id	sid	tid	token	lemma	pos
arjefm-64	1	1	american	american	PROPN
arjefm-64	1	2	research	research	PROPN
arjefm-64	1	3	journal	journal	PROPN
arjefm-64	1	4	of	of	ADP
arjefm-64	1	5	economics	economic	NOUN
arjefm-64	1	6	,	,	PUNCT
arjefm-64	1	7	finance	finance	NOUN
arjefm-64	1	8	and	and	CCONJ
arjefm-64	1	9	management	management	NOUN
arjefm-64	1	10	volume	volume	NOUN
arjefm-64	1	11	12	12	NUM
arjefm-64	1	12	issue	issue	NOUN
arjefm-64	1	13	1	1	NUM
arjefm-64	1	14	,	,	PUNCT
arjefm-64	1	15	january	january	PROPN
arjefm-64	1	16	-	-	PUNCT
arjefm-64	1	17	february	february	PROPN
arjefm-64	1	18	2024	2024	NUM
arjefm-64	1	19	issn	issn	NOUN
arjefm-64	1	20	:	:	PUNCT
arjefm-64	1	21	2836	2836	NUM
arjefm-64	1	22	-	-	SYM
arjefm-64	1	23	9416	9416	NUM
arjefm-64	1	24	impact	impact	NOUN
arjefm-64	1	25	factor	factor	NOUN
arjefm-64	1	26	:	:	PUNCT
arjefm-64	1	27	5.57	5.57	NUM
arjefm-64	1	28	journal	journal	NOUN
arjefm-64	1	29	homepage	homepage	NOUN
arjefm-64	1	30	:	:	PUNCT
arjefm-64	1	31	https://	https://	PROPN
arjefm-64	1	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	1	33	,	,	PUNCT
arjefm-64	1	34	email	email	NOUN
arjefm-64	1	35	:	:	PUNCT
arjefm-64	1	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	1	37	official	official	ADJ
arjefm-64	1	38	journal	journal	PROPN
arjefm-64	1	39	of	of	ADP
arjefm-64	1	40	america	america	PROPN
arjefm-64	1	41	serial	serial	PROPN
arjefm-64	1	42	publication	publication	NOUN
arjefm-64	1	43	american	american	PROPN
arjefm-64	1	44	research	research	PROPN
arjefm-64	1	45	journal	journal	PROPN
arjefm-64	1	46	of	of	ADP
arjefm-64	1	47	economics	economic	NOUN
arjefm-64	1	48	,	,	PUNCT
arjefm-64	1	49	finance	finance	NOUN
arjefm-64	1	50	and	and	CCONJ
arjefm-64	1	51	management	management	NOUN
arjefm-64	1	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	1	53	,	,	PUNCT
arjefm-64	1	54	email	email	NOUN
arjefm-64	1	55	:	:	PUNCT
arjefm-64	1	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	1	57	23	23	NUM
arjefm-64	2	1	|	|	ADV
arjefm-64	2	2	p	p	X
arjefm-64	2	3	a	a	DET
arjefm-64	2	4	g	g	NOUN
arjefm-64	2	5	e	e	NOUN
arjefm-64	2	6	market	market	NOUN
arjefm-64	2	7	resilience	resilience	NOUN
arjefm-64	2	8	:	:	PUNCT
arjefm-64	2	9	a	a	DET
arjefm-64	2	10	garch	garch	NOUN
arjefm-64	2	11	-	-	PUNCT
arjefm-64	2	12	midas	midas	PROPN
arjefm-64	2	13	exploration	exploration	NOUN
arjefm-64	2	14	of	of	ADP
arjefm-64	2	15	global	global	ADJ
arjefm-64	2	16	economic	economic	ADJ
arjefm-64	2	17	policy	policy	NOUN
arjefm-64	2	18	uncertainty	uncertainty	NOUN
arjefm-64	2	19	and	and	CCONJ
arjefm-64	2	20	oil	oil	NOUN
arjefm-64	2	21	shocks	shock	NOUN
arjefm-64	2	22	in	in	ADP
arjefm-64	2	23	sadc	sadc	PROPN
