUX
aijbe-844	233	23	not	not	PART
aijbe-844	233	24	have	have	VERB
aijbe-844	233	25	a	a	DET
aijbe-844	233	26	permanent	permanent	ADJ
aijbe-844	233	27	effect	effect	NOUN
aijbe-844	233	28	on	on	ADP
aijbe-844	233	29	stock	stock	NOUN
aijbe-844	233	30	market	market	NOUN
aijbe-844	233	31	returns	return	NOUN
aijbe-844	233	32	.	.	PUNCT
aijbe-844	234	1	the	the	DET
aijbe-844	234	2	empirical	empirical	ADJ
aijbe-844	234	3	results	result	NOUN
aijbe-844	234	4	from	from	ADP
aijbe-844	234	5	table	table	NOUN
aijbe-844	234	6	5	5	NUM
aijbe-844	234	7	for	for	ADP
aijbe-844	234	8	the	the	DET
aijbe-844	234	9	garch	garch	NOUN
aijbe-844	234	10	-	-	PUNCT
aijbe-844	234	11	midas	midas	PROPN
aijbe-844	234	12	-	-	PUNCT
aijbe-844	234	13	rv+ocds	rv+ocds	PROPN
aijbe-844	234	14	model	model	NOUN
aijbe-844	234	15	demonstrate	demonstrate	VERB
aijbe-844	234	16	significant	significant	ADJ
aijbe-844	234	17	coefficients	coefficient	NOUN
aijbe-844	234	18	rv	rv	PROPN
aijbe-844	234	19	for	for	ADP
aijbe-844	234	20	botswana	botswana	PROPN
aijbe-844	234	21	,	,	PUNCT
aijbe-844	234	22	mauritius	mauritius	PROPN
aijbe-844	234	23	,	,	PUNCT
aijbe-844	234	24	and	and	CCONJ
aijbe-844	234	25	south	south	PROPN
aijbe-844	234	26	africa	africa	PROPN
aijbe-844	234	27	at	at	ADP
aijbe-844	234	28	1	1	NUM
aijbe-844	234	29	%	%	NOUN
aijbe-844	234	30	,	,	PUNCT
aijbe-844	234	31	indicating	indicate	VERB
aijbe-844	234	32	a	a	DET
aijbe-844	234	33	positive	positive	ADJ
aijbe-844	234	34	response	response	NOUN
aijbe-844	234	35	in	in	ADP
aijbe-844	234	36	stock	stock	NOUN
aijbe-844	234	37	returns	return	NOUN
aijbe-844	234	38	to	to	ADP
aijbe-844	234	39	changes	change	NOUN
aijbe-844	234	40	in	in	ADP
aijbe-844	234	41	oil	oil	NOUN
aijbe-844	234	42	consumption	consumption	NOUN
aijbe-844	234	43	demand	demand	NOUN
aijbe-844	234	44	shocks	shock	NOUN
aijbe-844	234	45	.	.	PUNCT
aijbe-844	235	1	the	the	DET
aijbe-844	235	2	estimated	estimate	VERB
aijbe-844	235	3	coefficients	coefficient	NOUN
aijbe-844	235	4	for	for	ADP
aijbe-844	235	5	botswana	botswana	PROPN
aijbe-844	235	6	,	,	PUNCT
aijbe-844	235	7	mauritius	mauritius	PROPN
aijbe-844	235	8	,	,	PUNCT
aijbe-844	235	9	and	and	CCONJ
aijbe-844	235	10	south	south	PROPN
aijbe-844	235	11	africa	africa	PROPN
aijbe-844	235	12	were	be	AUX
aijbe-844	235	13	0.076	0.076	NUM
aijbe-844	235	14	,	,	PUNCT
aijbe-844	235	15	0.001	0.001	NUM
aijbe-844	235	16	,	,	PUNCT
aijbe-844	235	17	and	and	CCONJ
aijbe-844	235	18	0.119	0.119	NUM
aijbe-844	235	19	,	,	PUNCT
aijbe-844	235	20	respectively	respectively	ADV
aijbe-844	235	21	.	.	PUNCT
aijbe-844	236	1	this	this	PRON
aijbe-844	236	2	contradicts	contradict	VERB
aijbe-844	236	3	the	the	DET
aijbe-844	236	4	findings	finding	NOUN
aijbe-844	236	5	of	of	ADP
aijbe-844	236	6	salisu	salisu	NOUN
aijbe-844	236	7	and	and	CCONJ
aijbe-844	236	8	gupta	gupta	PROPN
aijbe-844	236	9	(	(	PUNCT
aijbe-844	236	10	2021	2021	NUM
aijbe-844	236	11	)	)	PUNCT
aijbe-844	236	12	,	,	PUNCT
aijbe-844	236	13	who	who	PRON
aijbe-844	236	14	reported	report	VERB
aijbe-844	236	15	a	a	DET
aijbe-844	236	16	negative	negative	ADJ
aijbe-844	236	17	response	response	NOUN
aijbe-844	236	18	for	for	ADP
aijbe-844	236	19	south	south	PROPN
aijbe-844	236	20	africa	africa	PROPN
aijbe-844	236	21	.	.	PUNCT
aijbe-844	237	1	the	the	DET
aijbe-844	237	2	impact	impact	NOUN
aijbe-844	237	3	of	of	ADP
aijbe-844	237	4	gepu	gepu	NOUN
aijbe-844	237	5	on	on	ADP
aijbe-844	237	6	stock	stock	NOUN
aijbe-844	237	7	market	market	NOUN
aijbe-844	237	8	returns	return	NOUN
aijbe-844	237	9	is	be	AUX
aijbe-844	237	10	not	not	PART
aijbe-844	237	11	permanent	permanent	ADJ
aijbe-844	237	12	.	.	PUNCT
aijbe-844	238	1	in	in	ADP
aijbe-844	238	2	the	the	DET
aijbe-844	238	3	garch	garch	NOUN
aijbe-844	238	4	-	-	PUNCT
aijbe-844	238	5	midas	midas	PROPN
aijbe-844	238	6	-	-	PUNCT
aijbe-844	238	7	rv+gepu	rv+gepu	NOUN
aijbe-844	238	8	model	model	NOUN
aijbe-844	238	9	,	,	PUNCT
aijbe-844	238	10	the	the	DET
aijbe-844	238	11	estimated	estimate	VERB
aijbe-844	238	12	coefficients	coefficient	NOUN
aijbe-844	238	13	for	for	ADP
aijbe-844	238	14	botswana	botswana	PROPN
aijbe-844	238	15	,	,	PUNCT
aijbe-844	238	16	mauritius	mauritius	PROPN
aijbe-844	238	17	,	,	PUNCT
aijbe-844	238	18	and	and	CCONJ
aijbe-844	238	19	south	south	PROPN
aijbe-844	238	20	africa	africa	PROPN
aijbe-844	238	21	are	be	AUX
aijbe-844	238	22	0.056	0.056	NUM
aijbe-844	238	23	,	,	PUNCT
aijbe-844	238	24	4.052e-04	4.052e-04	NUM
aijbe-844	238	25	,	,	PUNCT
aijbe-844	238	26	and	and	CCONJ
aijbe-844	238	27	0.033	0.033	NUM
aijbe-844	238	28	,	,	PUNCT
aijbe-844	238	29	respectively	respectively	ADV
aijbe-844	238	30	.	.	PUNCT
aijbe-844	239	1	these	these	DET
aijbe-844	239	2	outcomes	outcome	NOUN
aijbe-844	239	3	indicate	indicate	VERB
aijbe-844	239	4	that	that	SCONJ
aijbe-844	239	5	gepu	gepu	NOUN
aijbe-844	239	6	has	have	VERB
aijbe-844	239	7	a	a	DET
aijbe-844	239	8	significant	significant	ADJ
aijbe-844	239	9	and	and	CCONJ
aijbe-844	239	10	positive	positive	ADJ
aijbe-844	239	11	effect	effect	NOUN
aijbe-844	239	12	on	on	ADP
aijbe-844	239	13	sadc	sadc	ADJ
aijbe-844	239	14	stock	stock	NOUN
aijbe-844	239	15	markets	market	NOUN
aijbe-844	239	16	for	for	ADP
aijbe-844	239	17	the	the	DET
aijbe-844	239	18	insample	insample	ADJ
aijbe-844	239	19	data	datum	NOUN
aijbe-844	239	20	.	.	PUNCT
aijbe-844	240	1	this	this	DET
aijbe-844	240	2	conclusion	conclusion	NOUN
aijbe-844	240	3	aligns	align	VERB
aijbe-844	240	4	with	with	ADP
aijbe-844	240	5	the	the	DET
aijbe-844	240	6	findings	finding	NOUN
aijbe-844	240	7	of	of	ADP
aijbe-844	240	8	yu	yu	PROPN
aijbe-844	240	9	et	et	PROPN
aijbe-844	240	10	al	al	PROPN
aijbe-844	240	11	.	.	PROPN
aijbe-844	241	1	(	(	PUNCT
aijbe-844	241	2	2021	2021	NUM
aijbe-844	241	3	)	)	PUNCT
aijbe-844	241	4	.	.	PUNCT
aijbe-844	242	1	the	the	DET
aijbe-844	242	2	same	same	ADJ
aijbe-844	242	3	positive	positive	ADJ
aijbe-844	242	4	impact	impact	NOUN
aijbe-844	242	5	of	of	ADP
aijbe-844	242	6	ocds	ocds	PROPN
aijbe-844	242	7	and	and	CCONJ
aijbe-844	242	8	gepu	gepu	NOUN
aijbe-844	242	9	on	on	ADP
aijbe-844	242	10	stock	stock	NOUN
aijbe-844	242	11	markets	market	NOUN
aijbe-844	242	12	is	be	AUX
aijbe-844	242	13	obtained	obtain	VERB
aijbe-844	242	14	for	for	ADP
aijbe-844	242	15	all	all	DET
aijbe-844	242	16	three	three	NUM
aijbe-844	242	17	countries	country	NOUN
aijbe-844	242	18	in	in	ADP
aijbe-844	242	19	the	the	DET
aijbe-844	242	20	full	full	ADJ
aijbe-844	242	21	sample	sample	NOUN
aijbe-844	242	22	(	(	PUNCT
aijbe-844	242	23	table	table	NOUN
aijbe-844	242	24	6	6	NUM
aijbe-844	242	25	)	)	PUNCT
aijbe-844	242	26	.	.	PUNCT
aijbe-844	243	1	the	the	DET
aijbe-844	243	2	estimated	estimate	VERB
aijbe-844	243	3	coefficient	coefficient	NOUN
aijbe-844	243	4	rv	rv	PROPN
aijbe-844	243	5	,	,	PUNCT
aijbe-844	243	6	which	which	PRON
aijbe-844	243	7	is	be	AUX
aijbe-844	243	8	realized	realize	VERB
aijbe-844	243	9	volatilities	volatility	NOUN
aijbe-844	243	10	,	,	PUNCT
aijbe-844	243	11	is	be	AUX
aijbe-844	243	12	0.117	0.117	NUM
aijbe-844	243	13	for	for	ADP
aijbe-844	243	14	botswana	botswana	PROPN
aijbe-844	243	15	,	,	PUNCT
aijbe-844	243	16	0.170	0.170	NUM
aijbe-844	243	17	for	for	ADP
aijbe-844	243	18	mauritius	mauritius	NOUN
aijbe-844	243	19	,	,	PUNCT
aijbe-844	243	20	and	and	CCONJ
aijbe-844	243	21	0.119	0.119	NUM
aijbe-844	243	22	for	for	ADP
aijbe-844	243	23	south	south	PROPN
aijbe-844	243	24	africa	africa	PROPN
aijbe-844	243	25	in	in	ADP
aijbe-844	243	26	for	for	ADP
aijbe-844	243	27	ocds	ocds	PROPN
aijbe-844	243	28	.	.	PUNCT
aijbe-844	244	1	for	for	ADP
aijbe-844	244	2	gepu	gepu	NOUN
aijbe-844	244	3	case	case	NOUN
aijbe-844	244	4	,	,	PUNCT
aijbe-844	244	5	rv	rv	PROPN
aijbe-844	244	6	is	be	AUX
aijbe-844	244	7	0.016	0.016	NUM
aijbe-844	244	8	,	,	PUNCT
aijbe-844	244	9	0.099	0.099	NUM
aijbe-844	244	10	,	,	PUNCT
aijbe-844	244	11	and	and	CCONJ
aijbe-844	244	12	0.014	0.014	NUM
aijbe-844	244	13	for	for	ADP
aijbe-844	244	14	the	the	DET
aijbe-844	244	15	levels	level	NOUN
aijbe-844	244	16	of	of	ADP
aijbe-844	244	17	significance	significance	NOUN
aijbe-844	244	18	are	be	AUX
aijbe-844	244	19	represented	represent	VERB
aijbe-844	244	20	by	by	ADP
aijbe-844	244	21	*	*	PROPN
aijbe-844	244	22	*	*	PUNCT
aijbe-844	244	23	*	*	NOUN
aijbe-844	244	24	,	,	PUNCT
aijbe-844	244	25	*	*	PUNCT
aijbe-844	244	26	*	*	PUNCT
aijbe-844	244	27	,	,	PUNCT
aijbe-844	244	28	and	and	CCONJ
aijbe-844	244	29	*	*	NUM
aijbe-844	244	30	,	,	PUNCT
aijbe-844	244	31	respectively	respectively	ADV
aijbe-844	244	32	,	,	PUNCT
aijbe-844	244	33	indicating	indicate	VERB
aijbe-844	244	34	1	1	NUM
aijbe-844	244	35	,	,	PUNCT
aijbe-844	244	36	5	5	NUM
aijbe-844	244	37	,	,	PUNCT
aijbe-844	244	38	and	and	CCONJ
aijbe-844	244	39	10	10	NUM
aijbe-844	244	40	%	%	NOUN
aijbe-844	244	41	.	.	PUNCT
aijbe-844	245	1	garch	garch	NOUN
aijbe-844	245	2	-	-	PUNCT
aijbe-844	245	3	midas	midas	PROPN
aijbe-844	245	4	refers	refer	VERB
aijbe-844	245	5	to	to	ADP
aijbe-844	245	6	generalized	generalized	ADJ
aijbe-844	245	7	autoregressive	autoregressive	ADJ
aijbe-844	245	8	conditional	conditional	ADJ
aijbe-844	245	9	heteroskedasticity	heteroskedasticity	NOUN
aijbe-844	245	10	extended	extend	VERB
aijbe-844	245	11	mixed	mixed	ADJ
aijbe-844	245	12	data	datum	NOUN
aijbe-844	245	13	sampling	sampling	NOUN
aijbe-844	245	14	,	,	PUNCT
aijbe-844	245	15	while	while	SCONJ
aijbe-844	245	16	gepu	gepu	NOUN
aijbe-844	245	17	refers	refer	VERB
aijbe-844	245	18	to	to	ADP
aijbe-844	245	19	global	global	ADJ
aijbe-844	245	20	economic	economic	ADJ
aijbe-844	245	21	policy	policy	NOUN
aijbe-844	245	22	uncertainty	uncertainty	NOUN
aijbe-844	245	23	.	.	PUNCT
aijbe-844	246	1	midas	midas	PROPN
aijbe-844	246	2	-	-	PUNCT
aijbe-844	246	3	rv+gepu	rv+gepu	NOUN
aijbe-844	246	4	models	model	NOUN
aijbe-844	246	5	shows	show	VERB
aijbe-844	246	6	that	that	SCONJ
aijbe-844	246	7	the	the	DET
aijbe-844	246	8	latter	latter	NOUN
aijbe-844	246	9	has	have	VERB
aijbe-844	246	10	superior	superior	ADJ
aijbe-844	246	11	fitness	fitness	NOUN
aijbe-844	246	12	for	for	ADP
aijbe-844	246	13	the	the	DET
aijbe-844	246	14	given	give	VERB
aijbe-844	246	15	countries	country	NOUN
aijbe-844	246	16	.	.	PUNCT
aijbe-844	247	1	this	this	PRON
aijbe-844	247	2	is	be	AUX
aijbe-844	247	3	owing	owe	VERB
aijbe-844	247	4	to	to	ADP
aijbe-844	247	5	the	the	DET
aijbe-844	247	6	smaller	small	ADJ
aijbe-844	247	7	aic	aic	PROPN
aijbe-844	247	8	and	and	CCONJ
aijbe-844	247	9	bic	bic	PROPN
aijbe-844	247	10	,	,	PUNCT
aijbe-844	247	11	and	and	CCONJ
aijbe-844	247	12	larger	large	ADJ
aijbe-844	247	13	log	log	NOUN
aijbe-844	247	14	table	table	NOUN
aijbe-844	247	15	7	7	NUM
aijbe-844	247	16	.	.	PUNCT
aijbe-844	247	17	in	in	ADP
aijbe-844	247	18	-	-	PUNCT
aijbe-844	247	19	sample	sample	NOUN
aijbe-844	247	20	evaluation	evaluation	NOUN
aijbe-844	247	21	results	result	NOUN
aijbe-844	247	22	for	for	ADP
aijbe-844	247	23	the	the	DET
aijbe-844	247	24	garch	garch	NOUN
aijbe-844	247	25	and	and	CCONJ
aijbe-844	247	26	garch	garch	NOUN
aijbe-844	247	27	-	-	PUNCT
aijbe-844	247	28	midas	midas	PROPN
aijbe-844	247	29	models	model	NOUN
aijbe-844	247	30	.	.	PUNCT
aijbe-844	248	1	variable	variable	ADJ
aijbe-844	248	2	garch	garch	NOUN
aijbe-844	248	3	garch	garch	NOUN
aijbe-844	248	4	-	-	PUNCT
aijbe-844	248	5	midas	midas	PROPN
aijbe-844	248	6	aic	aic	PROPN
aijbe-844	248	7	bic	bic	PROPN
aijbe-844	248	8	log	log	PROPN
aijbe-844	248	9	-	-	PUNCT
aijbe-844	248	10	l	l	NOUN
aijbe-844	248	11	aic	aic	PROPN
aijbe-844	248	12	bic	bic	PROPN
aijbe-844	248	13	log	log	PROPN
aijbe-844	248	14	-	-	PUNCT
aijbe-844	248	15	l	l	NOUN
aijbe-844	248	16	oil	oil	NOUN
aijbe-844	248	17	consump	consump	NOUN
aijbe-844	248	18	tion	tion	NOUN
aijbe-844	248	19	demand	demand	PROPN
aijbe-844	248	20	shoc	shoc	PROPN
aijbe-844	248	21	k	k	PROPN
aijbe-844	248	22	botswana	botswana	PROPN
aijbe-844	248	23	-1.057	-1.057	PROPN
aijbe-844	248	24	-1.044	-1.044	PUNCT
aijbe-844	248	25	1461.079	1461.079	NUM
aijbe-844	248	26	-23207.7	-23207.7	ADJ
aijbe-844	248	27	-23172.2	-23172.2	ADJ
aijbe-844	248	28	11609.9	11609.9	NUM
aijbe-844	248	29	mauritius	mauritius	NOUN
aijbe-844	248	30	2.594	2.594	NUM
aijbe-844	248	31	2.607	2.607	NUM
aijbe-844	248	32	-3563.671	-3563.671	PUNCT
aijbe-844	248	33	-23024	-23024	PROPN
aijbe-844	248	34	-22988.5	-22988.5	PROPN
aijbe-844	248	35	11518	11518	NUM
aijbe-844	248	36	south	south	PROPN
aijbe-844	248	37	africa	africa	PROPN
aijbe-844	248	38	1.358	1.358	NUM
aijbe-844	248	39	1.371	1.371	NUM
aijbe-844	248	40	-1862.799	-1862.799	PUNCT
aijbe-844	248	41	-17745.3	-17745.3	PROPN
aijbe-844	248	42	gepu	gepu	PROPN
aijbe-844	248	43	-17709.8	-17709.8	PUNCT
aijbe-844	248	44	8878.67	8878.67	NUM
aijbe-844	248	45	botswana	botswana	PROPN
aijbe-844	248	46	-21337.2	-21337.2	PROPN
aijbe-844	248	47	-21301.7	-21301.7	PROPN
aijbe-844	249	1	10674.6	10674.6	NUM
aijbe-844	249	2	mauritius	mauritius	NOUN
aijbe-844	249	3	-22525.4	-22525.4	PROPN
aijbe-844	249	4	-22490	-22490	PROPN
aijbe-844	249	5	11268.7	11268.7	NUM
aijbe-844	249	6	south	south	ADJ
aijbe-844	249	7	africa	africa	PROPN
aijbe-844	249	8	-17364.1	-17364.1	PROPN
aijbe-844	249	9	-17328.7	-17328.7	PROPN
aijbe-844	249	10	8688.06	8688.06	NUM
aijbe-844	249	11	aic	aic	PROPN
aijbe-844	249	12	,	,	PUNCT
aijbe-844	249	13	bic	bic	PROPN
aijbe-844	249	14	,	,	PUNCT
aijbe-844	249	15	and	and	CCONJ
aijbe-844	249	16	log	log	NOUN
aijbe-844	249	17	-	-	PUNCT
aijbe-844	249	18	l	l	NOUN
aijbe-844	249	19	values	value	NOUN
aijbe-844	249	20	are	be	AUX
aijbe-844	249	21	used	use	VERB
aijbe-844	249	22	to	to	PART
aijbe-844	249	23	compare	compare	VERB
aijbe-844	249	24	fitness	fitness	NOUN
aijbe-844	249	25	of	of	ADP
aijbe-844	249	26	the	the	DET
aijbe-844	249	27	two	two	NUM
aijbe-844	249	28	models	model	NOUN
aijbe-844	249	29	.	.	PUNCT
aijbe-844	250	1	aic	aic	PROPN
aijbe-844	250	2	is	be	AUX
aijbe-844	250	3	the	the	DET
aijbe-844	250	4	akaike	akaike	ADJ
aijbe-844	250	5	information	information	NOUN
aijbe-844	250	6	criteria	criterion	NOUN
aijbe-844	250	7	,	,	PUNCT
aijbe-844	250	8	bic	bic	PROPN
aijbe-844	250	9	is	be	AUX
aijbe-844	250	10	the	the	DET
aijbe-844	250	11	bayesian	bayesian	ADJ
aijbe-844	250	12	information	information	NOUN
aijbe-844	250	13	criteria	criterion	NOUN
aijbe-844	250	14	,	,	PUNCT
aijbe-844	250	15	and	and	CCONJ
aijbe-844	250	16	log	log	NOUN
aijbe-844	250	17	-	-	PUNCT
aijbe-844	250	18	l	l	NOUN
aijbe-844	250	19	is	be	AUX
aijbe-844	250	20	the	the	DET
aijbe-844	250	21	optimal	optimal	ADJ
aijbe-844	250	22	log	log	NOUN
aijbe-844	250	23	-	-	PUNCT
aijbe-844	250	24	likelihood	likelihood	NOUN
aijbe-844	250	25	function	function	NOUN
aijbe-844	250	26	.	.	PUNCT
aijbe-844	251	1	garchmidas	garchmidas	PROPN
aijbe-844	252	1	=	=	VERB
aijbe-844	252	2	generalized	generalize	VERB
aijbe-844	252	3	autoregressive	autoregressive	ADJ
aijbe-844	252	4	conditional	conditional	ADJ
aijbe-844	252	5	heteroskedasticity	heteroskedasticity	NOUN
aijbe-844	252	6	extended	extend	VERB
aijbe-844	252	7	mixed	mixed	ADJ
aijbe-844	252	8	data	datum	NOUN
aijbe-844	252	9	sampling	sampling	NOUN
aijbe-844	252	10	.	.	PUNCT
aijbe-844	253	1	david	david	PROPN
aijbe-844	253	2	m.	m.	PROPN
aijbe-844	253	3	reynolds	reynolds	PROPN
aijbe-844	253	4	(	(	PUNCT
aijbe-844	253	5	2024	2024	NUM
aijbe-844	253	6	)	)	PUNCT
aijbe-844	253	7	26	26	NUM
aijbe-844	253	8	american	american	ADJ
aijbe-844	253	9	interdisciplinary	interdisciplinary	ADJ
aijbe-844	253	10	journal	journal	NOUN
aijbe-844	253	11	of	of	ADP
aijbe-844	253	12	business	business	NOUN
aijbe-844	253	13	and	and	CCONJ
aijbe-844	253	14	economics	economic	NOUN
aijbe-844	253	15	|	|	ADV
aijbe-844	253	16	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	253	17	table	table	NOUN
aijbe-844	253	18	8	8	NUM
aijbe-844	253	19	.	.	PUNCT
aijbe-844	254	1	results	result	NOUN
aijbe-844	254	2	of	of	ADP
aijbe-844	254	3	out	out	ADV
aijbe-844	254	4	-	-	PUNCT
aijbe-844	254	5	of	of	ADP
aijbe-844	254	6	-	-	PUNCT
aijbe-844	254	7	sample	sample	NOUN
aijbe-844	254	8	volatility	volatility	NOUN
aijbe-844	254	9	forecast	forecast	NOUN
aijbe-844	254	10	validation	validation	NOUN
aijbe-844	254	11	.	.	PUNCT
aijbe-844	255	1	mse	mse	PROPN
aijbe-844	255	2	rmse	rmse	PROPN
aijbe-844	255	3	model	model	PROPN
aijbe-844	255	4	botswana	botswana	PROPN
aijbe-844	255	5	garch	garch	PROPN
aijbe-844	255	6	4.248e-05	4.248e-05	NUM
aijbe-844	255	7	6.517e-03	6.517e-03	NUM
aijbe-844	255	8	garch	garch	NOUN
aijbe-844	255	9	-	-	PUNCT
aijbe-844	255	10	midas	midas	PROPN