arjefm-64	2	24	1ibrahim	1ibrahim	NUM
arjefm-64	2	25	sory	sory	ADJ
arjefm-64	2	26	konaté	konaté	NOUN
arjefm-64	2	27	,	,	PUNCT
arjefm-64	2	28	2fatoumata	2fatoumata	NUM
arjefm-64	2	29	binta	binta	NOUN
arjefm-64	2	30	diop	diop	PROPN
arjefm-64	2	31	1,2department	1,2department	NUM
arjefm-64	2	32	of	of	ADP
arjefm-64	2	33	economics	economic	NOUN
arjefm-64	2	34	,	,	PUNCT
arjefm-64	2	35	ufr	ufr	ADJ
arjefm-64	2	36	social	social	ADJ
arjefm-64	2	37	sciences	science	NOUN
arjefm-64	2	38	,	,	PUNCT
arjefm-64	2	39	université	université	PROPN
arjefm-64	2	40	peleforo	peleforo	PROPN
arjefm-64	2	41	gon	gon	PROPN
arjefm-64	2	42	coulibaly	coulibaly	NOUN
arjefm-64	2	43	,	,	PUNCT
arjefm-64	2	44	cote	cote	X
arjefm-64	2	45	d’ivoire	d’ivoire	NOUN
arjefm-64	2	46	doi	doi	NOUN
arjefm-64	2	47	:	:	PUNCT
arjefm-64	2	48	https://doi.org/10.5281/zenodo.10619108	https://doi.org/10.5281/zenodo.10619108	X
arjefm-64	2	49	abstract	abstract	NOUN
arjefm-64	2	50	:	:	PUNCT
arjefm-64	2	51	the	the	DET
arjefm-64	2	52	advent	advent	NOUN
arjefm-64	2	53	of	of	ADP
arjefm-64	2	54	the	the	DET
arjefm-64	2	55	covid-19	covid-19	PROPN
arjefm-64	2	56	pandemic	pandemic	NOUN
arjefm-64	2	57	has	have	AUX
arjefm-64	2	58	prompted	prompt	VERB
arjefm-64	2	59	a	a	DET
arjefm-64	2	60	reevaluation	reevaluation	NOUN
arjefm-64	2	61	of	of	ADP
arjefm-64	2	62	its	its	PRON
arjefm-64	2	63	impact	impact	NOUN
arjefm-64	2	64	on	on	ADP
arjefm-64	2	65	the	the	DET
arjefm-64	2	66	southern	southern	ADJ
arjefm-64	2	67	african	african	ADJ
arjefm-64	2	68	development	development	PROPN
arjefm-64	2	69	community	community	NOUN
arjefm-64	2	70	(	(	PUNCT
arjefm-64	2	71	sadc	sadc	NOUN
arjefm-64	2	72	)	)	PUNCT
arjefm-64	2	73	markets	market	NOUN
arjefm-64	2	74	.	.	PUNCT
arjefm-64	3	1	this	this	DET
arjefm-64	3	2	study	study	NOUN
arjefm-64	3	3	delves	delve	VERB
arjefm-64	3	4	into	into	ADP
arjefm-64	3	5	the	the	DET
arjefm-64	3	6	nexus	nexus	NOUN
arjefm-64	3	7	between	between	ADP
arjefm-64	3	8	global	global	ADJ
arjefm-64	3	9	economic	economic	ADJ
arjefm-64	3	10	policy	policy	NOUN
arjefm-64	3	11	uncertainty	uncertainty	NOUN
arjefm-64	3	12	(	(	PUNCT
arjefm-64	3	13	gepu	gepu	PROPN
arjefm-64	3	14	)	)	PUNCT
arjefm-64	3	15	and	and	CCONJ
arjefm-64	3	16	stock	stock	NOUN
arjefm-64	3	17	market	market	NOUN
arjefm-64	3	18	volatility	volatility	NOUN
arjefm-64	3	19	within	within	ADP
arjefm-64	3	20	the	the	DET
arjefm-64	3	21	specific	specific	ADJ
arjefm-64	3	22	context	context	NOUN
arjefm-64	3	23	of	of	ADP
arjefm-64	3	24	sadc	sadc	PROPN
arjefm-64	3	25	.	.	PROPN
arjefm-64	4	1	grounded	ground	VERB
arjefm-64	4	2	in	in	ADP
arjefm-64	4	3	baker	baker	PROPN
arjefm-64	4	4	et	et	PROPN
arjefm-64	4	5	al	al	PROPN