aijbe-844	255	11	306.600e-12	306.600e-12	NUM
aijbe-844	255	12	#	#	NOUN
aijbe-844	255	13	1.751e-05	1.751e-05	NUM
aijbe-844	255	14	#	#	NOUN
aijbe-844	255	15	mauritius	mauritius	NOUN
aijbe-844	255	16	garch	garch	NOUN
aijbe-844	255	17	0.018	0.018	NUM
aijbe-844	255	18	”	"	PUNCT
aijbe-844	255	19	1.341e-01	1.341e-01	NUM
aijbe-844	255	20	garch	garch	NOUN
aijbe-844	255	21	-	-	PUNCT
aijbe-844	255	22	midas	midas	PROPN
aijbe-844	255	23	0.761	0.761	NUM
aijbe-844	255	24	8.726e-01	8.726e-01	NUM
aijbe-844	255	25	#	#	PROPN
aijbe-844	255	26	south	south	PROPN
aijbe-844	255	27	africa	africa	PROPN
aijbe-844	255	28	garch	garch	PROPN
aijbe-844	255	29	8.843e-02	8.843e-02	NUM
aijbe-844	255	30	2.973e-01	2.973e-01	NUM
aijbe-844	255	31	garch	garch	NOUN
aijbe-844	255	32	-	-	PUNCT
aijbe-844	255	33	midas	midas	PROPN
aijbe-844	255	34	7.322e-09	7.322e-09	NUM
aijbe-844	255	35	#	#	NOUN
aijbe-844	255	36	8.557e-05	8.557e-05	NUM
aijbe-844	255	37	#	#	NOUN
aijbe-844	255	38	#	#	NOUN
aijbe-844	255	39	denotes	denote	NOUN
aijbe-844	255	40	that	that	SCONJ
aijbe-844	255	41	the	the	DET
aijbe-844	255	42	garch	garch	NOUN
aijbe-844	255	43	-	-	PUNCT
aijbe-844	255	44	midas	midas	PROPN
aijbe-844	255	45	model	model	NOUN
aijbe-844	255	46	outperforms	outperform	VERB
aijbe-844	255	47	the	the	DET
aijbe-844	255	48	garch	garch	NOUN
aijbe-844	255	49	model	model	NOUN
aijbe-844	255	50	and	and	CCONJ
aijbe-844	255	51	”	"	PUNCT
aijbe-844	255	52	denotes	denote	NOUN
aijbe-844	255	53	that	that	SCONJ
aijbe-844	255	54	the	the	DET
aijbe-844	255	55	garch	garch	NOUN
aijbe-844	255	56	model	model	NOUN
aijbe-844	255	57	outperforms	outperform	VERB
aijbe-844	255	58	the	the	DET
aijbe-844	255	59	garch	garch	NOUN
aijbe-844	255	60	-	-	PUNCT
aijbe-844	255	61	midas	midas	PROPN
aijbe-844	255	62	model	model	NOUN
aijbe-844	255	63	.	.	PUNCT
aijbe-844	256	1	garch	garch	NOUN
aijbe-844	256	2	-	-	PUNCT
aijbe-844	256	3	midas	midas	PROPN
aijbe-844	256	4	=	=	NOUN
aijbe-844	256	5	generalized	generalize	VERB
aijbe-844	256	6	autoregressive	autoregressive	ADJ
aijbe-844	256	7	conditional	conditional	ADJ
aijbe-844	256	8	heteroskedasticity	heteroskedasticity	NOUN
aijbe-844	256	9	extended	extend	VERB
aijbe-844	256	10	mixed	mixed	ADJ
aijbe-844	256	11	data	datum	NOUN
aijbe-844	256	12	sampling	sampling	NOUN
aijbe-844	256	13	.	.	PUNCT
aijbe-844	257	1	l	l	NOUN
aijbe-844	257	2	than	than	ADP
aijbe-844	257	3	those	those	PRON
aijbe-844	257	4	of	of	ADP
aijbe-844	257	5	the	the	DET
aijbe-844	257	6	traditional	traditional	ADJ
aijbe-844	257	7	garch	garch	NOUN
aijbe-844	257	8	(	(	PUNCT
aijbe-844	257	9	1,1	1,1	NUM
aijbe-844	257	10	)	)	PUNCT
aijbe-844	257	11	model	model	NOUN
aijbe-844	257	12	.	.	PUNCT
aijbe-844	258	1	involving	involve	VERB
aijbe-844	258	2	ocds	ocds	PROPN
aijbe-844	258	3	and/or	and/or	CCONJ
aijbe-844	258	4	gepu	gepu	NOUN
aijbe-844	258	5	in	in	ADP
aijbe-844	258	6	the	the	DET
aijbe-844	258	7	garch	garch	NOUN
aijbe-844	258	8	-	-	PUNCT
aijbe-844	258	9	midas	midas	PROPN
aijbe-844	258	10	-	-	PUNCT
aijbe-844	258	11	rv	rv	PROPN
aijbe-844	258	12	model	model	NOUN
aijbe-844	258	13	leads	lead	VERB
aijbe-844	258	14	to	to	ADP
aijbe-844	258	15	improved	improved	ADJ
aijbe-844	258	16	fitness	fitness	NOUN
aijbe-844	258	17	compared	compare	VERB
aijbe-844	258	18	to	to	ADP
aijbe-844	258	19	the	the	DET
aijbe-844	258	20	garch	garch	NOUN
aijbe-844	258	21	(	(	PUNCT
aijbe-844	258	22	1,1	1,1	NUM
aijbe-844	258	23	)	)	PUNCT
aijbe-844	258	24	model	model	NOUN
aijbe-844	258	25	.	.	PUNCT
aijbe-844	259	1	in	in	ADP
aijbe-844	259	2	conclusion	conclusion	NOUN
aijbe-844	259	3	,	,	PUNCT
aijbe-844	259	4	garch	garch	NOUN
aijbe-844	259	5	-	-	PUNCT
aijbe-844	259	6	midasrv+gepu	midasrv+gepu	PROPN
aijbe-844	259	7	are	be	AUX
aijbe-844	259	8	recommended	recommend	VERB
aijbe-844	259	9	for	for	ADP
aijbe-844	259	10	better	well	ADJ
aijbe-844	259	11	model	model	NOUN
aijbe-844	259	12	fitness	fitness	PROPN
aijbe-844	259	13	.	.	PUNCT
aijbe-844	260	1	the	the	DET
aijbe-844	260	2	out	out	ADJ
aijbe-844	260	3	-	-	PUNCT
aijbe-844	260	4	ofsample	ofsample	NOUN
aijbe-844	260	5	projection	projection	NOUN
aijbe-844	260	6	pertains	pertain	NOUN
aijbe-844	260	7	to	to	ADP
aijbe-844	260	8	the	the	DET
aijbe-844	260	9	period	period	NOUN
aijbe-844	260	10	from	from	ADP
aijbe-844	260	11	05/03/2020	05/03/2020	NUM
aijbe-844	260	12	to	to	ADP
aijbe-844	260	13	24/04/2022	24/04/2022	NUM
aijbe-844	260	14	,	,	PUNCT
aijbe-844	260	15	which	which	PRON
aijbe-844	260	16	coincides	coincide	VERB
aijbe-844	260	17	with	with	ADP
aijbe-844	260	18	the	the	DET
aijbe-844	260	19	covid-19	covid-19	PROPN
aijbe-844	260	20	era	era	NOUN
aijbe-844	260	21	.	.	PUNCT
aijbe-844	261	1	to	to	PART
aijbe-844	261	2	assess	assess	VERB
aijbe-844	261	3	the	the	DET
aijbe-844	261	4	out	out	ADJ
aijbe-844	261	5	-	-	PUNCT
aijbe-844	261	6	of	of	ADP
aijbe-844	261	7	-	-	PUNCT
aijbe-844	261	8	sample	sample	NOUN
aijbe-844	261	9	forecast	forecast	NOUN
aijbe-844	261	10	capability	capability	NOUN
aijbe-844	261	11	of	of	ADP
aijbe-844	261	12	a	a	DET
aijbe-844	261	13	volatility	volatility	NOUN
aijbe-844	261	14	model	model	NOUN
aijbe-844	261	15	,	,	PUNCT
aijbe-844	261	16	the	the	DET
aijbe-844	261	17	loss	loss	NOUN
aijbe-844	261	18	function	function	NOUN
aijbe-844	261	19	is	be	AUX
aijbe-844	261	20	utilised	utilise	VERB
aijbe-844	261	21	.	.	PUNCT
aijbe-844	262	1	it	it	PRON
aijbe-844	262	2	pertains	pertain	VERB
aijbe-844	262	3	to	to	ADP
aijbe-844	262	4	the	the	DET
aijbe-844	262	5	anticipation	anticipation	NOUN
aijbe-844	262	6	of	of	ADP
aijbe-844	262	7	ocds	ocds	PROPN
aijbe-844	262	8	as	as	ADV
aijbe-844	262	9	well	well	ADV
aijbe-844	262	10	as	as	ADP
aijbe-844	262	11	gepu	gepu	NOUN
aijbe-844	262	12	variables	variable	NOUN
aijbe-844	262	13	concerning	concern	VERB
aijbe-844	262	14	stock	stock	NOUN
aijbe-844	262	15	volatility	volatility	NOUN
aijbe-844	262	16	in	in	ADP
aijbe-844	262	17	botswana	botswana	PROPN
aijbe-844	262	18	,	,	PUNCT
aijbe-844	262	19	mauritius	mauritius	PROPN
aijbe-844	262	20	,	,	PUNCT
aijbe-844	262	21	and	and	CCONJ
aijbe-844	262	22	south	south	PROPN
aijbe-844	262	23	africa	africa	PROPN
aijbe-844	262	24	.	.	PUNCT
aijbe-844	263	1	table	table	NOUN
aijbe-844	263	2	8	8	NUM
aijbe-844	263	3	displays	display	VERB
aijbe-844	263	4	the	the	DET
aijbe-844	263	5	mean	mean	ADJ
aijbe-844	263	6	square	square	ADJ
aijbe-844	263	7	error	error	NOUN
aijbe-844	263	8	(	(	PUNCT
aijbe-844	263	9	mse	mse	NOUN
aijbe-844	263	10	)	)	PUNCT
aijbe-844	263	11	and	and	CCONJ
aijbe-844	263	12	root	root	NOUN
aijbe-844	263	13	mean	mean	ADJ
aijbe-844	263	14	square	square	ADJ
aijbe-844	263	15	error	error	NOUN
aijbe-844	263	16	(	(	PUNCT
aijbe-844	263	17	rmse	rmse	NOUN
aijbe-844	263	18	)	)	PUNCT
aijbe-844	263	19	,	,	PUNCT
aijbe-844	263	20	providing	provide	VERB
aijbe-844	263	21	insight	insight	NOUN
aijbe-844	263	22	into	into	ADP
aijbe-844	263	23	the	the	DET
aijbe-844	263	24	effectiveness	effectiveness	NOUN
aijbe-844	263	25	of	of	ADP
aijbe-844	263	26	two	two	NUM
aijbe-844	263	27	models	model	NOUN
aijbe-844	263	28	in	in	ADP
aijbe-844	263	29	predicting	predict	VERB
aijbe-844	263	30	the	the	DET
aijbe-844	263	31	daily	daily	ADJ
aijbe-844	263	32	total	total	ADJ
aijbe-844	263	33	volatility	volatility	NOUN
aijbe-844	263	34	of	of	ADP
aijbe-844	263	35	stock	stock	NOUN
aijbe-844	263	36	in	in	ADP
aijbe-844	263	37	particular	particular	ADJ
aijbe-844	263	38	countries	country	NOUN
aijbe-844	263	39	.	.	PUNCT
aijbe-844	264	1	the	the	DET
aijbe-844	264	2	garchmidas	garchmida	VERB
aijbe-844	264	3	-	-	PUNCT
aijbe-844	264	4	rv+ocds	rv+ocds	ADJ
aijbe-844	264	5	model	model	NOUN
aijbe-844	264	6	outperforms	outperform	VERB
aijbe-844	264	7	the	the	DET
aijbe-844	264	8	garch	garch	NOUN
aijbe-844	264	9	model	model	NOUN
aijbe-844	264	10	for	for	ADP
aijbe-844	264	11	sadc	sadc	PROPN
aijbe-844	264	12	countries	country	NOUN
aijbe-844	264	13	when	when	SCONJ
aijbe-844	264	14	considering	consider	VERB
aijbe-844	264	15	both	both	CCONJ
aijbe-844	264	16	mse	mse	NOUN
aijbe-844	264	17	and	and	CCONJ
aijbe-844	264	18	rmse	rmse	ADJ
aijbe-844	264	19	conclusion	conclusion	NOUN
aijbe-844	264	20	and	and	CCONJ
aijbe-844	264	21	policy	policy	NOUN
aijbe-844	264	22	implications	implication	NOUN
aijbe-844	264	23	the	the	DET
aijbe-844	264	24	response	response	NOUN
aijbe-844	264	25	of	of	ADP
aijbe-844	264	26	stock	stock	NOUN
aijbe-844	264	27	market	market	NOUN
aijbe-844	264	28	volatility	volatility	NOUN
aijbe-844	264	29	in	in	ADP
aijbe-844	264	30	botswana	botswana	PROPN
aijbe-844	264	31	,	,	PUNCT
aijbe-844	264	32	mauritius	mauritius	PROPN
aijbe-844	264	33	,	,	PUNCT
aijbe-844	264	34	and	and	CCONJ
aijbe-844	264	35	south	south	PROPN
aijbe-844	264	36	africa	africa	PROPN
aijbe-844	264	37	to	to	ADP
aijbe-844	264	38	gepu	gepu	NOUN
aijbe-844	264	39	and	and	CCONJ
aijbe-844	264	40	oil	oil	NOUN
aijbe-844	264	41	consumption	consumption	NOUN
aijbe-844	264	42	demand	demand	NOUN
aijbe-844	264	43	shocks	shock	NOUN
aijbe-844	264	44	(	(	PUNCT
aijbe-844	264	45	ocds	ocds	PROPN
aijbe-844	264	46	)	)	PUNCT
aijbe-844	264	47	was	be	AUX
aijbe-844	264	48	examined	examine	VERB
aijbe-844	264	49	by	by	ADP
aijbe-844	264	50	using	use	VERB
aijbe-844	264	51	the	the	DET
aijbe-844	264	52	garch	garch	NOUN
aijbe-844	264	53	-	-	PUNCT
aijbe-844	264	54	midas	midas	PROPN
aijbe-844	264	55	approach	approach	NOUN
aijbe-844	264	56	.	.	PUNCT
aijbe-844	265	1	our	our	PRON
aijbe-844	265	2	dataset	dataset	NOUN
aijbe-844	265	3	comprises	comprise	VERB
aijbe-844	265	4	subsamples	subsample	NOUN
aijbe-844	265	5	from	from	ADP
aijbe-844	265	6	01/05/2008	01/05/2008	NUM
aijbe-844	265	7	to	to	ADP
aijbe-844	265	8	24/04/2022	24/04/2022	NUM
aijbe-844	265	9	,	,	PUNCT
aijbe-844	265	10	with	with	ADP
aijbe-844	265	11	the	the	DET
aijbe-844	265	12	first	first	ADJ
aijbe-844	265	13	being	be	AUX
aijbe-844	265	14	the	the	DET
aijbe-844	265	15	in	in	ADP
aijbe-844	265	16	-	-	PUNCT
aijbe-844	265	17	sample	sample	NOUN
aijbe-844	265	18	data	datum	NOUN
aijbe-844	265	19	(	(	PUNCT
aijbe-844	265	20	01/05/2008	01/05/2008	NUM
aijbe-844	265	21	to	to	ADP
aijbe-844	265	22	04/03/2020	04/03/2020	NOUN
aijbe-844	265	23	)	)	PUNCT
aijbe-844	265	24	corresponding	correspond	VERB
aijbe-844	265	25	to	to	ADP
aijbe-844	265	26	the	the	DET
aijbe-844	265	27	pre	pre	ADJ
aijbe-844	265	28	-	-	ADJ
aijbe-844	265	29	covid-19	covid-19	ADJ
aijbe-844	265	30	period	period	NOUN
aijbe-844	265	31	and	and	CCONJ
aijbe-844	265	32	the	the	DET
aijbe-844	265	33	second	second	ADJ
aijbe-844	265	34	being	be	AUX
aijbe-844	265	35	the	the	DET
aijbe-844	265	36	out	out	NOUN
aijbe-844	265	37	-	-	PUNCT
aijbe-844	265	38	of	of	ADP
aijbe-844	265	39	-	-	PUNCT
aijbe-844	265	40	sample	sample	NOUN
aijbe-844	265	41	data	datum	NOUN
aijbe-844	265	42	(	(	PUNCT
aijbe-844	265	43	05/03/2020	05/03/2020	NUM
aijbe-844	265	44	to	to	ADP
aijbe-844	265	45	24/04/2022	24/04/2022	NUM
aijbe-844	265	46	)	)	PUNCT
aijbe-844	265	47	corresponding	correspond	VERB
aijbe-844	265	48	to	to	ADP
aijbe-844	265	49	the	the	DET
aijbe-844	265	50	during	during	ADP
aijbe-844	265	51	-	-	PUNCT
aijbe-844	265	52	covid-19	covid-19	PROPN
aijbe-844	265	53	period	period	NOUN
aijbe-844	265	54	.	.	PUNCT
aijbe-844	266	1	our	our	PRON
aijbe-844	266	2	study	study	NOUN
aijbe-844	266	3	presents	present	VERB
aijbe-844	266	4	evidence	evidence	NOUN
aijbe-844	266	5	of	of	ADP
aijbe-844	266	6	the	the	DET
aijbe-844	266	7	effects	effect	NOUN
aijbe-844	266	8	of	of	ADP
aijbe-844	266	9	gepu	gepu	NOUN
aijbe-844	266	10	and	and	CCONJ
aijbe-844	266	11	oil	oil	NOUN
aijbe-844	266	12	shocks	shock	NOUN
aijbe-844	266	13	on	on	ADP
aijbe-844	266	14	stock	stock	NOUN
aijbe-844	266	15	market	market	NOUN
aijbe-844	266	16	volatility	volatility	NOUN
aijbe-844	266	17	in	in	ADP
aijbe-844	266	18	three	three	NUM
aijbe-844	266	19	sadc	sadc	PROPN
aijbe-844	266	20	nations	nation	NOUN
aijbe-844	266	21	,	,	PUNCT
aijbe-844	266	22	utilizing	utilize	VERB
aijbe-844	266	23	empirical	empirical	ADJ
aijbe-844	266	24	analysis	analysis	NOUN
aijbe-844	266	25	within	within	ADP
aijbe-844	266	26	the	the	DET
aijbe-844	266	27	sample	sample	NOUN
aijbe-844	266	28	and	and	CCONJ
aijbe-844	266	29	prediction	prediction	NOUN
aijbe-844	266	30	outside	outside	ADP
aijbe-844	266	31	it	it	PRON
aijbe-844	266	32	.	.	PUNCT
aijbe-844	267	1	during	during	ADP
aijbe-844	267	2	the	the	DET
aijbe-844	267	3	in	in	ADP
aijbe-844	267	4	-	-	PUNCT
aijbe-844	267	5	sample	sample	NOUN
aijbe-844	267	6	analysis	analysis	NOUN
aijbe-844	267	7	,	,	PUNCT
aijbe-844	267	8	the	the	DET
aijbe-844	267	9	findings	finding	NOUN
aijbe-844	267	10	indicate	indicate	VERB
aijbe-844	267	11	that	that	SCONJ
aijbe-844	267	12	the	the	DET
aijbe-844	267	13	garch	garch	NOUN
aijbe-844	267	14	(	(	PUNCT
aijbe-844	267	15	1	1	NUM
aijbe-844	267	16	,	,	PUNCT
aijbe-844	267	17	1	1	X
aijbe-844	267	18	)	)	PUNCT
aijbe-844	267	19	model	model	NOUN
aijbe-844	267	20	is	be	AUX
aijbe-844	267	21	a	a	DET
aijbe-844	267	22	good	good	ADJ
aijbe-844	267	23	fit	fit	NOUN
aijbe-844	267	24	for	for	ADP
aijbe-844	267	25	daily	daily	ADJ
aijbe-844	267	26	data	datum	NOUN
aijbe-844	267	27	,	,	PUNCT
aijbe-844	267	28	displaying	display	VERB
aijbe-844	267	29	significant	significant	ADJ
aijbe-844	267	30	parameters	parameter	NOUN
aijbe-844	267	31	for	for	ADP
aijbe-844	267	32	all	all	DET
aijbe-844	267	33	targeted	target	VERB
aijbe-844	267	34	sadc	sadc	ADJ
aijbe-844	267	35	countries	country	NOUN
aijbe-844	267	36	with	with	ADP
aijbe-844	267	37	the	the	DET
aijbe-844	267	38	exception	exception	NOUN
aijbe-844	267	39	of	of	ADP
aijbe-844	267	40	one	one	NUM
aijbe-844	267	41	.	.	PUNCT
aijbe-844	268	1	the	the	DET
aijbe-844	268	2	garchmidas	garchmidas	ADJ
aijbe-844	268	3	model	model	NOUN
aijbe-844	268	4	also	also	ADV
aijbe-844	268	5	demonstrates	demonstrate	VERB
aijbe-844	268	6	a	a	DET
aijbe-844	268	7	good	good	ADJ
aijbe-844	268	8	data	datum	NOUN
aijbe-844	268	9	fit	fit	NOUN
aijbe-844	268	10	,	,	PUNCT
aijbe-844	268	11	with	with	ADP
aijbe-844	268	12	a	a	DET
aijbe-844	268	13	positive	positive	ADJ
aijbe-844	268	14	and	and	CCONJ
aijbe-844	268	15	significant	significant	ADJ
aijbe-844	268	16	coefficient	coefficient	NOUN
aijbe-844	268	17	for	for	ADP
aijbe-844	268	18	either	either	DET
aijbe-844	268	19	ocds	ocds	PROPN
aijbe-844	268	20	or	or	CCONJ
aijbe-844	268	21	gepu	gepu	NOUN
aijbe-844	268	22	on	on	ADP
aijbe-844	268	23	the	the	DET
aijbe-844	268	24	countries	country	NOUN
aijbe-844	268	25	'	'	PART
aijbe-844	268	26	long	long	ADJ
aijbe-844	268	27	-	-	PUNCT
aijbe-844	268	28	term	term	NOUN
aijbe-844	268	29	volatility	volatility	NOUN
aijbe-844	268	30	.	.	PUNCT
aijbe-844	269	1	these	these	DET
aijbe-844	269	2	results	result	NOUN
aijbe-844	269	3	suggest	suggest	VERB
aijbe-844	269	4	that	that	SCONJ
aijbe-844	269	5	both	both	DET
aijbe-844	269	6	ocds	ocds	PROPN
aijbe-844	269	7	and	and	CCONJ
aijbe-844	269	8	gepu	gepu	NOUN
aijbe-844	269	9	have	have	VERB
aijbe-844	269	10	a	a	DET
aijbe-844	269	11	noteworthy	noteworthy	ADJ
aijbe-844	269	12	david	david	PROPN
aijbe-844	269	13	m.	m.	PROPN
aijbe-844	269	14	reynolds	reynolds	PROPN
aijbe-844	269	15	(	(	PUNCT
aijbe-844	269	16	2024	2024	NUM
aijbe-844	269	17	)	)	PUNCT
aijbe-844	269	18	27	27	NUM
aijbe-844	269	19	american	american	ADJ
aijbe-844	269	20	interdisciplinary	interdisciplinary	ADJ
aijbe-844	269	21	journal	journal	NOUN
aijbe-844	269	22	of	of	ADP
aijbe-844	269	23	business	business	NOUN
aijbe-844	269	24	and	and	CCONJ
aijbe-844	269	25	economics	economic	NOUN
aijbe-844	269	26	|	|	ADV
aijbe-844	269	27	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	269	28	and	and	CCONJ
aijbe-844	269	29	positive	positive	ADJ
aijbe-844	269	30	influence	influence	NOUN
aijbe-844	269	31	on	on	ADP
aijbe-844	269	32	the	the	DET
aijbe-844	269	33	sadc	sadc	PROPN
aijbe-844	269	34	stock	stock	NOUN
aijbe-844	269	35	market	market	NOUN
aijbe-844	269	36	in	in	ADP
aijbe-844	269	37	the	the	DET
aijbe-844	269	38	insample	insample	ADJ
aijbe-844	269	39	data	datum	NOUN
aijbe-844	269	40	.	.	PUNCT
aijbe-844	270	1	the	the	DET
aijbe-844	270	2	models	model	NOUN
aijbe-844	270	3	'	'	PART
aijbe-844	270	4	fitness	fitness	NOUN
aijbe-844	270	5	performance	performance	NOUN
aijbe-844	270	6	is	be	AUX
aijbe-844	270	7	evaluated	evaluate	VERB
aijbe-844	270	8	using	use	VERB
aijbe-844	270	9	optimum	optimum	ADJ
aijbe-844	270	10	log	log	NOUN
aijbe-844	270	11	-	-	PUNCT
aijbe-844	270	12	likelihood	likelihood	NOUN
aijbe-844	270	13	function	function	NOUN
aijbe-844	270	14	,	,	PUNCT
aijbe-844	270	15	aic	aic	PROPN
aijbe-844	270	16	,	,	PUNCT
aijbe-844	270	17	and	and	CCONJ
aijbe-844	270	18	bic	bic	PROPN
aijbe-844	270	19	.	.	PUNCT
aijbe-844	271	1	the	the	DET
aijbe-844	271	2	models	model	NOUN
aijbe-844	271	3	garch	garch	NOUN
aijbe-844	271	4	-	-	PUNCT
aijbe-844	271	5	midas	midas	PROPN
aijbe-844	271	6	-	-	PUNCT
aijbe-844	271	7	rv+ocds	rv+ocds	PROPN
aijbe-844	271	8	and	and	CCONJ
aijbe-844	271	9	garch	garch	NOUN
aijbe-844	271	10	-	-	PUNCT
aijbe-844	271	11	midas	midas	NOUN
aijbe-844	271	12	-	-	PUNCT
aijbe-844	271	13	rv+gepu	rv+gepu	NOUN
aijbe-844	271	14	outperform	outperform	VERB
aijbe-844	271	15	the	the	DET
aijbe-844	271	16	traditional	traditional	ADJ
aijbe-844	271	17	garch	garch	NOUN
aijbe-844	271	18	(	(	PUNCT
aijbe-844	271	19	1	1	NUM
aijbe-844	271	20	,	,	PUNCT
aijbe-844	271	21	1	1	X
aijbe-844	271	22	)	)	PUNCT
aijbe-844	271	23	model	model	NOUN
aijbe-844	271	24	.	.	PUNCT
aijbe-844	272	1	the	the	DET
aijbe-844	272	2	results	result	NOUN
aijbe-844	272	3	of	of	ADP
aijbe-844	272	4	out	out	ADP
aijbe-844	272	5	-	-	PUNCT
aijbe-844	272	6	of	of	ADP
aijbe-844	272	7	-	-	PUNCT
aijbe-844	272	8	sample	sample	NOUN
aijbe-844	272	9	prediction	prediction	NOUN
aijbe-844	272	10	indicate	indicate	VERB
aijbe-844	272	11	the	the	DET
aijbe-844	272	12	garch	garch	NOUN
aijbe-844	272	13	-	-	PUNCT
aijbe-844	272	14	midas	midas	PROPN
aijbe-844	272	15	-	-	PUNCT
aijbe-844	272	16	rv+ocds	rv+ocds	PROPN
aijbe-844	272	17	model	model	NOUN
aijbe-844	272	18	showing	show	VERB
aijbe-844	272	19	better	well	ADJ
aijbe-844	272	20	performance	performance	NOUN
aijbe-844	272	21	than	than	ADP
aijbe-844	272	22	the	the	DET
aijbe-844	272	23	garch	garch	NOUN
aijbe-844	272	24	model	model	NOUN
aijbe-844	272	25	for	for	ADP
aijbe-844	272	26	sadc	sadc	PROPN
aijbe-844	272	27	countries	country	NOUN
aijbe-844	272	28	when	when	SCONJ
aijbe-844	272	29	mse	mse	PROPN
aijbe-844	272	30	and	and	CCONJ
aijbe-844	272	31	rmse	rmse	NOUN
aijbe-844	272	32	are	be	AUX
aijbe-844	272	33	used	use	VERB
aijbe-844	272	34	.	.	PUNCT
aijbe-844	273	1	furthermore	furthermore	ADV
aijbe-844	273	2	,	,	PUNCT
aijbe-844	273	3	the	the	DET
aijbe-844	273	4	influence	influence	NOUN
aijbe-844	273	5	of	of	ADP
aijbe-844	273	6	ocds	ocds	PROPN
aijbe-844	273	7	and	and	CCONJ
aijbe-844	273	8	gepu	gepu	NOUN
aijbe-844	273	9	on	on	ADP
aijbe-844	273	10	stock	stock	NOUN
aijbe-844	273	11	market	market	NOUN
aijbe-844	273	12	returns	return	NOUN
aijbe-844	273	13	appears	appear	VERB
aijbe-844	273	14	to	to	PART
aijbe-844	273	15	be	be	AUX
aijbe-844	273	16	transient	transient	ADJ
aijbe-844	273	17	rather	rather	ADV
aijbe-844	273	18	than	than	ADP
aijbe-844	273	19	enduring	endure	VERB
aijbe-844	273	20	,	,	PUNCT
aijbe-844	273	21	indicating	indicate	VERB
aijbe-844	273	22	that	that	SCONJ
aijbe-844	273	23	these	these	DET
aijbe-844	273	24	factors	factor	NOUN
aijbe-844	273	25	do	do	AUX
aijbe-844	273	26	not	not	PART
aijbe-844	273	27	have	have	VERB
aijbe-844	273	28	a	a	DET
aijbe-844	273	29	lasting	last	VERB
aijbe-844	273	30	effect	effect	NOUN
aijbe-844	273	31	.	.	PUNCT
aijbe-844	274	1	given	give	VERB
aijbe-844	274	2	these	these	DET
aijbe-844	274	3	results	result	NOUN
aijbe-844	274	4	,	,	PUNCT
aijbe-844	274	5	it	it	PRON
aijbe-844	274	6	is	be	AUX
aijbe-844	274	7	advisable	advisable	ADJ
aijbe-844	274	8	that	that	SCONJ
aijbe-844	274	9	policymakers	policymaker	NOUN
aijbe-844	274	10	in	in	ADP
aijbe-844	274	11	the	the	DET
aijbe-844	274	12	chosen	choose	VERB
aijbe-844	274	13	sadc	sadc	PROPN
aijbe-844	274	14	nations	nation	NOUN
aijbe-844	274	15	focus	focus	VERB
aijbe-844	274	16	on	on	ADP
aijbe-844	274	17	the	the	DET
aijbe-844	274	18	effects	effect	NOUN
aijbe-844	274	19	of	of	ADP
aijbe-844	274	20	oil	oil	NOUN
aijbe-844	274	21	consumption	consumption	NOUN
aijbe-844	274	22	and	and	CCONJ
aijbe-844	274	23	global	global	ADJ
aijbe-844	274	24	economic	economic	ADJ
aijbe-844	274	25	policy	policy	NOUN
aijbe-844	274	26	uncertainty	uncertainty	NOUN
aijbe-844	274	27	and	and	CCONJ
aijbe-844	274	28	their	their	PRON
aijbe-844	274	29	possible	possible	ADJ
aijbe-844	274	30	influence	influence	NOUN
aijbe-844	274	31	on	on	ADP
aijbe-844	274	32	stock	stock	NOUN
aijbe-844	274	33	market	market	NOUN
aijbe-844	274	34	instability	instability	NOUN
aijbe-844	274	35	.	.	PUNCT
aijbe-844	275	1	as	as	SCONJ
aijbe-844	275	2	the	the	DET
aijbe-844	275	3	sadc	sadc	PROPN
aijbe-844	275	4	countries	country	NOUN
aijbe-844	275	5	are	be	AUX
aijbe-844	275	6	net	net	ADJ
aijbe-844	275	7	importers	importer	NOUN
aijbe-844	275	8	of	of	ADP
aijbe-844	275	9	oil	oil	NOUN
aijbe-844	275	10	and	and	CCONJ
aijbe-844	275	11	have	have	VERB
aijbe-844	275	12	a	a	DET
aijbe-844	275	13	fragile	fragile	ADJ
aijbe-844	275	14	economic	economic	ADJ
aijbe-844	275	15	context	context	NOUN
aijbe-844	275	16	post	post	NOUN
aijbe-844	275	17	covid-19	covid-19	PROPN
aijbe-844	275	18	,	,	PUNCT
aijbe-844	275	19	global	global	ADJ
aijbe-844	275	20	economic	economic	ADJ
aijbe-844	275	21	policy	policy	NOUN
aijbe-844	275	22	uncertainty	uncertainty	NOUN
aijbe-844	275	23	shocks	shock	NOUN
aijbe-844	275	24	have	have	VERB
aijbe-844	275	25	significant	significant	ADJ
aijbe-844	275	26	effects	effect	NOUN
aijbe-844	275	27	:	:	PUNCT
aijbe-844	275	28	i	i	NOUN
aijbe-844	275	29	)	)	PUNCT
aijbe-844	275	30	an	an	DET
aijbe-844	275	31	increase	increase	NOUN
aijbe-844	275	32	in	in	ADP
aijbe-844	275	33	risk	risk	NOUN
aijbe-844	275	34	premium	premium	NOUN
aijbe-844	275	35	leads	lead	VERB
aijbe-844	275	36	to	to	ADP
aijbe-844	275	37	more	more	ADJ
aijbe-844	275	38	volatility	volatility	NOUN
aijbe-844	275	39	and	and	CCONJ
aijbe-844	275	40	correlation	correlation	NOUN
aijbe-844	275	41	in	in	ADP
aijbe-844	275	42	stock	stock	NOUN
aijbe-844	275	43	markets	market	NOUN
aijbe-844	275	44	,	,	PUNCT
aijbe-844	275	45	especially	especially	ADV
aijbe-844	275	46	in	in	ADP
aijbe-844	275	47	weaker	weak	ADJ
aijbe-844	275	48	economic	economic	ADJ
aijbe-844	275	49	conditions	condition	NOUN
aijbe-844	275	50	;	;	PUNCT
aijbe-844	275	51	ii	ii	X
aijbe-844	275	52	)	)	PUNCT
aijbe-844	275	53	generally	generally	ADV
aijbe-844	275	54	,	,	PUNCT
aijbe-844	275	55	lesser	less	ADJ
aijbe-844	275	56	developed	develop	VERB
aijbe-844	275	57	countries	country	NOUN
aijbe-844	275	58	'	'	PART
aijbe-844	275	59	stock	stock	NOUN
aijbe-844	275	60	returns	return	NOUN
aijbe-844	275	61	experience	experience	VERB
aijbe-844	275	62	negative	negative	ADJ
aijbe-844	275	63	effects	effect	NOUN
aijbe-844	275	64	;	;	PUNCT
aijbe-844	275	65	iii	iii	X
aijbe-844	275	66	)	)	PUNCT
aijbe-844	275	67	crude	crude	ADJ
aijbe-844	275	68	oil	oil	NOUN
aijbe-844	275	69	price	price	NOUN
aijbe-844	275	70	volatility	volatility	NOUN
aijbe-844	275	71	is	be	AUX
aijbe-844	275	72	also	also	ADV
aijbe-844	275	73	impacted	impact	VERB
aijbe-844	275	74	negatively	negatively	ADV
aijbe-844	275	75	,	,	PUNCT
aijbe-844	275	76	and	and	CCONJ
aijbe-844	275	77	is	be	AUX
aijbe-844	275	78	directly	directly	ADV
aijbe-844	275	79	linked	link	VERB
aijbe-844	275	80	to	to	ADP
aijbe-844	275	81	major	major	ADJ
aijbe-844	275	82	events	event	NOUN
aijbe-844	275	83	,	,	PUNCT
aijbe-844	275	84	with	with	ADP
aijbe-844	275	85	varying	vary	VERB
aijbe-844	275	86	impacts	impact	NOUN
aijbe-844	275	87	depending	depend	VERB
aijbe-844	275	88	on	on	ADP
aijbe-844	275	89	the	the	DET
aijbe-844	275	90	type	type	NOUN
aijbe-844	275	91	of	of	ADP
aijbe-844	275	92	event	event	NOUN
aijbe-844	275	93	.	.	PUNCT
aijbe-844	276	1	this	this	PRON
aijbe-844	276	2	suggests	suggest	VERB
aijbe-844	276	3	that	that	SCONJ
aijbe-844	276	4	measures	measure	NOUN
aijbe-844	276	5	to	to	PART
aijbe-844	276	6	stabilize	stabilize	VERB
aijbe-844	276	7	oil	oil	NOUN
aijbe-844	276	8	prices	price	NOUN
aijbe-844	276	9	and	and	CCONJ
aijbe-844	276	10	promote	promote	VERB
aijbe-844	276	11	economic	economic	ADJ
aijbe-844	276	12	stability	stability	NOUN
aijbe-844	276	13	and	and	CCONJ
aijbe-844	276	14	transparency	transparency	NOUN
aijbe-844	276	15	could	could	AUX
aijbe-844	276	16	help	help	VERB
aijbe-844	276	17	in	in	ADP
aijbe-844	276	18	reducing	reduce	VERB
aijbe-844	276	19	stock	stock	NOUN
aijbe-844	276	20	market	market	NOUN
aijbe-844	276	21	volatility	volatility	NOUN
aijbe-844	276	22	.	.	PUNCT
aijbe-844	277	1	moreover	moreover	ADV
aijbe-844	277	2	,	,	PUNCT
aijbe-844	277	3	policymaker	policymaker	NOUN
aijbe-844	277	4	could	could	AUX
aijbe-844	277	5	consider	consider	VERB
aijbe-844	277	6	implementing	implement	VERB
aijbe-844	277	7	policies	policy	NOUN
aijbe-844	277	8	to	to	PART
aijbe-844	277	9	encourage	encourage	VERB
aijbe-844	277	10	investment	investment	NOUN
aijbe-844	277	11	diversification	diversification	NOUN
aijbe-844	277	12	to	to	PART
aijbe-844	277	13	reduce	reduce	VERB
aijbe-844	277	14	the	the	DET
aijbe-844	277	15	impact	impact	NOUN
aijbe-844	277	16	of	of	ADP
aijbe-844	277	17	global	global	ADJ
aijbe-844	277	18	shocks	shock	NOUN
aijbe-844	277	19	on	on	ADP
aijbe-844	277	20	the	the	DET
aijbe-844	277	21	domestic	domestic	ADJ
aijbe-844	277	22	stock	stock	NOUN
aijbe-844	277	23	market	market	NOUN
aijbe-844	277	24	.	.	PUNCT
aijbe-844	278	1	policies	policy	NOUN
aijbe-844	278	2	that	that	PRON
aijbe-844	278	3	promote	promote	VERB
aijbe-844	278	4	the	the	DET
aijbe-844	278	5	development	development	NOUN
aijbe-844	278	6	of	of	ADP
aijbe-844	278	7	financial	financial	ADJ
aijbe-844	278	8	markets	market	NOUN
aijbe-844	278	9	,	,	PUNCT
aijbe-844	278	10	including	include	VERB
aijbe-844	278	11	stock	stock	NOUN
aijbe-844	278	12	markets	market	NOUN
aijbe-844	278	13	,	,	PUNCT
aijbe-844	278	14	could	could	AUX
aijbe-844	278	15	also	also	ADV
aijbe-844	278	16	increase	increase	VERB
aijbe-844	278	17	resilience	resilience	NOUN
aijbe-844	278	18	to	to	ADP
aijbe-844	278	19	external	external	ADJ
aijbe-844	278	20	shocks	shock	NOUN
aijbe-844	278	21	and	and	CCONJ
aijbe-844	278	22	contribute	contribute	VERB
aijbe-844	278	23	to	to	ADP
aijbe-844	278	24	overall	overall	ADJ
aijbe-844	278	25	economic	economic	ADJ
aijbe-844	278	26	growth	growth	NOUN
aijbe-844	278	27	.	.	PUNCT
aijbe-844	279	1	furthermore	furthermore	ADV
aijbe-844	279	2	,	,	PUNCT
aijbe-844	279	3	given	give	VERB
aijbe-844	279	4	the	the	DET
aijbe-844	279	5	better	well	ADJ
aijbe-844	279	6	fitness	fitness	NOUN
aijbe-844	279	7	performance	performance	NOUN
aijbe-844	279	8	of	of	ADP
aijbe-844	279	9	the	the	DET
aijbe-844	279	10	garch	garch	NOUN
aijbe-844	279	11	-	-	PUNCT
aijbe-844	279	12	midas	midas	PROPN
aijbe-844	279	13	-	-	PUNCT
aijbe-844	279	14	rv+ocds	rv+ocds	PROPN
aijbe-844	279	15	and	and	CCONJ
aijbe-844	279	16	garch	garch	NOUN
aijbe-844	279	17	-	-	PUNCT
aijbe-844	279	18	midas	midas	PROPN
aijbe-844	279	19	rv+gepu	rv+gepu	NOUN
aijbe-844	279	20	models	model	NOUN
aijbe-844	279	21	compared	compare	VERB
aijbe-844	279	22	to	to	ADP
aijbe-844	279	23	the	the	DET
aijbe-844	279	24	traditional	traditional	ADJ
aijbe-844	279	25	garch	garch	NOUN
aijbe-844	279	26	(	(	PUNCT
aijbe-844	279	27	1	1	NUM
aijbe-844	279	28	,	,	PUNCT
aijbe-844	279	29	1	1	X
aijbe-844	279	30	)	)	PUNCT
aijbe-844	279	31	model	model	NOUN
aijbe-844	279	32	,	,	PUNCT
aijbe-844	279	33	policymakers	policymaker	NOUN
aijbe-844	279	34	could	could	AUX
aijbe-844	279	35	consider	consider	VERB
aijbe-844	279	36	using	use	VERB
aijbe-844	279	37	these	these	DET
aijbe-844	279	38	models	model	NOUN
aijbe-844	279	39	in	in	ADP
aijbe-844	279	40	their	their	PRON
aijbe-844	279	41	forecasting	forecasting	NOUN
aijbe-844	279	42	and	and	CCONJ
aijbe-844	279	43	risk	risk	NOUN
aijbe-844	279	44	management	management	NOUN
aijbe-844	279	45	processes	process	NOUN
aijbe-844	279	46	.	.	PUNCT
aijbe-844	280	1	finally	finally	ADV
aijbe-844	280	2	,	,	PUNCT
aijbe-844	280	3	the	the	DET
aijbe-844	280	4	study	study	NOUN
aijbe-844	280	5	highlights	highlight	VERB
aijbe-844	280	6	the	the	DET
aijbe-844	280	7	importance	importance	NOUN
aijbe-844	280	8	of	of	ADP
aijbe-844	280	9	considering	consider	VERB
aijbe-844	280	10	the	the	DET
aijbe-844	280	11	impact	impact	NOUN
aijbe-844	280	12	of	of	ADP
aijbe-844	280	13	external	external	ADJ
aijbe-844	280	14	factors	factor	NOUN
aijbe-844	280	15	on	on	ADP
aijbe-844	280	16	domestic	domestic	ADJ
aijbe-844	280	17	stock	stock	NOUN
aijbe-844	280	18	market	market	NOUN
aijbe-844	280	19	volatility	volatility	NOUN
aijbe-844	280	20	and	and	CCONJ
aijbe-844	280	21	the	the	DET
aijbe-844	280	22	need	need	NOUN
aijbe-844	280	23	for	for	SCONJ
aijbe-844	280	24	policymakers	policymaker	NOUN
aijbe-844	280	25	to	to	PART
aijbe-844	280	26	implement	implement	VERB
aijbe-844	280	27	policies	policy	NOUN
aijbe-844	280	28	that	that	PRON
aijbe-844	280	29	promote	promote	VERB
aijbe-844	280	30	economic	economic	ADJ
aijbe-844	280	31	stability	stability	NOUN
aijbe-844	280	32	and	and	CCONJ
aijbe-844	280	33	financial	financial	ADJ
aijbe-844	280	34	market	market	NOUN
aijbe-844	280	35	development	development	NOUN
aijbe-844	280	36	.	.	PUNCT
aijbe-844	281	1	conflict	conflict	NOUN
aijbe-844	281	2	of	of	ADP
aijbe-844	281	3	interests	interest	NOUN
aijbe-844	281	4	the	the	DET
aijbe-844	281	5	author	author	NOUN
aijbe-844	281	6	has	have	AUX
aijbe-844	281	7	not	not	PART
aijbe-844	281	8	declared	declare	VERB
aijbe-844	281	9	any	any	DET
aijbe-844	281	10	conflict	conflict	NOUN
aijbe-844	281	11	of	of	ADP
aijbe-844	281	12	interests	interest	NOUN
aijbe-844	281	13	.	.	PUNCT
aijbe-844	282	1	references	reference	NOUN
aijbe-844	282	2	ahmed	ahme	VERB
aijbe-844	282	3	my	my	PRON
aijbe-844	282	4	,	,	PUNCT
aijbe-844	282	5	sarkodie	sarkodie	PROPN
aijbe-844	282	6	sa	sa	PROPN
aijbe-844	282	7	(	(	PUNCT
aijbe-844	282	8	2021	2021	NUM
aijbe-844	282	9	)	)	PUNCT
aijbe-844	282	10	.	.	PUNCT
aijbe-844	283	1	covid-19	covid-19	PROPN
aijbe-844	283	2	pandemic	pandemic	ADJ
aijbe-844	283	3	and	and	CCONJ
aijbe-844	283	4	economic	economic	ADJ
aijbe-844	283	5	policy	policy	NOUN
aijbe-844	283	6	uncertainty	uncertainty	NOUN
aijbe-844	283	7	regimes	regime	NOUN
aijbe-844	283	8	affect	affect	VERB
aijbe-844	283	9	commodity	commodity	NOUN
aijbe-844	283	10	market	market	NOUN
aijbe-844	283	11	volatility	volatility	NOUN
aijbe-844	283	12	.	.	PUNCT
aijbe-844	284	1	resources	resource	NOUN
aijbe-844	284	2	policy	policy	NOUN
aijbe-844	284	3	74:102303	74:102303	NOUN
aijbe-844	284	4	.	.	PUNCT
aijbe-844	285	1	anderson	anderson	PROPN
aijbe-844	285	2	t	t	PROPN
aijbe-844	285	3	,	,	PUNCT
aijbe-844	285	4	bollerslev	bollerslev	ADJ
aijbe-844	285	5	t	t	NOUN
aijbe-844	285	6	,	,	PUNCT
aijbe-844	285	7	diebold	diebold	VERB
aijbe-844	285	8	f	f	PROPN
aijbe-844	285	9	(	(	PUNCT
aijbe-844	285	10	2007	2007	NUM
aijbe-844	285	11	)	)	PUNCT
aijbe-844	285	12	.	.	PUNCT
aijbe-844	286	1	roughing	rough	VERB
aijbe-844	286	2	it	it	PRON
aijbe-844	286	3	up	up	ADP
aijbe-844	286	4	:	:	PUNCT
aijbe-844	286	5	including	include	VERB
aijbe-844	286	6	jump	jump	NOUN
aijbe-844	286	7	component	component	NOUN
aijbe-844	286	8	in	in	ADP
aijbe-844	286	9	the	the	DET
aijbe-844	286	10	measurement	measurement	NOUN
aijbe-844	286	11	,	,	PUNCT
aijbe-844	286	12	modeling	modeling	NOUN
aijbe-844	286	13	and	and	CCONJ
aijbe-844	286	14	forecasting	forecasting	NOUN
aijbe-844	286	15	of	of	ADP
aijbe-844	286	16	return	return	NOUN
aijbe-844	286	17	volatility	volatility	NOUN
aijbe-844	286	18	.	.	PUNCT
aijbe-844	287	1	the	the	DET
aijbe-844	287	2	review	review	NOUN
aijbe-844	287	3	of	of	ADP
aijbe-844	287	4	economics	economic	NOUN
aijbe-844	287	5	and	and	CCONJ
aijbe-844	287	6	statistics	statistic	NOUN
aijbe-844	287	7	89:701	89:701	NUM
aijbe-844	287	8	-	-	SYM
aijbe-844	287	9	720	720	NUM
aijbe-844	287	10	.	.	PUNCT
aijbe-844	288	1	antonakakis	antonakakis	PROPN
aijbe-844	288	2	n	n	CCONJ
aijbe-844	288	3	,	,	PUNCT
aijbe-844	288	4	chatziantoniou	chatziantoniou	VERB
aijbe-844	288	5	i	i	PRON
aijbe-844	288	6	,	,	PUNCT
aijbe-844	288	7	filis	filis	PROPN
aijbe-844	288	8	g	g	PROPN
aijbe-844	288	9	(	(	PUNCT
aijbe-844	288	10	2013	2013	NUM
aijbe-844	288	11	)	)	PUNCT
aijbe-844	288	12	.	.	PUNCT
aijbe-844	289	1	dynamic	dynamic	ADJ
aijbe-844	289	2	comovements	comovement	NOUN
aijbe-844	289	3	of	of	ADP
aijbe-844	289	4	stock	stock	NOUN
aijbe-844	289	5	market	market	NOUN
aijbe-844	289	6	returns	return	NOUN
aijbe-844	289	7	,	,	PUNCT
aijbe-844	289	8	implied	imply	VERB
aijbe-844	289	9	volatility	volatility	NOUN
aijbe-844	289	10	and	and	CCONJ
aijbe-844	289	11	policy	policy	NOUN
aijbe-844	289	12	uncertainty	uncertainty	NOUN
aijbe-844	289	13	economics	economic	NOUN
aijbe-844	289	14	letters	letter	NOUN
aijbe-844	289	15	120(1):87	120(1):87	NOUN