arjefm-64	4	6	.	.	PROPN
arjefm-64	4	7	's	's	PART
arjefm-64	4	8	(	(	PUNCT
arjefm-64	4	9	2016	2016	NUM
arjefm-64	4	10	)	)	PUNCT
arjefm-64	4	11	seminal	seminal	ADJ
arjefm-64	4	12	definition	definition	NOUN
arjefm-64	4	13	,	,	PUNCT
arjefm-64	4	14	gepu	gepu	NOUN
arjefm-64	4	15	encompasses	encompass	VERB
arjefm-64	4	16	uncertainty	uncertainty	NOUN
arjefm-64	4	17	emanating	emanate	VERB
arjefm-64	4	18	from	from	ADP
arjefm-64	4	19	fiscal	fiscal	ADJ
arjefm-64	4	20	,	,	PUNCT
arjefm-64	4	21	monetary	monetary	ADJ
arjefm-64	4	22	,	,	PUNCT
arjefm-64	4	23	or	or	CCONJ
arjefm-64	4	24	regulatory	regulatory	ADJ
arjefm-64	4	25	policies	policy	NOUN
arjefm-64	4	26	.	.	PUNCT
arjefm-64	5	1	the	the	DET
arjefm-64	5	2	epu	epu	PROPN
arjefm-64	5	3	index	index	NOUN
arjefm-64	5	4	,	,	PUNCT
arjefm-64	5	5	derived	derive	VERB
arjefm-64	5	6	by	by	ADP
arjefm-64	5	7	assessing	assess	VERB
arjefm-64	5	8	the	the	DET
arjefm-64	5	9	relative	relative	ADJ
arjefm-64	5	10	frequency	frequency	NOUN
arjefm-64	5	11	of	of	ADP
arjefm-64	5	12	terms	term	NOUN
arjefm-64	5	13	related	relate	VERB
arjefm-64	5	14	to	to	ADP
arjefm-64	5	15	economics	economic	NOUN
arjefm-64	5	16	,	,	PUNCT
arjefm-64	5	17	politics	politic	NOUN
arjefm-64	5	18	,	,	PUNCT
arjefm-64	5	19	and	and	CCONJ
arjefm-64	5	20	uncertainty	uncertainty	NOUN
arjefm-64	5	21	,	,	PUNCT
arjefm-64	5	22	serves	serve	VERB
arjefm-64	5	23	as	as	ADP
arjefm-64	5	24	a	a	DET
arjefm-64	5	25	critical	critical	ADJ
arjefm-64	5	26	metric	metric	NOUN
arjefm-64	5	27	for	for	ADP
arjefm-64	5	28	evaluating	evaluate	VERB
arjefm-64	5	29	the	the	DET
arjefm-64	5	30	economic	economic	ADJ
arjefm-64	5	31	policy	policy	NOUN
arjefm-64	5	32	landscape	landscape	NOUN
arjefm-64	5	33	.	.	PUNCT
arjefm-64	6	1	a	a	DET
arjefm-64	6	2	comprehensive	comprehensive	ADJ
arjefm-64	6	3	literature	literature	NOUN
arjefm-64	6	4	review	review	NOUN
arjefm-64	6	5	reveals	reveal	VERB
arjefm-64	6	6	an	an	DET
arjefm-64	6	7	extensive	extensive	ADJ
arjefm-64	6	8	body	body	NOUN
arjefm-64	6	9	of	of	ADP
arjefm-64	6	10	research	research	NOUN
arjefm-64	6	11	examining	examine	VERB
arjefm-64	6	12	the	the	DET
arjefm-64	6	13	correlation	correlation	NOUN
arjefm-64	6	14	between	between	ADP
arjefm-64	6	15	economic	economic	ADJ
arjefm-64	6	16	policy	policy	NOUN
arjefm-64	6	17	uncertainty	uncertainty	NOUN
arjefm-64	6	18	(	(	PUNCT
arjefm-64	6	19	epu	epu	PROPN
arjefm-64	6	20	)	)	PUNCT
arjefm-64	6	21	and	and	CCONJ
arjefm-64	6	22	stock	stock	NOUN
arjefm-64	6	23	markets	market	NOUN
arjefm-64	6	24	globally	globally	ADV
arjefm-64	6	25	.	.	PUNCT
arjefm-64	7	1	researchers	researcher	NOUN
arjefm-64	7	2	such	such	ADJ
arjefm-64	7	3	as	as	ADP