aijbe-844	289	16	-	-	SYM
aijbe-844	289	17	92	92	NUM
aijbe-844	289	18	.	.	PUNCT
aijbe-844	290	1	apostolakis	apostolakis	PROPN
aijbe-844	290	2	gn	gn	PROPN
aijbe-844	290	3	,	,	PUNCT
aijbe-844	290	4	floros	floros	PROPN
aijbe-844	290	5	c	c	PROPN
aijbe-844	290	6	,	,	PUNCT
aijbe-844	290	7	gkillas	gkillas	PROPN
aijbe-844	290	8	k	k	PROPN
aijbe-844	290	9	,	,	PUNCT
aijbe-844	290	10	wohar	wohar	PROPN
aijbe-844	290	11	m	m	PROPN
aijbe-844	290	12	(	(	PUNCT
aijbe-844	290	13	2021	2021	NUM
aijbe-844	290	14	)	)	PUNCT
aijbe-844	290	15	.	.	PUNCT
aijbe-844	291	1	political	political	ADJ
aijbe-844	291	2	uncertainty	uncertainty	NOUN
aijbe-844	291	3	,	,	PUNCT
aijbe-844	291	4	covid-19	covid-19	PROPN
aijbe-844	291	5	pandemic	pandemic	ADJ
aijbe-844	291	6	and	and	CCONJ
aijbe-844	291	7	stock	stock	NOUN
aijbe-844	291	8	market	market	NOUN
aijbe-844	291	9	volatility	volatility	NOUN
aijbe-844	291	10	transmission	transmission	NOUN
aijbe-844	291	11	.	.	PUNCT
aijbe-844	292	1	journal	journal	PROPN
aijbe-844	292	2	of	of	ADP
aijbe-844	292	3	international	international	ADJ
aijbe-844	292	4	financial	financial	ADJ
aijbe-844	292	5	markets	market	NOUN
aijbe-844	292	6	,	,	PUNCT
aijbe-844	292	7	institutions	institution	NOUN
aijbe-844	292	8	and	and	CCONJ
aijbe-844	292	9	money	money	NOUN
aijbe-844	292	10	74:101383	74:101383	NOUN
aijbe-844	292	11	.	.	PUNCT
aijbe-844	293	1	david	david	PROPN
aijbe-844	293	2	m.	m.	PROPN
aijbe-844	293	3	reynolds	reynolds	PROPN
aijbe-844	293	4	(	(	PUNCT
aijbe-844	293	5	2024	2024	NUM
aijbe-844	293	6	)	)	PUNCT
aijbe-844	293	7	28	28	NUM
aijbe-844	293	8	american	american	ADJ
aijbe-844	293	9	interdisciplinary	interdisciplinary	ADJ
aijbe-844	293	10	journal	journal	NOUN
aijbe-844	293	11	of	of	ADP
aijbe-844	293	12	business	business	NOUN
aijbe-844	293	13	and	and	CCONJ
aijbe-844	293	14	economics	economic	NOUN
aijbe-844	293	15	|	|	ADV
aijbe-844	293	16	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	293	17	asgharian	asgharian	ADJ
aijbe-844	293	18	h	h	NOUN
aijbe-844	293	19	,	,	PUNCT
aijbe-844	293	20	hou	hou	PROPN
aijbe-844	293	21	aj	aj	PROPN
aijbe-844	293	22	,	,	PUNCT
aijbe-844	293	23	javed	javed	PROPN
aijbe-844	293	24	f	f	PROPN
aijbe-844	293	25	(	(	PUNCT
aijbe-844	293	26	2013	2013	NUM
aijbe-844	293	27	)	)	PUNCT
aijbe-844	293	28	.	.	PUNCT
aijbe-844	294	1	the	the	DET
aijbe-844	294	2	importance	importance	NOUN
aijbe-844	294	3	of	of	ADP
aijbe-844	294	4	the	the	DET
aijbe-844	294	5	macroeconomic	macroeconomic	ADJ
aijbe-844	294	6	variables	variable	NOUN
aijbe-844	294	7	in	in	ADP
aijbe-844	294	8	forecasting	forecast	VERB
aijbe-844	294	9	stock	stock	NOUN
aijbe-844	294	10	return	return	NOUN
aijbe-844	294	11	variance	variance	NOUN
aijbe-844	294	12	:	:	PUNCT
aijbe-844	294	13	a	a	DET
aijbe-844	294	14	garch	garch	NOUN
aijbe-844	294	15	midas	midas	PROPN
aijbe-844	294	16	approach	approach	NOUN
aijbe-844	294	17	.	.	PUNCT
aijbe-844	295	1	journal	journal	NOUN
aijbe-844	295	2	of	of	ADP
aijbe-844	295	3	forecasting	forecasting	NOUN
aijbe-844	295	4	32(7):600	32(7):600	NOUN
aijbe-844	295	5	-	-	NOUN
aijbe-844	295	6	612	612	NUM
aijbe-844	295	7	.	.	PUNCT
aijbe-844	296	1	aydin	aydin	VERB
aijbe-844	296	2	m	m	PROPN
aijbe-844	296	3	,	,	PUNCT
aijbe-844	296	4	pata	pata	PROPN
aijbe-844	296	5	uk	uk	PROPN
aijbe-844	296	6	,	,	PUNCT
aijbe-844	296	7	inal	inal	ADJ
aijbe-844	296	8	v	v	NOUN
aijbe-844	296	9	(	(	PUNCT
aijbe-844	296	10	2022	2022	NUM
aijbe-844	296	11	)	)	PUNCT
aijbe-844	296	12	.	.	PUNCT
aijbe-844	297	1	economic	economic	ADJ
aijbe-844	297	2	policy	policy	NOUN
aijbe-844	297	3	uncertainty	uncertainty	NOUN
aijbe-844	297	4	and	and	CCONJ
aijbe-844	297	5	stock	stock	NOUN
aijbe-844	297	6	prices	price	NOUN
aijbe-844	297	7	in	in	ADP
aijbe-844	297	8	bric	bric	PROPN
aijbe-844	297	9	countries	country	NOUN
aijbe-844	297	10	:	:	PUNCT
aijbe-844	297	11	evidence	evidence	NOUN
aijbe-844	297	12	from	from	ADP
aijbe-844	297	13	asymmetric	asymmetric	ADJ
aijbe-844	297	14	frequency	frequency	NOUN
aijbe-844	297	15	domain	domain	NOUN
aijbe-844	297	16	causality	causality	NOUN
aijbe-844	297	17	approach	approach	NOUN
aijbe-844	297	18	.	.	PUNCT
aijbe-844	298	1	applied	apply	VERB
aijbe-844	298	2	economic	economic	ADJ
aijbe-844	298	3	analysis	analysis	NOUN
aijbe-844	298	4	30(89):114129	30(89):114129	NUM
aijbe-844	298	5	.	.	PUNCT
aijbe-844	299	1	baker	baker	PROPN
aijbe-844	299	2	sr	sr	PROPN
aijbe-844	299	3	,	,	PUNCT
aijbe-844	299	4	bloom	bloom	PROPN
aijbe-844	299	5	n	n	PART
aijbe-844	299	6	,	,	PUNCT
aijbe-844	299	7	davis	davis	PROPN
aijbe-844	299	8	sj	sj	PROPN
aijbe-844	299	9	(	(	PUNCT
aijbe-844	299	10	2016	2016	NUM
aijbe-844	299	11	)	)	PUNCT
aijbe-844	299	12	.	.	PUNCT
aijbe-844	300	1	measuring	measure	VERB
aijbe-844	300	2	economic	economic	ADJ
aijbe-844	300	3	policy	policy	NOUN
aijbe-844	300	4	uncertainty	uncertainty	NOUN
aijbe-844	300	5	the	the	DET
aijbe-844	300	6	quarterly	quarterly	ADJ
aijbe-844	300	7	journal	journal	NOUN
aijbe-844	300	8	of	of	ADP
aijbe-844	300	9	economics	economics	PROPN
aijbe-844	300	10	131(4):1593	131(4):1593	PROPN
aijbe-844	300	11	-	-	PUNCT
aijbe-844	300	12	1636	1636	NUM
aijbe-844	300	13	.	.	PUNCT
aijbe-844	301	1	baumeister	baumeister	PROPN
aijbe-844	301	2	c	c	PROPN
aijbe-844	301	3	,	,	PUNCT
aijbe-844	301	4	hamilton	hamilton	PROPN
aijbe-844	301	5	jd	jd	PROPN
aijbe-844	301	6	(	(	PUNCT
aijbe-844	301	7	2019	2019	NUM
aijbe-844	301	8	)	)	PUNCT
aijbe-844	301	9	.	.	PUNCT
aijbe-844	302	1	structural	structural	ADJ
aijbe-844	302	2	interpretation	interpretation	NOUN
aijbe-844	302	3	of	of	ADP
aijbe-844	302	4	vector	vector	NOUN
aijbe-844	302	5	autoregressions	autoregression	NOUN
aijbe-844	302	6	with	with	ADP
aijbe-844	302	7	incomplete	incomplete	ADJ
aijbe-844	302	8	identification	identification	NOUN
aijbe-844	302	9	:	:	PUNCT
aijbe-844	302	10	revisiting	revisit	VERB
aijbe-844	302	11	the	the	DET
aijbe-844	302	12	role	role	NOUN
aijbe-844	302	13	of	of	ADP
aijbe-844	302	14	oil	oil	NOUN
aijbe-844	302	15	supply	supply	NOUN
aijbe-844	302	16	and	and	CCONJ
aijbe-844	302	17	demand	demand	NOUN
aijbe-844	302	18	shocks	shock	NOUN
aijbe-844	302	19	.	.	PUNCT
aijbe-844	303	1	american	american	PROPN
aijbe-844	303	2	economic	economic	PROPN
aijbe-844	303	3	review	review	PROPN
aijbe-844	303	4	109(5):1873	109(5):1873	NOUN
aijbe-844	303	5	-	-	NOUN
aijbe-844	303	6	1910	1910	NUM
aijbe-844	303	7	.	.	PUNCT
aijbe-844	304	1	baumeister	baumeister	PROPN
aijbe-844	304	2	c	c	NOUN
aijbe-844	304	3	,	,	PUNCT
aijbe-844	304	4	kilian	kilian	PROPN
aijbe-844	304	5	l	l	PROPN
aijbe-844	304	6	(	(	PUNCT
aijbe-844	304	7	2012	2012	NUM
aijbe-844	304	8	)	)	PUNCT
aijbe-844	304	9	.	.	PUNCT
aijbe-844	305	1	real	real	ADJ
aijbe-844	305	2	-	-	PUNCT
aijbe-844	305	3	time	time	NOUN
aijbe-844	305	4	forecasts	forecast	NOUN
aijbe-844	305	5	of	of	ADP
aijbe-844	305	6	the	the	DET
aijbe-844	305	7	real	real	ADJ
aijbe-844	305	8	price	price	NOUN
aijbe-844	305	9	of	of	ADP
aijbe-844	305	10	oil	oil	NOUN
aijbe-844	305	11	journal	journal	NOUN
aijbe-844	305	12	of	of	ADP
aijbe-844	305	13	business	business	NOUN
aijbe-844	305	14	and	and	CCONJ
aijbe-844	305	15	economic	economic	ADJ
aijbe-844	305	16	statistics	statistic	NOUN
aijbe-844	305	17	30(2):326	30(2):326	NUM
aijbe-844	305	18	-	-	SYM
aijbe-844	305	19	336	336	NUM
aijbe-844	305	20	.	.	PUNCT
aijbe-844	306	1	https://www.bankofcanada.ca/wp-content/uploads/2011/08/wp201116.pdf	https://www.bankofcanada.ca/wp-content/uploads/2011/08/wp201116.pdf	PROPN
aijbe-844	306	2	beckmann	beckmann	PROPN
aijbe-844	306	3	j	j	PROPN
aijbe-844	306	4	,	,	PUNCT
aijbe-844	306	5	czudaj	czudaj	NOUN
aijbe-844	306	6	r	r	NOUN
aijbe-844	306	7	(	(	PUNCT
aijbe-844	306	8	2017	2017	NUM
aijbe-844	306	9	)	)	PUNCT
aijbe-844	306	10	.	.	PUNCT
aijbe-844	307	1	exchange	exchange	NOUN
aijbe-844	307	2	rate	rate	NOUN
aijbe-844	307	3	expectations	expectation	NOUN
aijbe-844	307	4	and	and	CCONJ
aijbe-844	307	5	economic	economic	ADJ
aijbe-844	307	6	policy	policy	NOUN
aijbe-844	307	7	uncertainty	uncertainty	NOUN
aijbe-844	307	8	.	.	PUNCT
aijbe-844	308	1	european	european	ADJ
aijbe-844	308	2	journal	journal	PROPN
aijbe-844	308	3	of	of	ADP
aijbe-844	308	4	political	political	ADJ
aijbe-844	308	5	economy	economy	NOUN
aijbe-844	308	6	47:148	47:148	NUM
aijbe-844	308	7	-	-	SYM
aijbe-844	308	8	162	162	NUM
aijbe-844	308	9	.	.	PUNCT
aijbe-844	309	1	bekiros	bekiros	PROPN
aijbe-844	309	2	s	s	PROPN
aijbe-844	309	3	,	,	PUNCT
aijbe-844	309	4	gupta	gupta	PROPN
aijbe-844	309	5	r	r	NOUN
aijbe-844	309	6	,	,	PUNCT
aijbe-844	309	7	kyei	kyei	NOUN
aijbe-844	309	8	c	c	NOUN
aijbe-844	309	9	(	(	PUNCT
aijbe-844	309	10	2016	2016	NUM
aijbe-844	309	11	)	)	PUNCT
aijbe-844	309	12	.	.	PUNCT
aijbe-844	310	1	on	on	ADP
aijbe-844	310	2	economic	economic	ADJ
aijbe-844	310	3	uncertainty	uncertainty	NOUN
aijbe-844	310	4	,	,	PUNCT
aijbe-844	310	5	stock	stock	NOUN
aijbe-844	310	6	market	market	NOUN
aijbe-844	310	7	predictability	predictability	NOUN
aijbe-844	310	8	and	and	CCONJ
aijbe-844	310	9	nonlinear	nonlinear	ADJ
aijbe-844	310	10	spillover	spillover	NOUN
aijbe-844	310	11	effects	effect	NOUN
aijbe-844	310	12	.	.	PUNCT
aijbe-844	311	1	the	the	DET
aijbe-844	311	2	north	north	ADJ
aijbe-844	311	3	american	american	PROPN
aijbe-844	311	4	journal	journal	PROPN
aijbe-844	311	5	of	of	ADP
aijbe-844	311	6	economics	economic	NOUN
aijbe-844	311	7	and	and	CCONJ
aijbe-844	311	8	finance	finance	NOUN
aijbe-844	311	9	36:184	36:184	NUM
aijbe-844	311	10	-	-	SYM
aijbe-844	311	11	191	191	NUM
aijbe-844	311	12	.	.	PUNCT
aijbe-844	312	1	bijsterbosch	bijsterbosch	PROPN
aijbe-844	312	2	m	m	PROPN
aijbe-844	312	3	,	,	PUNCT
aijbe-844	312	4	guérin	guérin	PROPN
aijbe-844	312	5	p	p	X
aijbe-844	312	6	(	(	PUNCT
aijbe-844	312	7	2013	2013	NUM
aijbe-844	312	8	)	)	PUNCT
aijbe-844	312	9	.	.	PUNCT
aijbe-844	313	1	characterizing	characterize	VERB
aijbe-844	313	2	very	very	ADV
aijbe-844	313	3	high	high	ADJ
aijbe-844	313	4	uncertainty	uncertainty	NOUN
aijbe-844	313	5	episodes	episode	NOUN
aijbe-844	313	6	.	.	PUNCT
aijbe-844	314	1	economics	economic	NOUN
aijbe-844	314	2	letters	letter	NOUN
aijbe-844	314	3	121(2):239243	121(2):239243	NUM
aijbe-844	314	4	.	.	PUNCT
aijbe-844	315	1	boffelli	boffelli	PROPN
aijbe-844	315	2	s	s	PROPN
aijbe-844	315	3	,	,	PUNCT
aijbe-844	315	4	skintzi	skintzi	NOUN
aijbe-844	315	5	vd	vd	NOUN
aijbe-844	315	6	,	,	PUNCT
aijbe-844	315	7	urga	urga	NOUN
aijbe-844	315	8	g	g	PROPN
aijbe-844	315	9	(	(	PUNCT
aijbe-844	315	10	2016	2016	NUM
aijbe-844	315	11	)	)	PUNCT
aijbe-844	315	12	.	.	PUNCT
aijbe-844	316	1	high	high	ADJ
aijbe-844	316	2	-	-	PUNCT
aijbe-844	316	3	and	and	CCONJ
aijbe-844	316	4	low	low	ADJ
aijbe-844	316	5	-	-	PUNCT
aijbe-844	316	6	frequency	frequency	NOUN
aijbe-844	316	7	correlations	correlation	NOUN
aijbe-844	316	8	in	in	ADP
aijbe-844	316	9	european	european	ADJ
aijbe-844	316	10	government	government	NOUN
aijbe-844	316	11	bond	bond	NOUN
aijbe-844	316	12	spreads	spread	VERB
aijbe-844	316	13	and	and	CCONJ
aijbe-844	316	14	their	their	PRON
aijbe-844	316	15	macroeconomic	macroeconomic	ADJ
aijbe-844	316	16	drivers	driver	NOUN
aijbe-844	316	17	.	.	PUNCT
aijbe-844	317	1	journal	journal	PROPN
aijbe-844	317	2	of	of	ADP
aijbe-844	317	3	financial	financial	ADJ
aijbe-844	317	4	econometrics	econometric	NOUN
aijbe-844	317	5	15(1):62105	15(1):62105	NUM
aijbe-844	317	6	.	.	PUNCT
aijbe-844	317	7	bollerslev	bollerslev	PROPN
aijbe-844	317	8	t	t	PROPN
aijbe-844	317	9	(	(	PUNCT
aijbe-844	317	10	1986	1986	NUM
aijbe-844	317	11	)	)	PUNCT
aijbe-844	317	12	.	.	PUNCT
aijbe-844	318	1	generalized	generalize	VERB
aijbe-844	318	2	autoregressive	autoregressive	ADJ
aijbe-844	318	3	conditional	conditional	ADJ
aijbe-844	318	4	heteroskedasticity	heteroskedasticity	NOUN
aijbe-844	318	5	.	.	PUNCT
aijbe-844	319	1	journal	journal	PROPN
aijbe-844	319	2	of	of	ADP
aijbe-844	319	3	econometrics	econometric	NOUN
aijbe-844	319	4	,	,	PUNCT
aijbe-844	319	5	pp	pp	ADP
aijbe-844	319	6	.	.	PUNCT
aijbe-844	320	1	307	307	NUM
aijbe-844	320	2	-	-	SYM
aijbe-844	320	3	327	327	NUM
aijbe-844	320	4	.	.	PUNCT
aijbe-844	321	1	brogaard	brogaard	PROPN
aijbe-844	321	2	j	j	PROPN
aijbe-844	321	3	,	,	PUNCT
aijbe-844	321	4	detzel	detzel	ADJ
aijbe-844	321	5	a	a	DET
aijbe-844	321	6	(	(	PUNCT
aijbe-844	321	7	2015	2015	NUM
aijbe-844	321	8	)	)	PUNCT
aijbe-844	321	9	the	the	DET
aijbe-844	321	10	asset	asset	NOUN
aijbe-844	321	11	-	-	PUNCT
aijbe-844	321	12	pricing	pricing	NOUN
aijbe-844	321	13	implications	implication	NOUN
aijbe-844	321	14	of	of	ADP
aijbe-844	321	15	government	government	NOUN
aijbe-844	321	16	economic	economic	ADJ
aijbe-844	321	17	policy	policy	NOUN
aijbe-844	321	18	uncertainty	uncertainty	NOUN
aijbe-844	321	19	.	.	PUNCT
aijbe-844	322	1	management	management	NOUN
aijbe-844	322	2	science	science	PROPN
aijbe-844	322	3	61(1):3	61(1):3	PROPN
aijbe-844	322	4	-	-	SYM
aijbe-844	322	5	18	18	NUM
aijbe-844	322	6	.	.	PUNCT
aijbe-844	323	1	caggiano	caggiano	PROPN
aijbe-844	323	2	g	g	PROPN
aijbe-844	323	3	,	,	PUNCT
aijbe-844	323	4	castelnuovo	castelnuovo	PROPN
aijbe-844	323	5	e	e	PROPN
aijbe-844	323	6	,	,	PUNCT
aijbe-844	323	7	figueres	figueres	PROPN
aijbe-844	323	8	jm	jm	PROPN
aijbe-844	323	9	(	(	PUNCT
aijbe-844	323	10	2017	2017	NUM
aijbe-844	323	11	)	)	PUNCT
aijbe-844	323	12	.	.	PUNCT
aijbe-844	324	1	economic	economic	ADJ
aijbe-844	324	2	policy	policy	NOUN
aijbe-844	324	3	uncertainty	uncertainty	NOUN
aijbe-844	324	4	and	and	CCONJ
aijbe-844	324	5	unemployment	unemployment	NOUN
aijbe-844	324	6	in	in	ADP
aijbe-844	324	7	the	the	DET
aijbe-844	324	8	united	united	PROPN
aijbe-844	324	9	states	states	PROPN
aijbe-844	324	10	:	:	PUNCT
aijbe-844	324	11	a	a	DET
aijbe-844	324	12	nonlinear	nonlinear	ADJ
aijbe-844	324	13	approach	approach	NOUN
aijbe-844	324	14	.	.	PUNCT
aijbe-844	325	1	economics	economic	NOUN
aijbe-844	325	2	letters	letter	NOUN
aijbe-844	325	3	151:31	151:31	NUM
aijbe-844	325	4	-	-	SYM
aijbe-844	325	5	34	34	NUM
aijbe-844	325	6	.	.	PUNCT
aijbe-844	326	1	chan	chan	PROPN
aijbe-844	326	2	jc	jc	PROPN
aijbe-844	326	3	,	,	PUNCT
aijbe-844	326	4	grant	grant	PROPN
aijbe-844	326	5	al	al	PROPN
aijbe-844	326	6	(	(	PUNCT
aijbe-844	326	7	2016	2016	NUM
aijbe-844	326	8	)	)	PUNCT
aijbe-844	326	9	.	.	PUNCT
aijbe-844	327	1	modeling	model	VERB
aijbe-844	327	2	energy	energy	NOUN
aijbe-844	327	3	price	price	NOUN
aijbe-844	327	4	dynamics	dynamic	NOUN
aijbe-844	327	5	:	:	PUNCT
aijbe-844	327	6	garch	garch	NOUN
aijbe-844	327	7	versus	versus	ADP
aijbe-844	327	8	stochastic	stochastic	ADJ
aijbe-844	327	9	volatility	volatility	NOUN
aijbe-844	327	10	.	.	PUNCT
aijbe-844	328	1	energy	energy	NOUN
aijbe-844	328	2	economics	economic	NOUN
aijbe-844	328	3	54:182	54:182	NUM
aijbe-844	328	4	-	-	SYM
aijbe-844	328	5	189	189	NUM
aijbe-844	328	6	.	.	PUNCT
aijbe-844	329	1	chang	chang	PROPN
aijbe-844	329	2	t	t	PROPN
aijbe-844	329	3	,	,	PUNCT
aijbe-844	329	4	chen	chen	PROPN
aijbe-844	329	5	wy	wy	PROPN
aijbe-844	329	6	,	,	PUNCT
aijbe-844	329	7	gupta	gupta	PROPN
aijbe-844	329	8	r	r	PROPN
aijbe-844	329	9	,	,	PUNCT
aijbe-844	329	10	nguyen	nguyen	NOUN
aijbe-844	329	11	dk	dk	X
aijbe-844	329	12	(	(	PUNCT
aijbe-844	329	13	2015	2015	NUM
aijbe-844	329	14	)	)	PUNCT
aijbe-844	329	15	.	.	PUNCT
aijbe-844	330	1	are	be	AUX
aijbe-844	330	2	stock	stock	NOUN
aijbe-844	330	3	prices	price	NOUN
aijbe-844	330	4	related	relate	VERB
aijbe-844	330	5	to	to	ADP
aijbe-844	330	6	the	the	DET
aijbe-844	330	7	political	political	ADJ
aijbe-844	330	8	uncertainty	uncertainty	NOUN
aijbe-844	330	9	index	index	NOUN
aijbe-844	330	10	in	in	ADP
aijbe-844	330	11	oecd	oecd	PROPN
aijbe-844	330	12	countries	country	NOUN
aijbe-844	330	13	?	?	PUNCT
aijbe-844	331	1	evidence	evidence	NOUN
aijbe-844	331	2	from	from	ADP
aijbe-844	331	3	the	the	DET
aijbe-844	331	4	bootstrap	bootstrap	NOUN
aijbe-844	331	5	panel	panel	NOUN
aijbe-844	331	6	causality	causality	NOUN
aijbe-844	331	7	test	test	NOUN
aijbe-844	331	8	.	.	PUNCT
aijbe-844	332	1	economic	economic	ADJ
aijbe-844	332	2	systems	system	NOUN
aijbe-844	332	3	39(2):288	39(2):288	NUM
aijbe-844	332	4	-	-	SYM
aijbe-844	332	5	300	300	NUM
aijbe-844	332	6	.	.	PUNCT
aijbe-844	333	1	david	david	PROPN
aijbe-844	333	2	m.	m.	PROPN
aijbe-844	333	3	reynolds	reynolds	PROPN
aijbe-844	333	4	(	(	PUNCT
aijbe-844	333	5	2024	2024	NUM
aijbe-844	333	6	)	)	PUNCT
aijbe-844	333	7	29	29	NUM
aijbe-844	333	8	american	american	ADJ
aijbe-844	333	9	interdisciplinary	interdisciplinary	ADJ
aijbe-844	333	10	journal	journal	NOUN