arjefm-64	7	4	sharif	sharif	PROPN
arjefm-64	7	5	et	et	PROPN
arjefm-64	7	6	al	al	PROPN
arjefm-64	7	7	.	.	PROPN
arjefm-64	7	8	(	(	PUNCT
arjefm-64	7	9	2020	2020	NUM
arjefm-64	7	10	)	)	PUNCT
arjefm-64	7	11	and	and	CCONJ
arjefm-64	7	12	yu	yu	PROPN
arjefm-64	7	13	et	et	PROPN
arjefm-64	7	14	al	al	PROPN
arjefm-64	7	15	.	.	PROPN
arjefm-64	7	16	(	(	PUNCT
arjefm-64	7	17	2021	2021	NUM
arjefm-64	7	18	)	)	PUNCT
arjefm-64	7	19	have	have	AUX
arjefm-64	7	20	explored	explore	VERB
arjefm-64	7	21	this	this	DET
arjefm-64	7	22	relationship	relationship	NOUN
arjefm-64	7	23	,	,	PUNCT
arjefm-64	7	24	employing	employ	VERB
arjefm-64	7	25	diverse	diverse	ADJ
arjefm-64	7	26	methodologies	methodology	NOUN
arjefm-64	7	27	.	.	PUNCT
arjefm-64	8	1	building	build	VERB
arjefm-64	8	2	on	on	ADP
arjefm-64	8	3	this	this	DET
arjefm-64	8	4	foundation	foundation	NOUN
arjefm-64	8	5	,	,	PUNCT
arjefm-64	8	6	practitioners	practitioner	NOUN
arjefm-64	8	7	including	include	VERB
arjefm-64	8	8	ko	ko	PROPN
arjefm-64	8	9	and	and	CCONJ
arjefm-64	8	10	lee	lee	PROPN
arjefm-64	8	11	(	(	PUNCT
arjefm-64	8	12	2015	2015	NUM
arjefm-64	8	13	)	)	PUNCT
arjefm-64	8	14	,	,	PUNCT
arjefm-64	8	15	wu	wu	PROPN
arjefm-64	8	16	et	et	PROPN
arjefm-64	8	17	al	al	PROPN
arjefm-64	8	18	.	.	PROPN
arjefm-64	8	19	(	(	PUNCT
arjefm-64	8	20	2015	2015	NUM
arjefm-64	8	21	)	)	PUNCT
arjefm-64	8	22	,	,	PUNCT
arjefm-64	8	23	christou	christou	NOUN
arjefm-64	8	24	et	et	PROPN
arjefm-64	8	25	al	al	PROPN
arjefm-64	8	26	.	.	PROPN
arjefm-64	8	27	(	(	PUNCT
arjefm-64	8	28	2017a	2017a	NUM
arjefm-64	8	29	)	)	PUNCT
arjefm-64	8	30	,	,	PUNCT
arjefm-64	8	31	cheng	cheng	PROPN
arjefm-64	8	32	(	(	PUNCT
arjefm-64	8	33	2017	2017	NUM
arjefm-64	8	34	)	)	PUNCT
arjefm-64	8	35	,	,	PUNCT
arjefm-64	8	36	phan	phan	PROPN
arjefm-64	8	37	et	et	PROPN
arjefm-64	8	38	al	al	PROPN
arjefm-64	8	39	.	.	PROPN
arjefm-64	9	1	(	(	PUNCT
arjefm-64	9	2	2018	2018	NUM
arjefm-64	9	3	)	)	PUNCT
arjefm-64	9	4	,	,	PUNCT
arjefm-64	9	5	mei	mei	PROPN
arjefm-64	9	6	et	et	PROPN
arjefm-64	9	7	al	al	PROPN
arjefm-64	9	8	.	.	PROPN
arjefm-64	9	9	(	(	PUNCT
arjefm-64	9	10	2018	2018	NUM
arjefm-64	9	11	)	)	PUNCT
arjefm-64	9	12	,	,	PUNCT
arjefm-64	9	13	xiong	xiong	PROPN
arjefm-64	9	14	et	et	PROPN
arjefm-64	9	15	al	al	PROPN
arjefm-64	9	16	.	.	PROPN
arjefm-64	10	1	(	(	PUNCT
arjefm-64	10	2	2018	2018	NUM
arjefm-64	10	3	)	)	PUNCT
arjefm-64	10	4	,	,	PUNCT
arjefm-64	10	5	and	and	CCONJ
arjefm-64	10	6	yu	yu	PROPN
arjefm-64	10	7	et	et	PROPN
arjefm-64	10	8	al	al	PROPN
arjefm-64	10	9	.	.	PROPN
arjefm-64	11	1	(	(	PUNCT
arjefm-64	11	2	2018	2018	NUM
arjefm-64	11	3	)	)	PUNCT
arjefm-64	11	4	contribute	contribute	VERB
arjefm-64	11	5	relevant	relevant	ADJ