aijbe-844	333	11	of	of	ADP
aijbe-844	333	12	business	business	NOUN
aijbe-844	333	13	and	and	CCONJ
aijbe-844	333	14	economics	economic	NOUN
aijbe-844	333	15	|	|	ADV
aijbe-844	333	16	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	333	17	chen	chen	PROPN
aijbe-844	333	18	yc	yc	PROPN
aijbe-844	333	19	,	,	PUNCT
aijbe-844	333	20	rogoff	rogoff	NOUN
aijbe-844	333	21	ks	ks	PROPN
aijbe-844	333	22	,	,	PUNCT
aijbe-844	333	23	rossi	rossi	PROPN
aijbe-844	333	24	b	b	X
aijbe-844	333	25	(	(	PUNCT
aijbe-844	333	26	2010	2010	NUM
aijbe-844	333	27	)	)	PUNCT
aijbe-844	333	28	.	.	PUNCT
aijbe-844	334	1	can	can	AUX
aijbe-844	334	2	exchange	exchange	VERB
aijbe-844	334	3	rates	rate	NOUN
aijbe-844	334	4	forecast	forecast	VERB
aijbe-844	334	5	commodity	commodity	NOUN
aijbe-844	334	6	prices	price	NOUN
aijbe-844	334	7	?	?	PUNCT
aijbe-844	335	1	the	the	DET
aijbe-844	335	2	quarterly	quarterly	ADJ
aijbe-844	335	3	journal	journal	NOUN
aijbe-844	335	4	of	of	ADP
aijbe-844	335	5	economics	economics	PROPN
aijbe-844	335	6	125(3):11451194	125(3):11451194	PROPN
aijbe-844	335	7	.	.	PROPN
aijbe-844	336	1	cheng	cheng	PROPN
aijbe-844	336	2	chj	chj	PROPN
aijbe-844	336	3	(	(	PUNCT
aijbe-844	336	4	2017	2017	NUM
aijbe-844	336	5	)	)	PUNCT
aijbe-844	336	6	.	.	PUNCT
aijbe-844	337	1	effects	effect	NOUN
aijbe-844	337	2	of	of	ADP
aijbe-844	337	3	foreign	foreign	ADJ
aijbe-844	337	4	and	and	CCONJ
aijbe-844	337	5	domestic	domestic	ADJ
aijbe-844	337	6	economic	economic	ADJ
aijbe-844	337	7	policy	policy	NOUN
aijbe-844	337	8	uncertainty	uncertainty	NOUN
aijbe-844	337	9	shocks	shock	VERB
aijbe-844	337	10	on	on	ADP
aijbe-844	337	11	south	south	PROPN
aijbe-844	337	12	korea	korea	PROPN
aijbe-844	337	13	.	.	PUNCT
aijbe-844	338	1	journal	journal	PROPN
aijbe-844	338	2	of	of	ADP
aijbe-844	338	3	asian	asian	ADJ
aijbe-844	338	4	economics	economic	NOUN
aijbe-844	338	5	51:1	51:1	NUM
aijbe-844	338	6	-	-	SYM
aijbe-844	338	7	11	11	NUM
aijbe-844	338	8	.	.	PUNCT
aijbe-844	339	1	chiang	chiang	PROPN
aijbe-844	339	2	tc	tc	PROPN
aijbe-844	339	3	(	(	PUNCT
aijbe-844	339	4	2019	2019	NUM
aijbe-844	339	5	)	)	PUNCT
aijbe-844	339	6	.	.	PUNCT
aijbe-844	340	1	economic	economic	ADJ
aijbe-844	340	2	policy	policy	NOUN
aijbe-844	340	3	uncertainty	uncertainty	NOUN
aijbe-844	340	4	,	,	PUNCT
aijbe-844	340	5	risk	risk	NOUN
aijbe-844	340	6	and	and	CCONJ
aijbe-844	340	7	stock	stock	NOUN
aijbe-844	340	8	returns	return	NOUN
aijbe-844	340	9	:	:	PUNCT
aijbe-844	340	10	evidence	evidence	NOUN
aijbe-844	340	11	from	from	ADP
aijbe-844	340	12	g7	g7	PROPN
aijbe-844	340	13	stock	stock	NOUN
aijbe-844	340	14	markets	market	NOUN
aijbe-844	340	15	.	.	PUNCT
aijbe-844	341	1	finance	finance	NOUN
aijbe-844	341	2	research	research	NOUN
aijbe-844	341	3	letters	letter	NOUN
aijbe-844	341	4	29:4149	29:4149	NUM
aijbe-844	341	5	.	.	PUNCT
aijbe-844	342	1	christou	christou	PROPN
aijbe-844	342	2	c	c	PROPN
aijbe-844	342	3	,	,	PUNCT
aijbe-844	342	4	cunado	cunado	PROPN
aijbe-844	342	5	j	j	PROPN
aijbe-844	342	6	,	,	PUNCT
aijbe-844	342	7	gupta	gupta	PROPN
aijbe-844	342	8	r	r	NOUN
aijbe-844	342	9	,	,	PUNCT
aijbe-844	342	10	hassapis	hassapis	NOUN
aijbe-844	342	11	c	c	NOUN
aijbe-844	342	12	(	(	PUNCT
aijbe-844	342	13	2017a	2017a	NUM
aijbe-844	342	14	)	)	PUNCT
aijbe-844	342	15	.	.	PUNCT
aijbe-844	343	1	economic	economic	ADJ
aijbe-844	343	2	policy	policy	NOUN
aijbe-844	343	3	uncertainty	uncertainty	NOUN
aijbe-844	343	4	and	and	CCONJ
aijbe-844	343	5	stock	stock	NOUN
aijbe-844	343	6	market	market	NOUN
aijbe-844	343	7	returns	return	NOUN
aijbe-844	343	8	in	in	ADP
aijbe-844	343	9	pacific	pacific	ADJ
aijbe-844	343	10	rim	rim	PROPN
aijbe-844	343	11	countries	country	NOUN
aijbe-844	343	12	:	:	PUNCT
aijbe-844	343	13	evidence	evidence	NOUN
aijbe-844	343	14	based	base	VERB
aijbe-844	343	15	on	on	ADP
aijbe-844	343	16	a	a	DET
aijbe-844	343	17	bayesian	bayesian	NOUN
aijbe-844	343	18	panel	panel	NOUN
aijbe-844	343	19	var	var	PROPN
aijbe-844	343	20	model	model	PROPN
aijbe-844	343	21	.	.	PUNCT
aijbe-844	344	1	journal	journal	PROPN
aijbe-844	344	2	of	of	ADP
aijbe-844	344	3	multinational	multinational	ADJ
aijbe-844	344	4	financial	financial	ADJ
aijbe-844	344	5	management	management	NOUN
aijbe-844	344	6	40:92	40:92	NUM
aijbe-844	344	7	-	-	SYM
aijbe-844	344	8	102	102	NUM
aijbe-844	344	9	.	.	PUNCT
aijbe-844	345	1	christou	christou	PROPN
aijbe-844	345	2	c	c	PROPN
aijbe-844	345	3	,	,	PUNCT
aijbe-844	345	4	gupta	gupta	PROPN
aijbe-844	345	5	r	r	NOUN
aijbe-844	345	6	,	,	PUNCT
aijbe-844	345	7	hassapis	hassapis	NOUN
aijbe-844	345	8	c	c	NOUN
aijbe-844	345	9	(	(	PUNCT
aijbe-844	345	10	2017b	2017b	NUM
aijbe-844	345	11	)	)	PUNCT
aijbe-844	345	12	.	.	PUNCT
aijbe-844	346	1	does	do	AUX
aijbe-844	346	2	economic	economic	ADJ
aijbe-844	346	3	policy	policy	NOUN
aijbe-844	346	4	uncertainty	uncertainty	NOUN
aijbe-844	346	5	forecast	forecast	VERB
aijbe-844	346	6	real	real	ADJ
aijbe-844	346	7	housing	housing	NOUN
aijbe-844	346	8	returns	return	NOUN
aijbe-844	346	9	in	in	ADP
aijbe-844	346	10	a	a	DET
aijbe-844	346	11	panel	panel	NOUN
aijbe-844	346	12	of	of	ADP
aijbe-844	346	13	oecd	oecd	PROPN
aijbe-844	346	14	countries	country	NOUN
aijbe-844	346	15	?	?	PUNCT
aijbe-844	347	1	a	a	DET
aijbe-844	347	2	bayesian	bayesian	NOUN
aijbe-844	347	3	approach	approach	NOUN
aijbe-844	347	4	.	.	PUNCT
aijbe-844	348	1	the	the	DET
aijbe-844	348	2	quarterly	quarterly	ADJ
aijbe-844	348	3	review	review	NOUN
aijbe-844	348	4	of	of	ADP
aijbe-844	348	5	economics	economic	NOUN
aijbe-844	348	6	and	and	CCONJ
aijbe-844	348	7	finance	finance	NOUN
aijbe-844	348	8	65:5060	65:5060	NOUN
aijbe-844	348	9	.	.	PUNCT
aijbe-844	349	1	conrad	conrad	PROPN
aijbe-844	349	2	c	c	PROPN
aijbe-844	349	3	,	,	PUNCT
aijbe-844	349	4	loch	loch	PROPN
aijbe-844	349	5	k	k	PROPN
aijbe-844	349	6	(	(	PUNCT
aijbe-844	349	7	2015a	2015a	NUM
aijbe-844	349	8	)	)	PUNCT
aijbe-844	349	9	.	.	PUNCT
aijbe-844	350	1	anticipating	anticipate	VERB
aijbe-844	350	2	long	long	ADJ
aijbe-844	350	3	term	term	NOUN
aijbe-844	350	4	stock	stock	NOUN
aijbe-844	350	5	market	market	NOUN
aijbe-844	350	6	volatility	volatility	NOUN
aijbe-844	350	7	.	.	PUNCT
aijbe-844	351	1	journal	journal	NOUN
aijbe-844	351	2	of	of	ADP
aijbe-844	351	3	applied	apply	VERB
aijbe-844	351	4	econometrics	econometrics	NOUN
aijbe-844	351	5	30(7):1090	30(7):1090	NUM
aijbe-844	351	6	-	-	PUNCT
aijbe-844	351	7	1114	1114	NUM
aijbe-844	351	8	.	.	PUNCT
aijbe-844	352	1	conrad	conrad	PROPN
aijbe-844	352	2	c	c	PROPN
aijbe-844	352	3	,	,	PUNCT
aijbe-844	352	4	loch	loch	PROPN
aijbe-844	352	5	k	k	PROPN
aijbe-844	352	6	(	(	PUNCT
aijbe-844	352	7	2015b	2015b	NUM
aijbe-844	352	8	)	)	PUNCT
aijbe-844	352	9	.	.	PUNCT
aijbe-844	353	1	the	the	DET
aijbe-844	353	2	variance	variance	NOUN
aijbe-844	353	3	risk	risk	NOUN
aijbe-844	353	4	premium	premium	NOUN
aijbe-844	353	5	and	and	CCONJ
aijbe-844	353	6	fundamental	fundamental	ADJ
aijbe-844	353	7	uncertainty	uncertainty	NOUN
aijbe-844	353	8	economics	economic	NOUN
aijbe-844	353	9	letters	letter	NOUN
aijbe-844	353	10	132:5660	132:5660	PRON
aijbe-844	353	11	.	.	PUNCT
aijbe-844	354	1	conrad	conrad	PROPN
aijbe-844	354	2	c	c	PROPN
aijbe-844	354	3	,	,	PUNCT
aijbe-844	354	4	loch	loch	PROPN
aijbe-844	354	5	k	k	PROPN
aijbe-844	354	6	,	,	PUNCT
aijbe-844	354	7	rittler	rittler	NOUN
aijbe-844	354	8	d	d	PROPN
aijbe-844	354	9	(	(	PUNCT
aijbe-844	354	10	2014	2014	NUM
aijbe-844	354	11	)	)	PUNCT
aijbe-844	354	12	.	.	PUNCT
aijbe-844	355	1	on	on	ADP
aijbe-844	355	2	the	the	DET
aijbe-844	355	3	macroeconomic	macroeconomic	ADJ
aijbe-844	355	4	determinants	determinant	NOUN
aijbe-844	355	5	of	of	ADP
aijbe-844	355	6	long	long	ADJ
aijbe-844	355	7	-	-	PUNCT
aijbe-844	355	8	term	term	NOUN
aijbe-844	355	9	volatilities	volatility	NOUN
aijbe-844	355	10	and	and	CCONJ
aijbe-844	355	11	correlations	correlation	NOUN
aijbe-844	355	12	in	in	ADP
aijbe-844	355	13	us	us	PROPN
aijbe-844	355	14	stock	stock	NOUN
aijbe-844	355	15	and	and	CCONJ
aijbe-844	355	16	crude	crude	ADJ
aijbe-844	355	17	oil	oil	NOUN
aijbe-844	355	18	markets	market	NOUN
aijbe-844	355	19	.	.	PUNCT
aijbe-844	356	1	journal	journal	NOUN
aijbe-844	356	2	of	of	ADP
aijbe-844	356	3	empirical	empirical	ADJ
aijbe-844	356	4	finance	finance	NOUN
aijbe-844	356	5	29:26	29:26	NUM
aijbe-844	356	6	-	-	SYM
aijbe-844	356	7	40	40	NUM
aijbe-844	356	8	.	.	PUNCT
aijbe-844	357	1	dakhlaoui	dakhlaoui	PROPN
aijbe-844	357	2	i	i	PROPN
aijbe-844	357	3	,	,	PUNCT
aijbe-844	357	4	aloui	aloui	PROPN
aijbe-844	357	5	c	c	PROPN
aijbe-844	357	6	(	(	PUNCT
aijbe-844	357	7	2016	2016	NUM
aijbe-844	357	8	)	)	PUNCT
aijbe-844	357	9	.	.	PUNCT
aijbe-844	358	1	the	the	DET
aijbe-844	358	2	interactive	interactive	ADJ
aijbe-844	358	3	relationship	relationship	NOUN
aijbe-844	358	4	between	between	ADP
aijbe-844	358	5	the	the	DET
aijbe-844	358	6	us	us	PROPN
aijbe-844	358	7	economic	economic	ADJ
aijbe-844	358	8	policy	policy	NOUN
aijbe-844	358	9	uncertainty	uncertainty	NOUN
aijbe-844	358	10	and	and	CCONJ
aijbe-844	358	11	bric	bric	PROPN
aijbe-844	358	12	stock	stock	NOUN
aijbe-844	358	13	markets	market	NOUN
aijbe-844	358	14	.	.	PUNCT
aijbe-844	359	1	international	international	ADJ
aijbe-844	359	2	economics	economic	NOUN
aijbe-844	359	3	146:141	146:141	PROPN
aijbe-844	359	4	-	-	SYM
aijbe-844	359	5	157	157	NUM
aijbe-844	359	6	.	.	PUNCT
aijbe-844	360	1	demir	demir	PROPN
aijbe-844	360	2	e	e	PROPN
aijbe-844	360	3	,	,	PUNCT
aijbe-844	360	4	ersan	ersan	ADJ
aijbe-844	360	5	o	o	NOUN
aijbe-844	360	6	(	(	PUNCT
aijbe-844	360	7	2017	2017	NUM
aijbe-844	360	8	)	)	PUNCT
aijbe-844	360	9	.	.	PUNCT
aijbe-844	361	1	economic	economic	ADJ
aijbe-844	361	2	policy	policy	NOUN
aijbe-844	361	3	uncertainty	uncertainty	NOUN
aijbe-844	361	4	and	and	CCONJ
aijbe-844	361	5	cash	cash	NOUN
aijbe-844	361	6	holdings	holding	NOUN
aijbe-844	361	7	:	:	PUNCT
aijbe-844	361	8	evidence	evidence	NOUN
aijbe-844	361	9	from	from	ADP
aijbe-844	361	10	bric	bric	PROPN
aijbe-844	361	11	countries	country	NOUN
aijbe-844	361	12	.	.	PUNCT
aijbe-844	362	1	emerging	emerge	VERB
aijbe-844	362	2	markets	market	NOUN
aijbe-844	362	3	review	review	VERB
aijbe-844	362	4	33:189	33:189	NUM
aijbe-844	362	5	-	-	PUNCT
aijbe-844	362	6	200	200	NUM
aijbe-844	362	7	.	.	PUNCT
aijbe-844	363	1	demir	demir	PROPN
aijbe-844	363	2	e	e	PROPN
aijbe-844	363	3	,	,	PUNCT
aijbe-844	363	4	ersan	ersan	ADJ
aijbe-844	363	5	o	o	NOUN
aijbe-844	363	6	(	(	PUNCT
aijbe-844	363	7	2017	2017	NUM
aijbe-844	363	8	)	)	PUNCT
aijbe-844	363	9	.	.	PUNCT
aijbe-844	364	1	economic	economic	ADJ
aijbe-844	364	2	policy	policy	NOUN
aijbe-844	364	3	uncertainty	uncertainty	NOUN
aijbe-844	364	4	and	and	CCONJ
aijbe-844	364	5	cash	cash	NOUN
aijbe-844	364	6	holdings	holding	NOUN
aijbe-844	364	7	:	:	PUNCT
aijbe-844	364	8	evidence	evidence	NOUN
aijbe-844	364	9	from	from	ADP
aijbe-844	364	10	bric	bric	PROPN
aijbe-844	364	11	countries	country	NOUN
aijbe-844	364	12	.	.	PUNCT
aijbe-844	365	1	emerging	emerge	VERB
aijbe-844	365	2	markets	market	NOUN
aijbe-844	365	3	review	review	VERB
aijbe-844	365	4	33:189	33:189	NUM
aijbe-844	365	5	-	-	PUNCT
aijbe-844	365	6	200	200	NUM
aijbe-844	365	7	.	.	PUNCT
aijbe-844	366	1	engle	engle	PROPN
aijbe-844	366	2	rf	rf	PROPN
aijbe-844	366	3	,	,	PUNCT
aijbe-844	366	4	ghysels	ghysel	NOUN
aijbe-844	366	5	e	e	NOUN
aijbe-844	366	6	,	,	PUNCT
aijbe-844	366	7	sohn	sohn	PROPN
aijbe-844	366	8	b	b	PROPN
aijbe-844	366	9	(	(	PUNCT
aijbe-844	366	10	2013	2013	NUM
aijbe-844	366	11	)	)	PUNCT
aijbe-844	366	12	.	.	PUNCT
aijbe-844	367	1	stock	stock	NOUN
aijbe-844	367	2	market	market	NOUN
aijbe-844	367	3	volatility	volatility	NOUN
aijbe-844	367	4	and	and	CCONJ
aijbe-844	367	5	macroeconomic	macroeconomic	ADJ
aijbe-844	367	6	fundamentals	fundamental	NOUN
aijbe-844	367	7	.	.	PUNCT
aijbe-844	368	1	review	review	NOUN
aijbe-844	368	2	of	of	ADP
aijbe-844	368	3	economics	economic	NOUN
aijbe-844	368	4	and	and	CCONJ
aijbe-844	368	5	statistics	statistic	NOUN
aijbe-844	368	6	95(3):776	95(3):776	PROPN
aijbe-844	368	7	-	-	SYM
aijbe-844	368	8	797	797	NUM
aijbe-844	368	9	.	.	PUNCT
aijbe-844	369	1	fama	fama	PROPN
aijbe-844	369	2	ef	ef	PROPN
aijbe-844	369	3	(	(	PUNCT
aijbe-844	369	4	1970	1970	NUM
aijbe-844	369	5	)	)	PUNCT
aijbe-844	369	6	.	.	PUNCT
aijbe-844	370	1	efficient	efficient	ADJ
aijbe-844	370	2	capital	capital	NOUN
aijbe-844	370	3	market	market	NOUN
aijbe-844	370	4	:	:	PUNCT
aijbe-844	370	5	a	a	DET
aijbe-844	370	6	review	review	NOUN
aijbe-844	370	7	of	of	ADP
aijbe-844	370	8	theory	theory	NOUN
aijbe-844	370	9	and	and	CCONJ
aijbe-844	370	10	empirical	empirical	ADJ
aijbe-844	370	11	work	work	NOUN
aijbe-844	370	12	.	.	PUNCT
aijbe-844	371	1	the	the	DET
aijbe-844	371	2	journal	journal	NOUN
aijbe-844	371	3	of	of	ADP
aijbe-844	371	4	finance	finance	NOUN
aijbe-844	371	5	25(2):383	25(2):383	PROPN
aijbe-844	371	6	-	-	SYM
aijbe-844	371	7	417	417	NUM
aijbe-844	371	8	.	.	PUNCT
aijbe-844	372	1	fang	fang	PROPN
aijbe-844	372	2	l	l	PROPN
aijbe-844	372	3	,	,	PUNCT
aijbe-844	372	4	chen	chen	PROPN
aijbe-844	372	5	b	b	PROPN
aijbe-844	372	6	,	,	PUNCT
aijbe-844	372	7	yu	yu	PROPN
aijbe-844	372	8	h	h	NOUN
aijbe-844	372	9	,	,	PUNCT
aijbe-844	372	10	qian	qian	PROPN
aijbe-844	372	11	y	y	PROPN
aijbe-844	372	12	(	(	PUNCT
aijbe-844	372	13	2018	2018	NUM
aijbe-844	372	14	)	)	PUNCT
aijbe-844	372	15	.	.	PUNCT
aijbe-844	373	1	the	the	DET
aijbe-844	373	2	importance	importance	NOUN
aijbe-844	373	3	of	of	ADP
aijbe-844	373	4	global	global	ADJ
aijbe-844	373	5	economic	economic	ADJ
aijbe-844	373	6	policy	policy	NOUN
aijbe-844	373	7	uncertainty	uncertainty	NOUN
aijbe-844	373	8	in	in	ADP
aijbe-844	373	9	predicting	predict	VERB
aijbe-844	373	10	gold	gold	ADJ
aijbe-844	373	11	futures	future	NOUN
aijbe-844	373	12	market	market	NOUN
aijbe-844	373	13	volatility	volatility	NOUN
aijbe-844	373	14	:	:	PUNCT
aijbe-844	373	15	a	a	DET
aijbe-844	373	16	garch	garch	NOUN
aijbe-844	373	17	midas	midas	PROPN
aijbe-844	373	18	approach	approach	NOUN
aijbe-844	373	19	.	.	PUNCT
aijbe-844	374	1	journal	journal	PROPN
aijbe-844	374	2	of	of	ADP
aijbe-844	374	3	futures	future	NOUN
aijbe-844	374	4	markets	market	NOUN
aijbe-844	374	5	38(3):413	38(3):413	PROPN
aijbe-844	374	6	-	-	PUNCT
aijbe-844	374	7	422	422	NUM
aijbe-844	374	8	.	.	PUNCT
aijbe-844	375	1	david	david	PROPN
aijbe-844	375	2	m.	m.	PROPN
aijbe-844	375	3	reynolds	reynolds	PROPN
aijbe-844	375	4	(	(	PUNCT
aijbe-844	375	5	2024	2024	NUM
aijbe-844	375	6	)	)	PUNCT
aijbe-844	375	7	30	30	NUM
aijbe-844	375	8	american	american	ADJ
aijbe-844	375	9	interdisciplinary	interdisciplinary	ADJ
aijbe-844	375	10	journal	journal	NOUN
aijbe-844	375	11	of	of	ADP
aijbe-844	375	12	business	business	NOUN
aijbe-844	375	13	and	and	CCONJ
aijbe-844	375	14	economics	economic	NOUN
aijbe-844	375	15	|	|	ADV
aijbe-844	375	16	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	375	17	fang	fang	PROPN
aijbe-844	375	18	l	l	PROPN
aijbe-844	375	19	,	,	PUNCT
aijbe-844	375	20	yu	yu	PROPN
aijbe-844	375	21	h	h	PROPN
aijbe-844	375	22	,	,	PUNCT
aijbe-844	375	23	li	li	PROPN
aijbe-844	375	24	l	l	PROPN
aijbe-844	375	25	(	(	PUNCT
aijbe-844	375	26	2017	2017	NUM
aijbe-844	375	27	)	)	PUNCT
aijbe-844	375	28	.	.	PUNCT
aijbe-844	376	1	the	the	DET
aijbe-844	376	2	effect	effect	NOUN
aijbe-844	376	3	of	of	ADP
aijbe-844	376	4	economic	economic	ADJ
aijbe-844	376	5	policy	policy	NOUN
aijbe-844	376	6	uncertainty	uncertainty	NOUN
aijbe-844	376	7	on	on	ADP
aijbe-844	376	8	the	the	DET
aijbe-844	376	9	long	long	ADJ
aijbe-844	376	10	-	-	PUNCT
aijbe-844	376	11	term	term	NOUN
aijbe-844	376	12	correlation	correlation	NOUN
aijbe-844	376	13	between	between	ADP
aijbe-844	376	14	us	us	PROPN
aijbe-844	376	15	stock	stock	NOUN
aijbe-844	376	16	and	and	CCONJ
aijbe-844	376	17	bond	bond	NOUN
aijbe-844	376	18	markets	market	NOUN
aijbe-844	376	19	.	.	PUNCT
aijbe-844	377	1	economic	economic	ADJ
aijbe-844	377	2	modelling	modelling	NOUN
aijbe-844	377	3	66:139	66:139	NUM
aijbe-844	377	4	-	-	SYM
aijbe-844	377	5	145	145	NUM
aijbe-844	377	6	.	.	PUNCT
aijbe-844	378	1	forsberg	forsberg	PROPN
aijbe-844	378	2	l	l	PROPN
aijbe-844	378	3	,	,	PUNCT
aijbe-844	378	4	ghysels	ghysels	PROPN
aijbe-844	378	5	e	e	X
aijbe-844	378	6	(	(	PUNCT
aijbe-844	378	7	2006	2006	NUM
aijbe-844	378	8	)	)	PUNCT
aijbe-844	378	9	.	.	PUNCT
aijbe-844	379	1	why	why	SCONJ
aijbe-844	379	2	do	do	AUX
aijbe-844	379	3	absolute	absolute	ADJ
aijbe-844	379	4	returns	return	NOUN
aijbe-844	379	5	predict	predict	VERB
aijbe-844	379	6	volatility	volatility	NOUN
aijbe-844	379	7	so	so	ADV
aijbe-844	379	8	well	well	ADV
aijbe-844	379	9	?	?	PUNCT
aijbe-844	380	1	journal	journal	NOUN
aijbe-844	380	2	of	of	ADP
aijbe-844	380	3	financial	financial	ADJ
aijbe-844	380	4	econometrics	econometric	NOUN
aijbe-844	380	5	6:31	6:31	NUM
aijbe-844	380	6	-	-	SYM
aijbe-844	380	7	67	67	NUM
aijbe-844	380	8	.	.	PUNCT
aijbe-844	381	1	gao	gao	PROPN
aijbe-844	381	2	r	r	PROPN
aijbe-844	381	3	,	,	PUNCT
aijbe-844	381	4	zhang	zhang	PROPN
aijbe-844	381	5	b	b	PROPN
aijbe-844	381	6	(	(	PUNCT
aijbe-844	381	7	2016	2016	NUM
aijbe-844	381	8	)	)	PUNCT
aijbe-844	381	9	.	.	PUNCT
aijbe-844	382	1	how	how	SCONJ
aijbe-844	382	2	does	do	AUX
aijbe-844	382	3	economic	economic	ADJ
aijbe-844	382	4	policy	policy	NOUN
aijbe-844	382	5	uncertainty	uncertainty	NOUN
aijbe-844	382	6	drive	drive	VERB
aijbe-844	382	7	gold	gold	NOUN
aijbe-844	382	8	–	–	PUNCT
aijbe-844	382	9	stock	stock	NOUN
aijbe-844	382	10	correlations	correlation	NOUN
aijbe-844	382	11	?	?	PUNCT
aijbe-844	383	1	evidence	evidence	NOUN
aijbe-844	383	2	from	from	ADP
aijbe-844	383	3	the	the	DET
aijbe-844	383	4	uk	uk	PROPN
aijbe-844	383	5	.	.	PROPN
aijbe-844	383	6	applied	apply	VERB
aijbe-844	383	7	economics	economic	NOUN
aijbe-844	383	8	48(33):3081	48(33):3081	PROPN
aijbe-844	383	9	-	-	SYM
aijbe-844	383	10	3087	3087	NUM
aijbe-844	383	11	.	.	PUNCT
aijbe-844	384	1	gao	gao	PROPN
aijbe-844	384	2	x	x	PROPN
aijbe-844	384	3	,	,	PUNCT
aijbe-844	384	4	ren	ren	PROPN
aijbe-844	384	5	y	y	PROPN
aijbe-844	384	6	,	,	PUNCT
aijbe-844	384	7	li	li	PROPN
aijbe-844	384	8	x	x	X
aijbe-844	384	9	(	(	PUNCT
aijbe-844	384	10	2019	2019	NUM
aijbe-844	384	11	)	)	PUNCT
aijbe-844	384	12	the	the	DET
aijbe-844	384	13	interdependence	interdependence	NOUN
aijbe-844	384	14	of	of	ADP
aijbe-844	384	15	global	global	ADJ
aijbe-844	384	16	oil	oil	NOUN
aijbe-844	384	17	price	price	NOUN
aijbe-844	384	18	,	,	PUNCT
aijbe-844	384	19	china	china	PROPN
aijbe-844	384	20	's	's	PART
aijbe-844	384	21	stock	stock	NOUN
aijbe-844	384	22	price	price	NOUN
aijbe-844	384	23	and	and	CCONJ
aijbe-844	384	24	economic	economic	ADJ
aijbe-844	384	25	policy	policy	NOUN
aijbe-844	384	26	uncertainty	uncertainty	NOUN
aijbe-844	384	27	.	.	PUNCT
aijbe-844	385	1	australian	australian	ADJ
aijbe-844	385	2	economic	economic	ADJ
aijbe-844	385	3	papers	paper	NOUN
aijbe-844	385	4	58(4):398	58(4):398	PROPN
aijbe-844	385	5	-	-	SYM
aijbe-844	385	6	415	415	NUM
aijbe-844	385	7	.	.	PUNCT
aijbe-844	386	1	ghysels	ghysel	NOUN
aijbe-844	386	2	e	e	X
aijbe-844	386	3	,	,	PUNCT
aijbe-844	386	4	sinko	sinko	NOUN
aijbe-844	386	5	a	a	X
aijbe-844	386	6	,	,	PUNCT
aijbe-844	386	7	valkanov	valkanov	NOUN
aijbe-844	386	8	r	r	NOUN
aijbe-844	386	9	(	(	PUNCT
aijbe-844	386	10	2006	2006	NUM
aijbe-844	386	11	)	)	PUNCT
aijbe-844	386	12	.	.	PUNCT
aijbe-844	387	1	midas	midas	PROPN
aijbe-844	387	2	regression	regression	PROPN
aijbe-844	387	3	:	:	PUNCT
aijbe-844	387	4	further	further	ADJ
aijbe-844	387	5	results	result	NOUN
aijbe-844	387	6	and	and	CCONJ
aijbe-844	387	7	new	new	ADJ
aijbe-844	387	8	directions	direction	NOUN
aijbe-844	387	9	.	.	PUNCT
aijbe-844	388	1	econometric	econometric	ADJ
aijbe-844	388	2	reviews	review	NOUN
aijbe-844	388	3	26:53	26:53	NUM
aijbe-844	388	4	-	-	SYM
aijbe-844	388	5	90	90	NUM
aijbe-844	388	6	.	.	PUNCT
aijbe-844	389	1	ghysels	ghysel	NOUN
aijbe-844	389	2	e	e	NOUN
aijbe-844	389	3	,	,	PUNCT
aijbe-844	389	4	santa	santa	PROPN
aijbe-844	389	5	-	-	PUNCT
aijbe-844	389	6	clara	clara	PROPN
aijbe-844	389	7	p	p	NOUN
aijbe-844	389	8	,	,	PUNCT
aijbe-844	389	9	valkanov	valkanov	NOUN
aijbe-844	389	10	r	r	NOUN
aijbe-844	389	11	(	(	PUNCT
aijbe-844	389	12	2004	2004	NUM
aijbe-844	389	13	)	)	PUNCT
aijbe-844	389	14	.	.	PUNCT
aijbe-844	390	1	the	the	DET
aijbe-844	390	2	midas	midas	PROPN
aijbe-844	390	3	touch	touch	NOUN
aijbe-844	390	4	:	:	PUNCT
aijbe-844	390	5	mixed	mixed	ADJ
aijbe-844	390	6	data	datum	NOUN
aijbe-844	390	7	sampling	sample	VERB
aijbe-844	390	8	regression	regression	NOUN
aijbe-844	390	9	models	model	NOUN
aijbe-844	390	10	,	,	PUNCT
aijbe-844	390	11	cirano	cirano	PROPN
aijbe-844	390	12	working	working	NOUN
aijbe-844	390	13	papers	paper	NOUN
aijbe-844	390	14	.	.	PUNCT
aijbe-844	391	1	https://econpapers.repec.org/repec:cir:cirwor:2004s-20	https://econpapers.repec.org/repec:cir:cirwor:2004s-20	PROPN
aijbe-844	391	2	guo	guo	PROPN
aijbe-844	391	3	p	p	PROPN
aijbe-844	391	4	,	,	PUNCT
aijbe-844	391	5	zhu	zhu	PROPN
aijbe-844	391	6	h	h	NOUN
aijbe-844	391	7	,	,	PUNCT
aijbe-844	391	8	you	you	PRON
aijbe-844	391	9	w	w	VERB
aijbe-844	391	10	(	(	PUNCT
aijbe-844	391	11	2018	2018	NUM
aijbe-844	391	12	)	)	PUNCT
aijbe-844	391	13	.	.	PUNCT
aijbe-844	392	1	asymmetric	asymmetric	ADJ
aijbe-844	392	2	dependence	dependence	NOUN
aijbe-844	392	3	between	between	ADP
aijbe-844	392	4	economic	economic	ADJ
aijbe-844	392	5	policy	policy	NOUN
aijbe-844	392	6	uncertainty	uncertainty	NOUN
aijbe-844	392	7	and	and	CCONJ
aijbe-844	392	8	stock	stock	NOUN
aijbe-844	392	9	market	market	NOUN
aijbe-844	392	10	returns	return	NOUN
aijbe-844	392	11	in	in	ADP
aijbe-844	392	12	g7	g7	PROPN
aijbe-844	392	13	and	and	CCONJ
aijbe-844	392	14	bric	bric	PROPN
aijbe-844	392	15	:	:	PUNCT
aijbe-844	392	16	a	a	DET
aijbe-844	392	17	quantile	quantile	ADJ
aijbe-844	392	18	regression	regression	NOUN
aijbe-844	392	19	approach	approach	NOUN
aijbe-844	392	20	.	.	PUNCT
aijbe-844	393	1	finance	finance	NOUN
aijbe-844	393	2	research	research	NOUN
aijbe-844	393	3	letters	letter	NOUN
aijbe-844	393	4	25:251	25:251	NUM
aijbe-844	393	5	-	-	SYM
aijbe-844	393	6	258	258	NUM
aijbe-844	393	7	.	.	PUNCT
aijbe-844	394	1	haugom	haugom	PROPN
aijbe-844	394	2	e	e	PROPN
aijbe-844	394	3	,	,	PUNCT
aijbe-844	394	4	langeland	langeland	NOUN
aijbe-844	394	5	h	h	NOUN
aijbe-844	394	6	,	,	PUNCT
aijbe-844	394	7	molnár	molnár	PROPN
aijbe-844	394	8	p	p	X
aijbe-844	394	9	,	,	PUNCT
aijbe-844	394	10	westgaard	westgaard	ADJ
aijbe-844	394	11	s	s	PROPN
aijbe-844	394	12	(	(	PUNCT
aijbe-844	394	13	2014	2014	NUM
aijbe-844	394	14	)	)	PUNCT
aijbe-844	394	15	.	.	PUNCT
aijbe-844	395	1	forecasting	forecast	VERB
aijbe-844	395	2	volatility	volatility	NOUN
aijbe-844	395	3	of	of	ADP
aijbe-844	395	4	the	the	DET
aijbe-844	395	5	us	us	PROPN
aijbe-844	395	6	oil	oil	NOUN
aijbe-844	395	7	market	market	NOUN
aijbe-844	395	8	.	.	PUNCT
aijbe-844	396	1	journal	journal	NOUN
aijbe-844	396	2	of	of	ADP
aijbe-844	396	3	banking	banking	NOUN
aijbe-844	396	4	and	and	CCONJ
aijbe-844	396	5	finance	finance	NOUN
aijbe-844	396	6	47:114	47:114	NUM
aijbe-844	396	7	.	.	PUNCT
aijbe-844	397	1	jin	jin	PROPN
aijbe-844	397	2	x	x	PROPN
aijbe-844	397	3	,	,	PUNCT
aijbe-844	397	4	chen	chen	PROPN
aijbe-844	397	5	z	z	PROPN
aijbe-844	397	6	,	,	PUNCT
aijbe-844	397	7	yang	yang	PROPN
aijbe-844	397	8	x	x	PROPN
aijbe-844	397	9	(	(	PUNCT
aijbe-844	397	10	2019	2019	NUM
aijbe-844	397	11	)	)	PUNCT
aijbe-844	397	12	.	.	PUNCT
aijbe-844	398	1	economic	economic	ADJ
aijbe-844	398	2	policy	policy	NOUN
aijbe-844	398	3	uncertainty	uncertainty	NOUN
aijbe-844	398	4	and	and	CCONJ
aijbe-844	398	5	stock	stock	NOUN
aijbe-844	398	6	price	price	NOUN
aijbe-844	398	7	crash	crash	NOUN
aijbe-844	398	8	risk	risk	NOUN
aijbe-844	398	9	.	.	PUNCT
aijbe-844	399	1	accounting	accounting	NOUN
aijbe-844	399	2	and	and	CCONJ
aijbe-844	399	3	finance	finance	NOUN
aijbe-844	399	4	58(5):1291	58(5):1291	PROPN
aijbe-844	399	5	-	-	PUNCT
aijbe-844	399	6	1318	1318	NUM
aijbe-844	399	7	.	.	PUNCT
aijbe-844	400	1	kang	kang	PROPN
aijbe-844	400	2	w	w	PROPN
aijbe-844	400	3	,	,	PUNCT
aijbe-844	400	4	ratti	ratti	PROPN
aijbe-844	400	5	ra	ra	PROPN
aijbe-844	400	6	(	(	PUNCT
aijbe-844	400	7	2013	2013	NUM
aijbe-844	400	8	)	)	PUNCT
aijbe-844	400	9	.	.	PUNCT
aijbe-844	401	1	oil	oil	NOUN
aijbe-844	401	2	shocks	shock	NOUN
aijbe-844	401	3	,	,	PUNCT
aijbe-844	401	4	policy	policy	NOUN
aijbe-844	401	5	uncertainty	uncertainty	NOUN
aijbe-844	401	6	and	and	CCONJ
aijbe-844	401	7	stock	stock	NOUN
aijbe-844	401	8	market	market	NOUN
aijbe-844	401	9	return	return	NOUN
aijbe-844	401	10	.	.	PUNCT
aijbe-844	402	1	journal	journal	NOUN
aijbe-844	402	2	of	of	ADP
aijbe-844	402	3	international	international	ADJ
aijbe-844	402	4	financial	financial	ADJ
aijbe-844	402	5	markets	market	NOUN
aijbe-844	402	6	,	,	PUNCT
aijbe-844	402	7	institutions	institution	NOUN
aijbe-844	402	8	and	and	CCONJ
aijbe-844	402	9	money	money	NOUN
aijbe-844	402	10	26:305	26:305	NUM
aijbe-844	402	11	-	-	SYM
aijbe-844	402	12	318	318	NUM
aijbe-844	402	13	ko	ko	PROPN
aijbe-844	402	14	jh	jh	PROPN
aijbe-844	402	15	,	,	PUNCT
aijbe-844	402	16	lee	lee	PROPN
aijbe-844	402	17	cm	cm	PROPN
aijbe-844	402	18	(	(	PUNCT
aijbe-844	402	19	2015	2015	NUM
aijbe-844	402	20	)	)	PUNCT
aijbe-844	402	21	.	.	PUNCT
aijbe-844	403	1	international	international	ADJ
aijbe-844	403	2	economic	economic	ADJ
aijbe-844	403	3	policy	policy	NOUN
aijbe-844	403	4	uncertainty	uncertainty	NOUN
aijbe-844	403	5	and	and	CCONJ
aijbe-844	403	6	stock	stock	NOUN
aijbe-844	403	7	prices	price	NOUN
aijbe-844	403	8	:	:	PUNCT
aijbe-844	403	9	wavelet	wavelet	NOUN
aijbe-844	403	10	approach	approach	NOUN
aijbe-844	403	11	.	.	PUNCT
aijbe-844	404	1	economics	economic	NOUN
aijbe-844	404	2	letters	letter	NOUN
aijbe-844	404	3	134:118	134:118	NUM
aijbe-844	404	4	-	-	SYM
aijbe-844	404	5	122	122	NUM
aijbe-844	404	6	.	.	PUNCT
aijbe-844	405	1	krol	krol	PROPN
aijbe-844	405	2	r	r	PROPN
aijbe-844	405	3	(	(	PUNCT
aijbe-844	405	4	2014	2014	NUM
aijbe-844	405	5	)	)	PUNCT
aijbe-844	405	6	.	.	PUNCT
aijbe-844	406	1	economic	economic	ADJ
aijbe-844	406	2	policy	policy	NOUN
aijbe-844	406	3	uncertainty	uncertainty	NOUN
aijbe-844	406	4	and	and	CCONJ
aijbe-844	406	5	exchange	exchange	NOUN
aijbe-844	406	6	rate	rate	NOUN
aijbe-844	406	7	volatility	volatility	NOUN
aijbe-844	406	8	international	international	PROPN
aijbe-844	406	9	finance	finance	PROPN
aijbe-844	406	10	17(2):241	17(2):241	PROPN
aijbe-844	406	11	-	-	PROPN
aijbe-844	406	12	256	256	NUM
aijbe-844	406	13	.	.	PUNCT
aijbe-844	407	1	https://econpapers.repec.org/repec:bla:intfin:v:17:y:2014:i:2:p:241-256	https://econpapers.repec.org/repec:bla:intfin:v:17:y:2014:i:2:p:241-256	PROPN
aijbe-844	407	2	li	li	PROPN
aijbe-844	407	3	t	t	PROPN
aijbe-844	407	4	,	,	PUNCT
aijbe-844	407	5	ma	ma	PROPN
aijbe-844	407	6	f	f	PROPN
aijbe-844	407	7	,	,	PUNCT
aijbe-844	407	8	zhang	zhang	PROPN
aijbe-844	407	9	x	x	PROPN
aijbe-844	407	10	,	,	PUNCT
aijbe-844	407	11	zhang	zhang	PROPN
aijbe-844	407	12	y	y	PROPN
aijbe-844	407	13	(	(	PUNCT
aijbe-844	407	14	2020	2020	NUM
aijbe-844	407	15	)	)	PUNCT
aijbe-844	407	16	.	.	PUNCT
aijbe-844	408	1	economic	economic	ADJ
aijbe-844	408	2	policy	policy	NOUN
aijbe-844	408	3	uncertainty	uncertainty	NOUN
aijbe-844	408	4	and	and	CCONJ
aijbe-844	408	5	the	the	DET
aijbe-844	408	6	chinese	chinese	ADJ
aijbe-844	408	7	stock	stock	NOUN
aijbe-844	408	8	market	market	NOUN
aijbe-844	408	9	volatility	volatility	NOUN
aijbe-844	408	10	:	:	PUNCT
aijbe-844	408	11	novel	novel	ADJ
aijbe-844	408	12	evidence	evidence	NOUN
aijbe-844	408	13	.	.	PUNCT
aijbe-844	409	1	economic	economic	ADJ
aijbe-844	409	2	modelling	modelling	NOUN
aijbe-844	409	3	87:24	87:24	NUM
aijbe-844	409	4	-	-	SYM
aijbe-844	409	5	33	33	NUM
aijbe-844	409	6	.	.	PUNCT
aijbe-844	410	1	li	li	PROPN
aijbe-844	410	2	xl	xl	PROPN
aijbe-844	410	3	,	,	PUNCT
aijbe-844	410	4	balcilar	balcilar	PROPN
aijbe-844	410	5	m	m	PROPN
aijbe-844	410	6	,	,	PUNCT
aijbe-844	410	7	gupta	gupta	PROPN
aijbe-844	410	8	r	r	PROPN
aijbe-844	410	9	,	,	PUNCT
aijbe-844	410	10	chang	chang	PROPN
aijbe-844	410	11	t	t	PROPN
aijbe-844	410	12	(	(	PUNCT
aijbe-844	410	13	2016	2016	NUM
aijbe-844	410	14	)	)	PUNCT
aijbe-844	410	15	.	.	PUNCT
aijbe-844	411	1	the	the	DET
aijbe-844	411	2	causal	causal	ADJ
aijbe-844	411	3	relationship	relationship	NOUN
aijbe-844	411	4	between	between	ADP
aijbe-844	411	5	economic	economic	ADJ
aijbe-844	411	6	policy	policy	NOUN
aijbe-844	411	7	uncertainty	uncertainty	NOUN
aijbe-844	411	8	and	and	CCONJ
aijbe-844	411	9	stock	stock	NOUN
aijbe-844	411	10	returns	return	NOUN
aijbe-844	411	11	in	in	ADP
aijbe-844	411	12	china	china	PROPN
aijbe-844	411	13	and	and	CCONJ
aijbe-844	411	14	india	india	PROPN
aijbe-844	411	15	:	:	PUNCT
aijbe-844	411	16	evidence	evidence	NOUN
aijbe-844	411	17	from	from	ADP
aijbe-844	411	18	a	a	DET
aijbe-844	411	19	bootstrap	bootstrap	NOUN
aijbe-844	411	20	rolling	rolling	ADJ
aijbe-844	411	21	window	window	NOUN
aijbe-844	411	22	approach	approach	NOUN
aijbe-844	411	23	.	.	PUNCT
aijbe-844	412	1	emerging	emerge	VERB
aijbe-844	412	2	markets	market	NOUN
aijbe-844	412	3	finance	finance	VERB
aijbe-844	412	4	and	and	CCONJ
aijbe-844	412	5	trade	trade	NOUN
aijbe-844	412	6	52(3):674	52(3):674	NOUN
aijbe-844	412	7	-	-	PUNCT
aijbe-844	412	8	689	689	NUM
aijbe-844	412	9	.	.	PUNCT
aijbe-844	413	1	david	david	PROPN
aijbe-844	413	2	m.	m.	PROPN
aijbe-844	413	3	reynolds	reynolds	PROPN
aijbe-844	413	4	(	(	PUNCT
aijbe-844	413	5	2024	2024	NUM
aijbe-844	413	6	)	)	PUNCT
aijbe-844	413	7	31	31	NUM
aijbe-844	413	8	american	american	ADJ
aijbe-844	413	9	interdisciplinary	interdisciplinary	ADJ
aijbe-844	413	10	journal	journal	NOUN
aijbe-844	413	11	of	of	ADP
aijbe-844	413	12	business	business	NOUN
aijbe-844	413	13	and	and	CCONJ
aijbe-844	413	14	economics	economic	NOUN
aijbe-844	413	15	|	|	ADV
aijbe-844	413	16	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	413	17	li	li	PROPN
aijbe-844	413	18	y	y	PROPN
aijbe-844	413	19	,	,	PUNCT
aijbe-844	413	20	ma	ma	PROPN
aijbe-844	413	21	f	f	PROPN
aijbe-844	413	22	,	,	PUNCT
aijbe-844	413	23	zhang	zhang	PROPN
aijbe-844	413	24	y	y	PROPN
aijbe-844	413	25	,	,	PUNCT
aijbe-844	413	26	xiao	xiao	PROPN
aijbe-844	413	27	z	z	PROPN
aijbe-844	413	28	(	(	PUNCT
aijbe-844	413	29	2019	2019	NUM
aijbe-844	413	30	)	)	PUNCT
aijbe-844	413	31	.	.	PUNCT
aijbe-844	414	1	economic	economic	ADJ
aijbe-844	414	2	policy	policy	NOUN
aijbe-844	414	3	uncertainty	uncertainty	NOUN
aijbe-844	414	4	and	and	CCONJ
aijbe-844	414	5	the	the	DET
aijbe-844	414	6	chinese	chinese	ADJ
aijbe-844	414	7	stock	stock	NOUN
aijbe-844	414	8	market	market	NOUN
aijbe-844	414	9	volatility	volatility	NOUN
aijbe-844	414	10	:	:	PUNCT
aijbe-844	414	11	new	new	ADJ
aijbe-844	414	12	evidence	evidence	NOUN
aijbe-844	414	13	.	.	PUNCT
aijbe-844	415	1	applied	apply	VERB
aijbe-844	415	2	economics	economic	NOUN
aijbe-844	415	3	51(49):5398	51(49):5398	PROPN
aijbe-844	415	4	-	-	SYM
aijbe-844	415	5	5410	5410	NUM
aijbe-844	415	6	.	.	PUNCT
aijbe-844	416	1	mckibbin	mckibbin	PROPN
aijbe-844	416	2	w	w	PROPN
aijbe-844	416	3	,	,	PUNCT
aijbe-844	416	4	fernando	fernando	PROPN
aijbe-844	416	5	r	r	NOUN
aijbe-844	416	6	(	(	PUNCT
aijbe-844	416	7	2021	2021	NUM
aijbe-844	416	8	)	)	PUNCT
aijbe-844	416	9	.	.	PUNCT
aijbe-844	417	1	the	the	DET
aijbe-844	417	2	global	global	ADJ
aijbe-844	417	3	macroeconomic	macroeconomic	ADJ
aijbe-844	417	4	impacts	impact	NOUN
aijbe-844	417	5	of	of	ADP
aijbe-844	417	6	covid-19	covid-19	PROPN
aijbe-844	417	7	:	:	PUNCT
aijbe-844	417	8	seven	seven	NUM
aijbe-844	417	9	scenarios	scenario	NOUN
aijbe-844	417	10	.	.	PUNCT
aijbe-844	418	1	asian	asian	ADJ
aijbe-844	418	2	economic	economic	ADJ
aijbe-844	418	3	papers	paper	NOUN
aijbe-844	418	4	20(2):1	20(2):1	NUM
aijbe-844	418	5	-	-	SYM
aijbe-844	418	6	30	30	NUM
aijbe-844	418	7	.	.	PUNCT
aijbe-844	419	1	mei	mei	PROPN
aijbe-844	419	2	d	d	PROPN
aijbe-844	419	3	,	,	PUNCT
aijbe-844	419	4	zeng	zeng	PROPN
aijbe-844	419	5	q	q	PROPN
aijbe-844	419	6	,	,	PUNCT
aijbe-844	419	7	zhang	zhang	PROPN
aijbe-844	419	8	y	y	PROPN
aijbe-844	419	9	,	,	PUNCT
aijbe-844	419	10	hou	hou	PROPN
aijbe-844	419	11	w	w	PROPN
aijbe-844	419	12	(	(	PUNCT
aijbe-844	419	13	2018	2018	NUM
aijbe-844	419	14	)	)	PUNCT
aijbe-844	419	15	.	.	PUNCT
aijbe-844	420	1	does	do	AUX
aijbe-844	420	2	us	we	PRON
aijbe-844	420	3	economic	economic	ADJ
aijbe-844	420	4	policy	policy	NOUN
aijbe-844	420	5	uncertainty	uncertainty	NOUN
aijbe-844	420	6	matter	matter	NOUN
aijbe-844	420	7	for	for	ADP
aijbe-844	420	8	european	european	ADJ
aijbe-844	420	9	stock	stock	NOUN
aijbe-844	420	10	markets	market	NOUN
aijbe-844	420	11	volatility	volatility	NOUN
aijbe-844	420	12	?	?	PUNCT
aijbe-844	421	1	physica	physica	NOUN
aijbe-844	421	2	a	a	DET
aijbe-844	421	3	:	:	PUNCT
aijbe-844	421	4	statistical	statistical	ADJ
aijbe-844	421	5	mechanics	mechanic	NOUN
aijbe-844	421	6	and	and	CCONJ
aijbe-844	421	7	its	its	PRON
aijbe-844	421	8	applications	application	NOUN