arjefm-64	11	6	insights	insight	NOUN
arjefm-64	11	7	to	to	ADP
arjefm-64	11	8	this	this	DET
arjefm-64	11	9	discourse	discourse	NOUN
arjefm-64	11	10	.	.	PUNCT
arjefm-64	12	1	the	the	DET
arjefm-64	12	2	initial	initial	ADJ
arjefm-64	12	3	segment	segment	NOUN
arjefm-64	12	4	of	of	ADP
arjefm-64	12	5	the	the	DET
arjefm-64	12	6	literature	literature	NOUN
arjefm-64	12	7	concentrates	concentrate	VERB
arjefm-64	12	8	on	on	ADP
arjefm-64	12	9	assessing	assess	VERB
arjefm-64	12	10	the	the	DET
arjefm-64	12	11	impacts	impact	NOUN
arjefm-64	12	12	of	of	ADP
arjefm-64	12	13	economic	economic	ADJ
arjefm-64	12	14	policy	policy	NOUN
arjefm-64	12	15	uncertainty	uncertainty	NOUN
arjefm-64	12	16	on	on	ADP
arjefm-64	12	17	stock	stock	NOUN
arjefm-64	12	18	markets	market	NOUN
arjefm-64	12	19	.	.	PUNCT
arjefm-64	13	1	notably	notably	ADV
arjefm-64	13	2	,	,	PUNCT
arjefm-64	13	3	wu	wu	PROPN
arjefm-64	13	4	et	et	PROPN
arjefm-64	13	5	al	al	PROPN
arjefm-64	13	6	.	.	PROPN
arjefm-64	14	1	(	(	PUNCT
arjefm-64	14	2	2016	2016	NUM
arjefm-64	14	3	)	)	PUNCT
arjefm-64	14	4	employ	employ	VERB
arjefm-64	14	5	a	a	DET
arjefm-64	14	6	panel	panel	NOUN
arjefm-64	14	7	granger	granger	NOUN
arjefm-64	14	8	causality	causality	PROPN
arjefm-64	14	9	method	method	NOUN
arjefm-64	14	10	to	to	PART
arjefm-64	14	11	analyze	analyze	VERB
arjefm-64	14	12	the	the	DET
arjefm-64	14	13	influence	influence	NOUN
arjefm-64	14	14	of	of	ADP
arjefm-64	14	15	epu	epu	PROPN
arjefm-64	14	16	on	on	ADP
arjefm-64	14	17	stock	stock	NOUN
arjefm-64	14	18	markets	market	NOUN
arjefm-64	14	19	across	across	ADP
arjefm-64	14	20	eight	eight	NUM
arjefm-64	14	21	oecd	oecd	PROPN
arjefm-64	14	22	nations	nation	NOUN
arjefm-64	14	23	.	.	PUNCT
arjefm-64	15	1	furthermore	furthermore	ADV
arjefm-64	15	2	,	,	PUNCT
arjefm-64	15	3	christou	christou	PROPN
arjefm-64	15	4	et	et	PROPN
arjefm-64	15	5	al	al	PROPN
arjefm-64	15	6	.	.	PROPN
arjefm-64	15	7	(	(	PUNCT
arjefm-64	15	8	2017b	2017b	NUM
arjefm-64	15	9	)	)	PUNCT
arjefm-64	15	10	utilize	utilize	VERB
arjefm-64	15	11	a	a	DET
arjefm-64	15	12	bayesian	bayesian	NOUN
arjefm-64	15	13	panel	panel	NOUN
arjefm-64	15	14	vector	vector	NOUN
arjefm-64	15	15	autoregression	autoregression	NOUN
arjefm-64	15	16	model	model	NOUN
arjefm-64	15	17	to	to	PART
arjefm-64	15	18	investigate	investigate	VERB
arjefm-64	15	19	the	the	DET
arjefm-64	15	20	impact	impact	NOUN
arjefm-64	15	21	of	of	ADP
arjefm-64	15	22	us	we	PRON
arjefm-64	15	23	epu	epu	NOUN
arjefm-64	15	24	shock	shock	NOUN
arjefm-64	15	25	on	on	ADP
arjefm-64	15	26	the	the	DET
arjefm-64	15	27	stock	stock	NOUN
arjefm-64	15	28	market	market	NOUN
arjefm-64	15	29	returns	return	NOUN
arjefm-64	15	30	of	of	ADP