aijbe-844	421	9	512:215	512:215	NOUN
aijbe-844	421	10	-	-	PUNCT
aijbe-844	421	11	221	221	NUM
aijbe-844	421	12	.	.	PUNCT
aijbe-844	422	1	mensi	mensi	PROPN
aijbe-844	422	2	w	w	PROPN
aijbe-844	422	3	,	,	PUNCT
aijbe-844	422	4	hammoudeh	hammoudeh	VERB
aijbe-844	422	5	s	s	PROPN
aijbe-844	422	6	,	,	PUNCT
aijbe-844	422	7	reboredo	reboredo	PROPN
aijbe-844	422	8	jc	jc	PROPN
aijbe-844	422	9	,	,	PUNCT
aijbe-844	422	10	nguyen	nguyen	NOUN
aijbe-844	422	11	dk	dk	X
aijbe-844	422	12	(	(	PUNCT
aijbe-844	422	13	2014	2014	NUM
aijbe-844	422	14	)	)	PUNCT
aijbe-844	422	15	.	.	PUNCT
aijbe-844	423	1	do	do	VERB
aijbe-844	423	2	global	global	ADJ
aijbe-844	423	3	factors	factor	NOUN
aijbe-844	423	4	impact	impact	VERB
aijbe-844	423	5	brics	bric	NOUN
aijbe-844	423	6	stock	stock	NOUN
aijbe-844	423	7	markets	market	NOUN
aijbe-844	423	8	?	?	PUNCT
aijbe-844	424	1	a	a	DET
aijbe-844	424	2	quantile	quantile	ADJ
aijbe-844	424	3	regression	regression	NOUN
aijbe-844	424	4	approach	approach	NOUN
aijbe-844	424	5	.	.	PUNCT
aijbe-844	425	1	emerging	emerge	VERB
aijbe-844	425	2	markets	market	NOUN
aijbe-844	425	3	review	review	VERB
aijbe-844	425	4	19:1	19:1	NUM
aijbe-844	425	5	-	-	SYM
aijbe-844	425	6	17	17	NUM
aijbe-844	425	7	.	.	PUNCT
aijbe-844	426	1	momin	momin	NOUN
aijbe-844	426	2	e	e	PROPN
aijbe-844	426	3	,	,	PUNCT
aijbe-844	426	4	masih	masih	PROPN
aijbe-844	426	5	m	m	VERB
aijbe-844	426	6	(	(	PUNCT
aijbe-844	426	7	2015	2015	NUM
aijbe-844	426	8	)	)	PUNCT
aijbe-844	426	9	.	.	PUNCT
aijbe-844	427	1	do	do	VERB
aijbe-844	427	2	us	we	PRON
aijbe-844	427	3	policy	policy	NOUN
aijbe-844	427	4	uncertainty	uncertainty	NOUN
aijbe-844	427	5	,	,	PUNCT
aijbe-844	427	6	leveraging	leverage	VERB
aijbe-844	427	7	costs	cost	NOUN
aijbe-844	427	8	and	and	CCONJ
aijbe-844	427	9	global	global	ADJ
aijbe-844	427	10	risk	risk	NOUN
aijbe-844	427	11	aversion	aversion	NOUN
aijbe-844	427	12	impact	impact	NOUN
aijbe-844	427	13	emerging	emerge	VERB
aijbe-844	427	14	market	market	NOUN
aijbe-844	427	15	equities	equity	NOUN
aijbe-844	427	16	?	?	PUNCT
aijbe-844	428	1	an	an	DET
aijbe-844	428	2	application	application	NOUN
aijbe-844	428	3	of	of	ADP
aijbe-844	428	4	bounds	bound	NOUN
aijbe-844	428	5	testing	test	VERB
aijbe-844	428	6	approach	approach	NOUN
aijbe-844	428	7	to	to	ADP
aijbe-844	428	8	the	the	DET
aijbe-844	428	9	brics	bric	NOUN
aijbe-844	428	10	available	available	ADJ
aijbe-844	428	11	at	at	ADP
aijbe-844	428	12	:	:	PUNCT
aijbe-844	428	13	https://mpra.ub.unimuenchen.de/65834/1/mpra_paper_65834.pdf/	https://mpra.ub.unimuenchen.de/65834/1/mpra_paper_65834.pdf/	NUM
aijbe-844	428	14	(	(	PUNCT
aijbe-844	428	15	accessed	access	VERB
aijbe-844	428	16	10	10	NUM
aijbe-844	428	17	february	february	NOUN
aijbe-844	428	18	2020	2020	NUM
aijbe-844	428	19	)	)	PUNCT
aijbe-844	428	20	.	.	PUNCT
aijbe-844	429	1	mthembu	mthembu	VERB
aijbe-844	429	2	p	p	X
aijbe-844	429	3	(	(	PUNCT
aijbe-844	429	4	2020	2020	NUM
aijbe-844	429	5	)	)	PUNCT
aijbe-844	429	6	.	.	PUNCT
aijbe-844	430	1	the	the	DET
aijbe-844	430	2	impact	impact	NOUN
aijbe-844	430	3	of	of	ADP
aijbe-844	430	4	covid-19	covid-19	PROPN
aijbe-844	430	5	in	in	ADP
aijbe-844	430	6	the	the	DET
aijbe-844	430	7	sadc	sadc	PROPN
aijbe-844	430	8	region	region	NOUN
aijbe-844	430	9	:	:	PUNCT
aijbe-844	430	10	building	build	VERB
aijbe-844	430	11	resilience	resilience	NOUN
aijbe-844	430	12	for	for	ADP
aijbe-844	430	13	future	future	ADJ
aijbe-844	430	14	pandemics	pandemic	NOUN
aijbe-844	430	15	.	.	PUNCT
aijbe-844	431	1	https://www.southsouthgalaxy.org/news/article-the-impact-of-covid-19-in-the-sadcregion-building-resilience-for-future-pandemics/	https://www.southsouthgalaxy.org/news/article-the-impact-of-covid-19-in-the-sadcregion-building-resilience-for-future-pandemics/	PROPN
aijbe-844	431	2	nomikos	nomikos	PROPN
aijbe-844	431	3	nk	nk	PROPN
aijbe-844	431	4	,	,	PUNCT
aijbe-844	431	5	pouliasis	pouliasis	NOUN
aijbe-844	431	6	pk	pk	NOUN
aijbe-844	431	7	(	(	PUNCT
aijbe-844	431	8	2011	2011	NUM
aijbe-844	431	9	)	)	PUNCT
aijbe-844	431	10	.	.	PUNCT
aijbe-844	432	1	forecasting	forecast	VERB
aijbe-844	432	2	petroleum	petroleum	NOUN
aijbe-844	432	3	futures	future	NOUN
aijbe-844	432	4	markets	market	VERB
aijbe-844	432	5	volatility	volatility	NOUN
aijbe-844	432	6	:	:	PUNCT
aijbe-844	432	7	the	the	DET
aijbe-844	432	8	role	role	NOUN
aijbe-844	432	9	of	of	ADP
aijbe-844	432	10	regimes	regime	NOUN
aijbe-844	432	11	and	and	CCONJ
aijbe-844	432	12	market	market	NOUN
aijbe-844	432	13	condition	condition	NOUN
aijbe-844	432	14	.	.	PUNCT
aijbe-844	433	1	energy	energy	NOUN
aijbe-844	433	2	economics	economic	NOUN
aijbe-844	433	3	33(2):321	33(2):321	NUM
aijbe-844	433	4	-	-	SYM
aijbe-844	433	5	337	337	NUM
aijbe-844	433	6	.	.	PUNCT
aijbe-844	434	1	ozoguz	ozoguz	ADJ
aijbe-844	434	2	a	a	PRON
aijbe-844	434	3	(	(	PUNCT
aijbe-844	434	4	2009	2009	NUM
aijbe-844	434	5	)	)	PUNCT
aijbe-844	434	6	.	.	PUNCT
aijbe-844	435	1	good	good	ADJ
aijbe-844	435	2	times	time	NOUN
aijbe-844	435	3	or	or	CCONJ
aijbe-844	435	4	bad	bad	ADJ
aijbe-844	435	5	times	time	NOUN
aijbe-844	435	6	?	?	PUNCT
aijbe-844	436	1	investors	investor	NOUN
aijbe-844	436	2	'	'	PART
aijbe-844	436	3	uncertainty	uncertainty	NOUN
aijbe-844	436	4	and	and	CCONJ
aijbe-844	436	5	stock	stock	NOUN
aijbe-844	436	6	returns	return	NOUN
aijbe-844	436	7	.	.	PUNCT
aijbe-844	437	1	the	the	DET
aijbe-844	437	2	review	review	NOUN
aijbe-844	437	3	of	of	ADP
aijbe-844	437	4	financial	financial	ADJ
aijbe-844	437	5	studies	study	NOUN
aijbe-844	437	6	22(11):4377	22(11):4377	NUM
aijbe-844	437	7	-	-	SYM
aijbe-844	437	8	4422	4422	NUM
aijbe-844	437	9	.	.	PUNCT
aijbe-844	438	1	pan	pan	PROPN
aijbe-844	438	2	z	z	PROPN
aijbe-844	438	3	,	,	PUNCT
aijbe-844	438	4	wang	wang	PROPN
aijbe-844	438	5	y	y	PROPN
aijbe-844	438	6	,	,	PUNCT
aijbe-844	438	7	wu	wu	PROPN
aijbe-844	438	8	c	c	PROPN
aijbe-844	438	9	,	,	PUNCT
aijbe-844	438	10	yin	yin	PROPN
aijbe-844	438	11	l	l	NOUN
aijbe-844	438	12	(	(	PUNCT
aijbe-844	438	13	2017	2017	NUM
aijbe-844	438	14	)	)	PUNCT
aijbe-844	438	15	.	.	PUNCT
aijbe-844	439	1	oil	oil	NOUN
aijbe-844	439	2	price	price	NOUN
aijbe-844	439	3	volatility	volatility	NOUN
aijbe-844	439	4	and	and	CCONJ
aijbe-844	439	5	macroeconomic	macroeconomic	ADJ
aijbe-844	439	6	fundamentals	fundamental	NOUN
aijbe-844	439	7	:	:	PUNCT
aijbe-844	439	8	a	a	DET
aijbe-844	439	9	regime	regime	NOUN
aijbe-844	439	10	switching	switch	VERB
aijbe-844	439	11	garch	garch	NOUN
aijbe-844	439	12	-	-	PUNCT
aijbe-844	439	13	midas	midas	PROPN
aijbe-844	439	14	model	model	PROPN
aijbe-844	439	15	.	.	PUNCT
aijbe-844	440	1	journal	journal	PROPN
aijbe-844	440	2	of	of	ADP
aijbe-844	440	3	empirical	empirical	ADJ
aijbe-844	440	4	finance	finance	NOUN
aijbe-844	440	5	43:130	43:130	NOUN
aijbe-844	440	6	-	-	SYM
aijbe-844	440	7	142	142	NUM
aijbe-844	440	8	.	.	PUNCT
aijbe-844	441	1	phan	phan	PROPN
aijbe-844	441	2	dhb	dhb	PROPN
aijbe-844	441	3	,	,	PUNCT
aijbe-844	441	4	sharma	sharma	PROPN
aijbe-844	441	5	ss	ss	PROPN
aijbe-844	441	6	,	,	PUNCT
aijbe-844	441	7	tran	tran	PROPN
aijbe-844	441	8	vt	vt	PROPN
aijbe-844	441	9	(	(	PUNCT
aijbe-844	441	10	2018	2018	NUM
aijbe-844	441	11	)	)	PUNCT
aijbe-844	441	12	.	.	PUNCT
aijbe-844	442	1	can	can	AUX
aijbe-844	442	2	economic	economic	ADJ
aijbe-844	442	3	policy	policy	NOUN
aijbe-844	442	4	uncertainty	uncertainty	NOUN
aijbe-844	442	5	predict	predict	VERB
aijbe-844	442	6	stock	stock	NOUN
aijbe-844	442	7	returns	return	NOUN
aijbe-844	442	8	?	?	PUNCT
aijbe-844	443	1	global	global	ADJ
aijbe-844	443	2	evidence	evidence	NOUN
aijbe-844	443	3	.	.	PUNCT
aijbe-844	444	1	journal	journal	NOUN
aijbe-844	444	2	of	of	ADP
aijbe-844	444	3	international	international	ADJ
aijbe-844	444	4	financial	financial	ADJ
aijbe-844	444	5	markets	market	NOUN
aijbe-844	444	6	,	,	PUNCT
aijbe-844	444	7	institutions	institution	NOUN
aijbe-844	444	8	and	and	CCONJ
aijbe-844	444	9	money	money	NOUN
aijbe-844	444	10	55:134	55:134	NUM
aijbe-844	444	11	-	-	SYM
aijbe-844	444	12	150	150	NUM
aijbe-844	444	13	.	.	PUNCT
aijbe-844	445	1	reboredo	reboredo	PROPN
aijbe-844	445	2	jc	jc	PROPN
aijbe-844	445	3	,	,	PUNCT
aijbe-844	445	4	naifar	naifar	ADJ
aijbe-844	445	5	n	n	CCONJ
aijbe-844	445	6	(	(	PUNCT
aijbe-844	445	7	2017	2017	NUM
aijbe-844	445	8	)	)	PUNCT
aijbe-844	445	9	.	.	PUNCT
aijbe-844	446	1	do	do	AUX
aijbe-844	446	2	islamic	islamic	ADJ
aijbe-844	446	3	bond	bond	NOUN
aijbe-844	446	4	(	(	PUNCT
aijbe-844	446	5	sukuk	sukuk	NOUN
aijbe-844	446	6	)	)	PUNCT
aijbe-844	446	7	prices	price	NOUN
aijbe-844	446	8	reflect	reflect	VERB
aijbe-844	446	9	financial	financial	ADJ
aijbe-844	446	10	and	and	CCONJ
aijbe-844	446	11	policy	policy	NOUN
aijbe-844	446	12	uncertainty	uncertainty	NOUN
aijbe-844	446	13	?	?	PUNCT
aijbe-844	447	1	a	a	DET
aijbe-844	447	2	quantile	quantile	ADJ
aijbe-844	447	3	regression	regression	NOUN
aijbe-844	447	4	approach	approach	NOUN
aijbe-844	447	5	.	.	PUNCT
aijbe-844	448	1	emerging	emerge	VERB
aijbe-844	448	2	markets	market	NOUN
aijbe-844	448	3	finance	finance	VERB
aijbe-844	448	4	and	and	CCONJ
aijbe-844	448	5	trade	trade	NOUN
aijbe-844	448	6	53(7):1535	53(7):1535	NUM
aijbe-844	448	7	-	-	SYM
aijbe-844	448	8	1546	1546	NUM
aijbe-844	448	9	.	.	PUNCT
aijbe-844	449	1	sadorsky	sadorsky	PROPN
aijbe-844	449	2	p	p	NOUN
aijbe-844	449	3	(	(	PUNCT
aijbe-844	449	4	2006	2006	NUM
aijbe-844	449	5	)	)	PUNCT
aijbe-844	449	6	.	.	PUNCT
aijbe-844	450	1	modelling	modelling	NOUN
aijbe-844	450	2	and	and	CCONJ
aijbe-844	450	3	forecasting	forecast	VERB
aijbe-844	450	4	petroleum	petroleum	NOUN
aijbe-844	450	5	futures	future	NOUN
aijbe-844	450	6	volatility	volatility	NOUN
aijbe-844	450	7	.	.	PUNCT
aijbe-844	451	1	energy	energy	NOUN
aijbe-844	451	2	energy	energy	NOUN
aijbe-844	451	3	economics	economic	NOUN
aijbe-844	451	4	28:467488	28:467488	NUM
aijbe-844	451	5	.	.	PUNCT
aijbe-844	452	1	salisu	salisu	PROPN
aijbe-844	452	2	a	a	PRON
aijbe-844	452	3	,	,	PUNCT
aijbe-844	452	4	gupta	gupta	PROPN
aijbe-844	452	5	r	r	NOUN
aijbe-844	452	6	(	(	PUNCT
aijbe-844	452	7	2021	2021	NUM
aijbe-844	452	8	)	)	PUNCT
aijbe-844	452	9	.	.	PUNCT
aijbe-844	453	1	oil	oil	NOUN
aijbe-844	453	2	shocks	shock	NOUN
aijbe-844	453	3	and	and	CCONJ
aijbe-844	453	4	stock	stock	NOUN
aijbe-844	453	5	market	market	NOUN
aijbe-844	453	6	volatility	volatility	NOUN
aijbe-844	453	7	of	of	ADP
aijbe-844	453	8	the	the	DET
aijbe-844	453	9	brics	bric	NOUN
aijbe-844	453	10	:	:	PUNCT
aijbe-844	453	11	a	a	DET
aijbe-844	453	12	garch	garch	NOUN
aijbe-844	453	13	-	-	PUNCT
aijbe-844	453	14	midas	midas	PROPN
aijbe-844	453	15	approach	approach	NOUN
aijbe-844	453	16	.	.	PUNCT
aijbe-844	454	1	global	global	ADJ
aijbe-844	454	2	finance	finance	PROPN
aijbe-844	454	3	journal	journal	PROPN
aijbe-844	454	4	,	,	PUNCT
aijbe-844	454	5	elsevier	elsevier	NOUN
aijbe-844	454	6	48(c	48(c	NUM
aijbe-844	454	7	)	)	PUNCT
aijbe-844	454	8	.	.	PUNCT
aijbe-844	455	1	sevi	sevi	PROPN
aijbe-844	455	2	b	b	PROPN
aijbe-844	455	3	(	(	PUNCT
aijbe-844	455	4	2014	2014	NUM
aijbe-844	455	5	)	)	PUNCT
aijbe-844	455	6	forecasting	forecast	VERB
aijbe-844	455	7	the	the	DET
aijbe-844	455	8	volatility	volatility	NOUN
aijbe-844	455	9	of	of	ADP
aijbe-844	455	10	crude	crude	ADJ
aijbe-844	455	11	oil	oil	NOUN
aijbe-844	455	12	futures	future	NOUN
aijbe-844	455	13	using	use	VERB
aijbe-844	455	14	intraday	intraday	PROPN
aijbe-844	455	15	data	datum	NOUN
aijbe-844	455	16	.	.	PUNCT
aijbe-844	456	1	european	european	PROPN
aijbe-844	456	2	journal	journal	PROPN
aijbe-844	456	3	of	of	ADP
aijbe-844	456	4	operational	operational	ADJ
aijbe-844	456	5	research	research	NOUN
aijbe-844	456	6	235(3):643659	235(3):643659	NUM
aijbe-844	456	7	.	.	PUNCT
aijbe-844	457	1	https://mpra.ub.uni-muenchen.de/65834/1/mpra_paper_65834.pdf/	https://mpra.ub.uni-muenchen.de/65834/1/mpra_paper_65834.pdf/	NOUN
aijbe-844	457	2	https://mpra.ub.uni-muenchen.de/65834/1/mpra_paper_65834.pdf/	https://mpra.ub.uni-muenchen.de/65834/1/mpra_paper_65834.pdf/	NOUN
aijbe-844	457	3	https://www.southsouthgalaxy.org/news/article-thedavid	https://www.southsouthgalaxy.org/news/article-thedavid	PROPN
aijbe-844	457	4	m.	m.	NOUN
aijbe-844	457	5	reynolds	reynolds	PROPN
aijbe-844	457	6	(	(	PUNCT
aijbe-844	457	7	2024	2024	NUM
aijbe-844	457	8	)	)	PUNCT
aijbe-844	457	9	32	32	NUM
aijbe-844	457	10	american	american	ADJ
aijbe-844	457	11	interdisciplinary	interdisciplinary	ADJ
aijbe-844	457	12	journal	journal	NOUN
aijbe-844	457	13	of	of	ADP
aijbe-844	457	14	business	business	NOUN
aijbe-844	457	15	and	and	CCONJ
aijbe-844	457	16	economics	economic	NOUN
aijbe-844	457	17	|	|	ADV
aijbe-844	457	18	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	457	19	sharif	sharif	PROPN
aijbe-844	457	20	a	a	X
aijbe-844	457	21	,	,	PUNCT
aijbe-844	457	22	aloui	aloui	ADV
aijbe-844	457	23	c	c	X
aijbe-844	457	24	,	,	PUNCT
aijbe-844	457	25	yarovaya	yarovaya	PROPN
aijbe-844	457	26	l	l	PROPN
aijbe-844	457	27	(	(	PUNCT
aijbe-844	457	28	2020	2020	NUM
aijbe-844	457	29	)	)	PUNCT
aijbe-844	457	30	.	.	PUNCT
aijbe-844	458	1	covid-19	covid-19	PROPN
aijbe-844	458	2	pandemic	pandemic	ADJ
aijbe-844	458	3	,	,	PUNCT
aijbe-844	458	4	oil	oil	NOUN
aijbe-844	458	5	prices	price	NOUN
aijbe-844	458	6	,	,	PUNCT
aijbe-844	458	7	stock	stock	NOUN
aijbe-844	458	8	market	market	NOUN
aijbe-844	458	9	,	,	PUNCT
aijbe-844	458	10	geopolitical	geopolitical	ADJ
aijbe-844	458	11	risk	risk	NOUN
aijbe-844	458	12	and	and	CCONJ
aijbe-844	458	13	policy	policy	NOUN
aijbe-844	458	14	uncertainty	uncertainty	NOUN
aijbe-844	458	15	nexus	nexus	NOUN
aijbe-844	458	16	in	in	ADP
aijbe-844	458	17	the	the	DET
aijbe-844	458	18	us	us	PROPN
aijbe-844	458	19	economy	economy	NOUN
aijbe-844	458	20	:	:	PUNCT
aijbe-844	458	21	fresh	fresh	ADJ
aijbe-844	458	22	evidence	evidence	NOUN
aijbe-844	458	23	from	from	ADP
aijbe-844	458	24	the	the	DET
aijbe-844	458	25	wavelet	wavelet	NOUN
aijbe-844	458	26	-	-	PUNCT
aijbe-844	458	27	based	base	VERB
aijbe-844	458	28	approach	approach	NOUN
aijbe-844	458	29	.	.	PUNCT
aijbe-844	459	1	international	international	ADJ
aijbe-844	459	2	review	review	NOUN
aijbe-844	459	3	of	of	ADP
aijbe-844	459	4	financial	financial	ADJ
aijbe-844	459	5	analysis	analysis	NOUN
aijbe-844	459	6	70:101496	70:101496	NOUN
aijbe-844	459	7	.	.	PUNCT
aijbe-844	460	1	sum	sum	NOUN
aijbe-844	460	2	v	v	NOUN
aijbe-844	460	3	(	(	PUNCT
aijbe-844	460	4	2012	2012	NUM
aijbe-844	460	5	)	)	PUNCT
aijbe-844	460	6	.	.	PUNCT
aijbe-844	461	1	economic	economic	ADJ
aijbe-844	461	2	policy	policy	NOUN
aijbe-844	461	3	uncertainty	uncertainty	NOUN
aijbe-844	461	4	and	and	CCONJ
aijbe-844	461	5	stock	stock	NOUN
aijbe-844	461	6	market	market	NOUN
aijbe-844	461	7	performance	performance	NOUN
aijbe-844	461	8	:	:	PUNCT
aijbe-844	461	9	evidence	evidence	NOUN
aijbe-844	461	10	from	from	ADP
aijbe-844	461	11	the	the	DET
aijbe-844	461	12	european	european	PROPN
aijbe-844	461	13	union	union	PROPN
aijbe-844	461	14	,	,	PUNCT
aijbe-844	461	15	croatia	croatia	PROPN
aijbe-844	461	16	,	,	PUNCT
aijbe-844	461	17	norway	norway	PROPN
aijbe-844	461	18	,	,	PUNCT
aijbe-844	461	19	russia	russia	PROPN
aijbe-844	461	20	,	,	PUNCT
aijbe-844	461	21	switzerland	switzerland	PROPN
aijbe-844	461	22	,	,	PUNCT
aijbe-844	461	23	turkey	turkey	NOUN
aijbe-844	461	24	and	and	CCONJ
aijbe-844	461	25	ukraine	ukraine	PROPN
aijbe-844	461	26	.	.	PUNCT
aijbe-844	462	1	journal	journal	PROPN
aijbe-844	462	2	of	of	ADP
aijbe-844	462	3	money	money	NOUN
aijbe-844	462	4	,	,	PUNCT
aijbe-844	462	5	investment	investment	NOUN
aijbe-844	462	6	and	and	CCONJ
aijbe-844	462	7	banking	banking	NOUN
aijbe-844	462	8	25:99	25:99	NUM
aijbe-844	462	9	-	-	SYM
aijbe-844	462	10	104	104	NUM
aijbe-844	462	11	.	.	PUNCT
aijbe-844	463	1	tabak	tabak	PROPN
aijbe-844	463	2	bm	bm	PROPN
aijbe-844	463	3	,	,	PUNCT
aijbe-844	463	4	cajueiro	cajueiro	PROPN
aijbe-844	463	5	do	do	AUX
aijbe-844	463	6	(	(	PUNCT
aijbe-844	463	7	2007	2007	NUM
aijbe-844	463	8	)	)	PUNCT
aijbe-844	463	9	.	.	PUNCT
aijbe-844	463	10	are	be	AUX
aijbe-844	463	11	the	the	DET
aijbe-844	463	12	crude	crude	ADJ
aijbe-844	463	13	oil	oil	NOUN
aijbe-844	463	14	markets	market	NOUN
aijbe-844	463	15	becoming	become	VERB
aijbe-844	463	16	weakly	weakly	ADV
aijbe-844	463	17	efficient	efficient	ADJ
aijbe-844	463	18	over	over	ADP
aijbe-844	463	19	time	time	NOUN
aijbe-844	463	20	?	?	PUNCT
aijbe-844	464	1	a	a	DET
aijbe-844	464	2	test	test	NOUN
aijbe-844	464	3	for	for	ADP
aijbe-844	464	4	timevarying	timevarye	VERB
aijbe-844	464	5	long	long	ADJ
aijbe-844	464	6	-	-	PUNCT
aijbe-844	464	7	range	range	NOUN
aijbe-844	464	8	dependence	dependence	NOUN
aijbe-844	464	9	in	in	ADP
aijbe-844	464	10	prices	price	NOUN
aijbe-844	464	11	and	and	CCONJ
aijbe-844	464	12	volatility	volatility	NOUN
aijbe-844	464	13	.	.	PUNCT
aijbe-844	465	1	energy	energy	NOUN
aijbe-844	465	2	economics	economics	PROPN
aijbe-844	465	3	29(1):28	29(1):28	PROPN
aijbe-844	465	4	-	-	SYM
aijbe-844	465	5	36	36	NUM
aijbe-844	465	6	.	.	PUNCT
aijbe-844	466	1	wang	wang	PROPN
aijbe-844	466	2	x	x	PROPN
aijbe-844	466	3	,	,	PUNCT
aijbe-844	466	4	luo	luo	PROPN
aijbe-844	466	5	y	y	PROPN
aijbe-844	466	6	,	,	PUNCT
aijbe-844	466	7	wang	wang	PROPN
aijbe-844	466	8	z	z	PROPN
aijbe-844	466	9	,	,	PUNCT
aijbe-844	466	10	xu	xu	PROPN
aijbe-844	466	11	y	y	PROPN
aijbe-844	466	12	,	,	PUNCT
aijbe-844	466	13	wu	wu	PROPN
aijbe-844	466	14	c	c	PROPN
aijbe-844	466	15	(	(	PUNCT
aijbe-844	466	16	2021	2021	NUM
aijbe-844	466	17	)	)	PUNCT
aijbe-844	466	18	.	.	PUNCT
aijbe-844	467	1	the	the	DET
aijbe-844	467	2	impact	impact	NOUN
aijbe-844	467	3	of	of	ADP
aijbe-844	467	4	economic	economic	ADJ
aijbe-844	467	5	policy	policy	NOUN
aijbe-844	467	6	uncertainty	uncertainty	NOUN
aijbe-844	467	7	on	on	ADP
aijbe-844	467	8	volatility	volatility	NOUN
aijbe-844	467	9	of	of	ADP
aijbe-844	467	10	china	china	PROPN
aijbe-844	467	11	’s	’s	PART
aijbe-844	467	12	financial	financial	ADJ
aijbe-844	467	13	stocks	stock	NOUN
aijbe-844	467	14	:	:	PUNCT
aijbe-844	467	15	an	an	DET
aijbe-844	467	16	empirical	empirical	ADJ
aijbe-844	467	17	analysis	analysis	NOUN
aijbe-844	467	18	.	.	PUNCT
aijbe-844	468	1	finance	finance	NOUN
aijbe-844	468	2	research	research	NOUN
aijbe-844	468	3	letters	letter	NOUN
aijbe-844	468	4	39:101650	39:101650	PROPN
aijbe-844	468	5	.	.	PUNCT
aijbe-844	469	1	wang	wang	PROPN
aijbe-844	469	2	y	y	PROPN
aijbe-844	469	3	,	,	PUNCT
aijbe-844	469	4	liu	liu	PROPN
aijbe-844	469	5	l	l	PROPN
aijbe-844	469	6	(	(	PUNCT
aijbe-844	469	7	2010	2010	NUM
aijbe-844	469	8	)	)	PUNCT
aijbe-844	469	9	.	.	PUNCT
aijbe-844	469	10	is	be	AUX
aijbe-844	469	11	wti	wti	PROPN
aijbe-844	469	12	crude	crude	ADJ
aijbe-844	469	13	oil	oil	NOUN
aijbe-844	469	14	market	market	NOUN
aijbe-844	469	15	becoming	become	VERB
aijbe-844	469	16	weakly	weakly	ADV
aijbe-844	469	17	efficient	efficient	ADJ
aijbe-844	469	18	over	over	ADP
aijbe-844	469	19	time	time	NOUN
aijbe-844	469	20	?	?	PUNCT
aijbe-844	470	1	new	new	ADJ
aijbe-844	470	2	evidence	evidence	NOUN
aijbe-844	470	3	from	from	ADP
aijbe-844	470	4	multiscale	multiscale	ADJ
aijbe-844	470	5	analysis	analysis	NOUN
aijbe-844	470	6	based	base	VERB
aijbe-844	470	7	on	on	ADP
aijbe-844	470	8	detrended	detrende	VERB
aijbe-844	470	9	fluctuation	fluctuation	NOUN
aijbe-844	470	10	analysis	analysis	NOUN
aijbe-844	470	11	.	.	PUNCT
aijbe-844	471	1	energy	energy	NOUN
aijbe-844	471	2	economics	economic	NOUN
aijbe-844	471	3	32(5):987	32(5):987	NUM
aijbe-844	471	4	-	-	SYM
aijbe-844	471	5	992	992	NUM
aijbe-844	471	6	.	.	PUNCT
aijbe-844	472	1	wang	wang	PROPN
aijbe-844	472	2	y	y	PROPN
aijbe-844	472	3	,	,	PUNCT
aijbe-844	472	4	wu	wu	PROPN
aijbe-844	472	5	c	c	PROPN
aijbe-844	472	6	(	(	PUNCT
aijbe-844	472	7	2012	2012	NUM
aijbe-844	472	8	)	)	PUNCT
aijbe-844	472	9	.	.	PUNCT
aijbe-844	473	1	forecasting	forecast	VERB
aijbe-844	473	2	energy	energy	NOUN
aijbe-844	473	3	market	market	NOUN
aijbe-844	473	4	volatility	volatility	NOUN
aijbe-844	473	5	using	use	VERB
aijbe-844	473	6	garch	garch	NOUN
aijbe-844	473	7	models	model	NOUN
aijbe-844	473	8	:	:	PUNCT
aijbe-844	473	9	can	can	AUX
aijbe-844	473	10	multivariate	multivariate	VERB
aijbe-844	473	11	models	model	NOUN
aijbe-844	473	12	beat	beat	VERB
aijbe-844	473	13	univariate	univariate	ADJ
aijbe-844	473	14	models	model	NOUN
aijbe-844	473	15	?	?	PUNCT
aijbe-844	474	1	energy	energy	NOUN
aijbe-844	474	2	economics	economic	NOUN
aijbe-844	474	3	34(6):2167	34(6):2167	NUM
aijbe-844	474	4	-	-	SYM
aijbe-844	474	5	2181	2181	NUM
aijbe-844	474	6	.	.	PUNCT
aijbe-844	475	1	wang	wang	PROPN
aijbe-844	475	2	y	y	PROPN
aijbe-844	475	3	,	,	PUNCT
aijbe-844	475	4	wu	wu	PROPN
aijbe-844	475	5	c	c	PROPN
aijbe-844	475	6	,	,	PUNCT
aijbe-844	475	7	yang	yang	PROPN
aijbe-844	475	8	l	l	PROPN
aijbe-844	475	9	(	(	PUNCT
aijbe-844	475	10	2016	2016	NUM
aijbe-844	475	11	)	)	PUNCT
aijbe-844	475	12	.	.	PUNCT
aijbe-844	476	1	forecasting	forecast	VERB
aijbe-844	476	2	crude	crude	ADJ
aijbe-844	476	3	oil	oil	NOUN
aijbe-844	476	4	market	market	NOUN
aijbe-844	476	5	volatility	volatility	NOUN
aijbe-844	476	6	:	:	PUNCT
aijbe-844	476	7	a	a	DET
aijbe-844	476	8	markov	markov	NOUN
aijbe-844	476	9	switching	switch	VERB
aijbe-844	476	10	multifractal	multifractal	ADJ
aijbe-844	476	11	volatility	volatility	NOUN
aijbe-844	476	12	approach	approach	NOUN
aijbe-844	476	13	.	.	PUNCT
aijbe-844	477	1	international	international	ADJ
aijbe-844	477	2	journal	journal	NOUN
aijbe-844	477	3	of	of	ADP
aijbe-844	477	4	forecasting	forecast	VERB
aijbe-844	477	5	32(1):1	32(1):1	PROPN
aijbe-844	477	6	-	-	SYM
aijbe-844	477	7	9	9	NUM
aijbe-844	477	8	.	.	PUNCT
aijbe-844	478	1	wu	wu	PROPN
aijbe-844	478	2	tp	tp	PROPN
aijbe-844	478	3	,	,	PUNCT
aijbe-844	478	4	liu	liu	PROPN
aijbe-844	478	5	sb	sb	PROPN
aijbe-844	478	6	,	,	PUNCT
aijbe-844	478	7	hsueh	hsueh	PROPN
aijbe-844	478	8	sj	sj	PROPN
aijbe-844	478	9	(	(	PUNCT
aijbe-844	478	10	2016	2016	NUM
aijbe-844	478	11	)	)	PUNCT
aijbe-844	478	12	.	.	PUNCT
aijbe-844	479	1	the	the	DET
aijbe-844	479	2	causal	causal	ADJ
aijbe-844	479	3	relationship	relationship	NOUN
aijbe-844	479	4	between	between	ADP
aijbe-844	479	5	economic	economic	ADJ
aijbe-844	479	6	policy	policy	NOUN
aijbe-844	479	7	uncertainty	uncertainty	NOUN
aijbe-844	479	8	and	and	CCONJ
aijbe-844	479	9	stock	stock	NOUN
aijbe-844	479	10	market	market	NOUN
aijbe-844	479	11	:	:	PUNCT
aijbe-844	479	12	a	a	DET
aijbe-844	479	13	panel	panel	NOUN
aijbe-844	479	14	data	data	VERB
aijbe-844	479	15	analysis	analysis	NOUN
aijbe-844	479	16	.	.	PUNCT
aijbe-844	480	1	international	international	ADJ
aijbe-844	480	2	economic	economic	ADJ
aijbe-844	480	3	journal	journal	NOUN
aijbe-844	480	4	30(1):109	30(1):109	PROPN
aijbe-844	480	5	-	-	SYM
aijbe-844	480	6	122	122	NUM
aijbe-844	480	7	.	.	PUNCT
aijbe-844	481	1	wu	wu	PROPN
aijbe-844	481	2	c	c	PROPN
aijbe-844	481	3	,	,	PUNCT
aijbe-844	481	4	che	che	PROPN
aijbe-844	481	5	h	h	PROPN
aijbe-844	481	6	,	,	PUNCT
aijbe-844	481	7	chan	chan	PROPN
aijbe-844	481	8	ty	ty	PRON
aijbe-844	481	9	,	,	PUNCT
aijbe-844	481	10	lu	lu	PROPN
aijbe-844	481	11	x	x	X
aijbe-844	481	12	(	(	PUNCT
aijbe-844	481	13	2015	2015	NUM
aijbe-844	481	14	)	)	PUNCT
aijbe-844	481	15	.	.	PUNCT
aijbe-844	482	1	the	the	DET
aijbe-844	482	2	economic	economic	ADJ
aijbe-844	482	3	value	value	NOUN
aijbe-844	482	4	of	of	ADP
aijbe-844	482	5	online	online	ADJ
aijbe-844	482	6	reviews	review	NOUN
aijbe-844	482	7	,	,	PUNCT
aijbe-844	482	8	marketing	marketing	NOUN
aijbe-844	482	9	science	science	NOUN
aijbe-844	482	10	34(5):739754	34(5):739754	NUM
aijbe-844	482	11	.	.	PUNCT
aijbe-844	482	12	xiong	xiong	PROPN
aijbe-844	483	1	x	x	PROPN
aijbe-844	483	2	,	,	PUNCT
aijbe-844	483	3	bian	bian	PROPN
aijbe-844	483	4	y	y	PROPN
aijbe-844	483	5	,	,	PUNCT
aijbe-844	483	6	shen	shen	PROPN
aijbe-844	484	1	d	d	X
aijbe-844	484	2	(	(	PUNCT
aijbe-844	484	3	2018	2018	NUM
aijbe-844	484	4	)	)	PUNCT
aijbe-844	484	5	.	.	PUNCT
aijbe-844	485	1	the	the	DET
aijbe-844	485	2	time	time	NOUN
aijbe-844	485	3	-	-	PUNCT
aijbe-844	485	4	varying	vary	VERB
aijbe-844	485	5	correlation	correlation	NOUN
aijbe-844	485	6	between	between	ADP
aijbe-844	485	7	policy	policy	NOUN
aijbe-844	485	8	uncertainty	uncertainty	NOUN
aijbe-844	485	9	and	and	CCONJ
aijbe-844	485	10	stock	stock	NOUN
aijbe-844	485	11	returns	return	NOUN
aijbe-844	485	12	:	:	PUNCT
aijbe-844	485	13	evidence	evidence	NOUN
aijbe-844	485	14	from	from	ADP
aijbe-844	485	15	china	china	PROPN
aijbe-844	485	16	.	.	PUNCT
aijbe-844	486	1	physica	physica	PROPN
aijbe-844	486	2	a	a	DET
aijbe-844	486	3	:	:	PUNCT
aijbe-844	486	4	statistical	statistical	ADJ
aijbe-844	486	5	mechanics	mechanic	NOUN
aijbe-844	486	6	and	and	CCONJ
aijbe-844	486	7	its	its	PRON
aijbe-844	486	8	applications	application	NOUN
aijbe-844	486	9	499:413	499:413	NOUN
aijbe-844	486	10	-	-	SYM
aijbe-844	486	11	419	419	NUM
aijbe-844	486	12	.	.	PUNCT
aijbe-844	487	1	yang	yang	PROPN
aijbe-844	487	2	j	j	PROPN
aijbe-844	487	3	,	,	PUNCT
aijbe-844	487	4	yang	yang	PROPN
aijbe-844	487	5	c	c	PROPN
aijbe-844	487	6	(	(	PUNCT
aijbe-844	487	7	2021	2021	NUM
aijbe-844	487	8	)	)	PUNCT
aijbe-844	487	9	.	.	PUNCT
aijbe-844	488	1	economic	economic	ADJ
aijbe-844	488	2	policy	policy	NOUN
aijbe-844	488	3	uncertainty	uncertainty	NOUN
aijbe-844	488	4	,	,	PUNCT
aijbe-844	488	5	covid-19	covid-19	PROPN
aijbe-844	488	6	lockdown	lockdown	NOUN
aijbe-844	488	7	,	,	PUNCT
aijbe-844	488	8	and	and	CCONJ
aijbe-844	488	9	firm	firm	ADJ
aijbe-844	488	10	-	-	PUNCT
aijbe-844	488	11	level	level	NOUN
aijbe-844	488	12	volatility	volatility	NOUN
aijbe-844	488	13	:	:	PUNCT
aijbe-844	488	14	evidence	evidence	NOUN
aijbe-844	488	15	from	from	ADP
aijbe-844	488	16	china	china	PROPN
aijbe-844	488	17	.	.	PUNCT
aijbe-844	489	1	pacific	pacific	ADJ
aijbe-844	489	2	-	-	PUNCT
aijbe-844	489	3	basin	basin	NOUN
aijbe-844	489	4	finance	finance	NOUN
aijbe-844	489	5	journal	journal	NOUN
aijbe-844	489	6	68:101597	68:101597	NUM
aijbe-844	489	7	.	.	PUNCT
aijbe-844	490	1	youssef	youssef	PROPN
aijbe-844	490	2	m	m	PROPN
aijbe-844	490	3	,	,	PUNCT
aijbe-844	490	4	mokni	mokni	PROPN
aijbe-844	490	5	k	k	PROPN
aijbe-844	490	6	,	,	PUNCT
aijbe-844	490	7	ajmi	ajmi	VERB
aijbe-844	490	8	an	an	DET
aijbe-844	490	9	(	(	PUNCT
aijbe-844	490	10	2021	2021	NUM
aijbe-844	490	11	)	)	PUNCT
aijbe-844	490	12	.	.	PUNCT
aijbe-844	491	1	dynamic	dynamic	ADJ
aijbe-844	491	2	connectedness	connectedness	NOUN
aijbe-844	491	3	between	between	ADP
aijbe-844	491	4	stock	stock	NOUN
aijbe-844	491	5	markets	market	NOUN
aijbe-844	491	6	in	in	ADP
aijbe-844	491	7	the	the	DET
aijbe-844	491	8	presence	presence	NOUN
aijbe-844	491	9	of	of	ADP
aijbe-844	491	10	the	the	DET
aijbe-844	491	11	covid-19	covid-19	PROPN
aijbe-844	491	12	pandemic	pandemic	NOUN
aijbe-844	491	13	:	:	PUNCT
aijbe-844	491	14	does	do	AUX
aijbe-844	491	15	economic	economic	ADJ
aijbe-844	491	16	policy	policy	NOUN
aijbe-844	491	17	uncertainty	uncertainty	NOUN
aijbe-844	491	18	matter	matter	NOUN
aijbe-844	491	19	?	?	PUNCT
aijbe-844	492	1	financial	financial	ADJ
aijbe-844	492	2	innovation	innovation	NOUN
aijbe-844	492	3	7(1):1	7(1):1	NOUN
aijbe-844	492	4	-	-	SYM
aijbe-844	492	5	27	27	NUM
aijbe-844	492	6	.	.	PUNCT
aijbe-844	493	1	yu	yu	PROPN
aijbe-844	493	2	h	h	PROPN
aijbe-844	493	3	,	,	PUNCT
aijbe-844	493	4	fang	fang	PROPN
aijbe-844	493	5	l	l	PROPN
aijbe-844	493	6	,	,	PUNCT
aijbe-844	493	7	sun	sun	PROPN
aijbe-844	493	8	w	w	PROPN
aijbe-844	493	9	(	(	PUNCT
aijbe-844	493	10	2018	2018	NUM
aijbe-844	493	11	)	)	PUNCT
aijbe-844	493	12	.	.	PUNCT
aijbe-844	494	1	forecasting	forecasting	NOUN
aijbe-844	494	2	performance	performance	NOUN
aijbe-844	494	3	of	of	ADP
aijbe-844	494	4	global	global	ADJ
aijbe-844	494	5	economic	economic	ADJ
aijbe-844	494	6	policy	policy	NOUN
aijbe-844	494	7	uncertainty	uncertainty	NOUN
aijbe-844	494	8	for	for	ADP
aijbe-844	494	9	volatility	volatility	NOUN
aijbe-844	494	10	of	of	ADP
aijbe-844	494	11	chinese	chinese	ADJ
aijbe-844	494	12	stock	stock	NOUN
aijbe-844	494	13	market	market	NOUN
aijbe-844	494	14	.	.	PUNCT
aijbe-844	495	1	physica	physica	VERB
aijbe-844	495	2	a	a	DET
aijbe-844	495	3	:	:	PUNCT
aijbe-844	495	4	statistical	statistical	ADJ
aijbe-844	495	5	mechanics	mechanic	NOUN
aijbe-844	495	6	and	and	CCONJ
aijbe-844	495	7	its	its	PRON
aijbe-844	495	8	applications	application	NOUN
aijbe-844	495	9	505:931	505:931	ADJ
aijbe-844	495	10	-	-	PUNCT
aijbe-844	495	11	940	940	NUM
aijbe-844	495	12	.	.	PUNCT
aijbe-844	496	1	yu	yu	PROPN
aijbe-844	496	2	x	x	PROPN
aijbe-844	496	3	,	,	PUNCT
aijbe-844	496	4	huang	huang	PROPN
aijbe-844	496	5	y	y	PROPN
aijbe-844	496	6	(	(	PUNCT
aijbe-844	496	7	2021	2021	NUM
aijbe-844	496	8	)	)	PUNCT
aijbe-844	496	9	.	.	PUNCT
aijbe-844	497	1	the	the	DET
aijbe-844	497	2	impact	impact	NOUN
aijbe-844	497	3	of	of	ADP
aijbe-844	497	4	economic	economic	ADJ
aijbe-844	497	5	policy	policy	NOUN
aijbe-844	497	6	uncertainty	uncertainty	NOUN
aijbe-844	497	7	on	on	ADP
aijbe-844	497	8	stock	stock	NOUN
aijbe-844	497	9	volatility	volatility	NOUN
aijbe-844	497	10	:	:	PUNCT
aijbe-844	497	11	evidence	evidence	NOUN
aijbe-844	497	12	from	from	ADP
aijbe-844	497	13	garch	garch	NOUN
aijbe-844	497	14	–	–	PUNCT
aijbe-844	497	15	midas	midas	PROPN
aijbe-844	497	16	approach	approach	NOUN
aijbe-844	497	17	.	.	PUNCT
aijbe-844	498	1	physica	physica	PROPN
aijbe-844	498	2	a	a	DET
aijbe-844	498	3	:	:	PUNCT
aijbe-844	498	4	statistical	statistical	ADJ
aijbe-844	498	5	mechanics	mechanic	NOUN
aijbe-844	498	6	and	and	CCONJ
aijbe-844	498	7	its	its	PRON
aijbe-844	498	8	applications	application	NOUN
aijbe-844	498	9	570:125794	570:125794	PROPN
aijbe-844	498	10	.	.	PUNCT
aijbe-844	499	1	david	david	PROPN
aijbe-844	499	2	m.	m.	PROPN
aijbe-844	499	3	reynolds	reynolds	PROPN
aijbe-844	499	4	(	(	PUNCT
aijbe-844	499	5	2024	2024	NUM
aijbe-844	499	6	)	)	PUNCT
aijbe-844	499	7	33	33	NUM
aijbe-844	499	8	american	american	ADJ
aijbe-844	499	9	interdisciplinary	interdisciplinary	ADJ
aijbe-844	499	10	journal	journal	NOUN
aijbe-844	499	11	of	of	ADP
aijbe-844	499	12	business	business	NOUN
aijbe-844	499	13	and	and	CCONJ
aijbe-844	499	14	economics	economic	NOUN
aijbe-844	499	15	|	|	ADV
aijbe-844	499	16	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	499	17	yu	yu	PROPN
aijbe-844	499	18	x	x	PROPN
aijbe-844	499	19	,	,	PUNCT
aijbe-844	499	20	huang	huang	PROPN
aijbe-844	499	21	y	y	PROPN
aijbe-844	499	22	,	,	PUNCT
aijbe-844	499	23	xiao	xiao	PROPN
aijbe-844	499	24	k	k	X
aijbe-844	499	25	(	(	PUNCT
aijbe-844	499	26	2021	2021	NUM
aijbe-844	499	27	)	)	PUNCT
aijbe-844	499	28	.	.	PUNCT
aijbe-844	500	1	global	global	ADJ
aijbe-844	500	2	economic	economic	ADJ
aijbe-844	500	3	policy	policy	NOUN
aijbe-844	500	4	uncertainty	uncertainty	NOUN
aijbe-844	500	5	and	and	CCONJ
aijbe-844	500	6	stock	stock	NOUN
aijbe-844	500	7	volatility	volatility	NOUN
aijbe-844	500	8	:	:	PUNCT
aijbe-844	500	9	evidence	evidence	NOUN
aijbe-844	500	10	from	from	ADP
aijbe-844	500	11	emerging	emerge	VERB
aijbe-844	500	12	economies	economy	NOUN
aijbe-844	500	13	.	.	PUNCT
aijbe-844	501	1	journal	journal	NOUN
aijbe-844	501	2	of	of	ADP
aijbe-844	501	3	applied	apply	VERB
aijbe-844	501	4	economics	economic	NOUN
aijbe-844	501	5	24(1):416	24(1):416	PROPN
aijbe-844	501	6	-	-	SYM
aijbe-844	501	7	440	440	NUM
aijbe-844	501	8	.	.	PUNCT
aijbe-844	502	1	appendix	appendix	NOUN
aijbe-844	502	2	figures	figure	NOUN
aijbe-844	502	3	mauritius	mauritius	ADJ
aijbe-844	502	4	figure	figure	NOUN
aijbe-844	502	5	2	2	NUM
aijbe-844	502	6	.	.	PUNCT
aijbe-844	503	1	garch	garch	PROPN
aijbe-844	503	2	midas	midas	PROPN
aijbe-844	503	3	rv+gepu	rv+gepu	PROPN
aijbe-844	503	4	garch	garch	PROPN
aijbe-844	503	5	midas	midas	PROPN
aijbe-844	503	6	rv	rv	PROPN
aijbe-844	504	1	+	+	CCONJ
aijbe-844	504	2	oil	oil	NOUN
aijbe-844	504	3	consumption	consumption	NOUN
aijbe-844	504	4	shock	shock	NOUN
aijbe-844	504	5	.	.	PUNCT
aijbe-844	505	1	david	david	PROPN
aijbe-844	505	2	m.	m.	PROPN
aijbe-844	505	3	reynolds	reynolds	PROPN
aijbe-844	505	4	(	(	PUNCT
aijbe-844	505	5	2024	2024	NUM
aijbe-844	505	6	)	)	PUNCT
aijbe-844	505	7	34	34	NUM
aijbe-844	505	8	american	american	ADJ
aijbe-844	505	9	interdisciplinary	interdisciplinary	PROPN
aijbe-844	505	10	journal	journal	NOUN
aijbe-844	505	11	of	of	ADP
aijbe-844	505	12	business	business	NOUN
aijbe-844	505	13	and	and	CCONJ
aijbe-844	505	14	economics	economic	NOUN
aijbe-844	505	15	|	|	ADV
aijbe-844	505	16	https://sadijournals.org/index.php/aijbe	https://sadijournals.org/index.php/aijbe	VERB
aijbe-844	505	17	botswana	botswana	PROPN
aijbe-844	505	18	figure	figure	NOUN
aijbe-844	505	19	3	3	NUM
aijbe-844	505	20	.	.	PUNCT
aijbe-844	505	21	garch	garch	PROPN
aijbe-844	505	22	midas	midas	PROPN
aijbe-844	505	23	rv+gepu	rv+gepu	PROPN
aijbe-844	505	24	garch	garch	PROPN
aijbe-844	505	25	midas	midas	PROPN
aijbe-844	505	26	rv	rv	PROPN
aijbe-844	506	1	+	+	CCONJ
aijbe-844	506	2	oil	oil	NOUN
aijbe-844	506	3	consumptio	consumptio	NOUN
aijbe-844	506	4	n	n	PRON
aijbe-844	506	5	shock	shock	NOUN
aijbe-844	506	6	.	.	PUNCT