arjefm-64	15	31	pacific	pacific	ADJ
arjefm-64	15	32	basin	basin	NOUN
arjefm-64	15	33	countries	country	NOUN
arjefm-64	15	34	,	,	PUNCT
arjefm-64	15	35	extending	extend	VERB
arjefm-64	15	36	their	their	PRON
arjefm-64	15	37	analysis	analysis	NOUN
arjefm-64	15	38	to	to	ADP
arjefm-64	15	39	other	other	ADJ
arjefm-64	15	40	financial	financial	ADJ
arjefm-64	15	41	markets	market	NOUN
arjefm-64	15	42	.	.	PUNCT
arjefm-64	16	1	this	this	DET
arjefm-64	16	2	study	study	NOUN
arjefm-64	16	3	extends	extend	VERB
arjefm-64	16	4	the	the	DET
arjefm-64	16	5	existing	exist	VERB
arjefm-64	16	6	body	body	NOUN
arjefm-64	16	7	of	of	ADP
arjefm-64	16	8	knowledge	knowledge	NOUN
arjefm-64	16	9	by	by	ADP
arjefm-64	16	10	focusing	focus	VERB
arjefm-64	16	11	specifically	specifically	ADV
arjefm-64	16	12	on	on	ADP
arjefm-64	16	13	the	the	DET
arjefm-64	16	14	sadc	sadc	PROPN
arjefm-64	16	15	markets	market	NOUN
arjefm-64	16	16	,	,	PUNCT
arjefm-64	16	17	evaluating	evaluate	VERB
arjefm-64	16	18	the	the	DET
arjefm-64	16	19	correlation	correlation	NOUN
arjefm-64	16	20	between	between	ADP
arjefm-64	16	21	gepu	gepu	NOUN
arjefm-64	16	22	and	and	CCONJ
arjefm-64	16	23	stock	stock	NOUN
arjefm-64	16	24	market	market	NOUN
arjefm-64	16	25	volatility	volatility	NOUN
arjefm-64	16	26	within	within	ADP
arjefm-64	16	27	this	this	DET
arjefm-64	16	28	regional	regional	ADJ
arjefm-64	16	29	context	context	NOUN
arjefm-64	16	30	.	.	PUNCT
arjefm-64	17	1	employing	employ	VERB
arjefm-64	17	2	a	a	DET
arjefm-64	17	3	multidimensional	multidimensional	ADJ
arjefm-64	17	4	approach	approach	NOUN
arjefm-64	17	5	,	,	PUNCT
arjefm-64	17	6	the	the	DET
arjefm-64	17	7	research	research	NOUN
arjefm-64	17	8	aims	aim	VERB
arjefm-64	17	9	to	to	PART
arjefm-64	17	10	unravel	unravel	VERB
arjefm-64	17	11	the	the	DET
arjefm-64	17	12	nuanced	nuanced	ADJ
arjefm-64	17	13	dynamics	dynamic	NOUN
arjefm-64	17	14	that	that	PRON
arjefm-64	17	15	characterize	characterize	VERB
arjefm-64	17	16	the	the	DET
arjefm-64	17	17	relationship	relationship	NOUN
arjefm-64	17	18	between	between	ADP
arjefm-64	17	19	economic	economic	ADJ
arjefm-64	17	20	policy	policy	NOUN
arjefm-64	17	21	uncertainty	uncertainty	NOUN
arjefm-64	17	22	and	and	CCONJ
arjefm-64	17	23	stock	stock	NOUN
arjefm-64	17	24	market	market	NOUN
arjefm-64	17	25	fluctuations	fluctuation	NOUN
arjefm-64	17	26	in	in	ADP
arjefm-64	17	27	the	the	DET
arjefm-64	17	28	sadc	sadc	PROPN
arjefm-64	17	29	region	region	NOUN
arjefm-64	17	30	.	.	PUNCT
arjefm-64	18	1	mailto:contact@americaserial.com	mailto:contact@americaserial.com	X
arjefm-64	18	2	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	19	1	american	american	PROPN
arjefm-64	19	2	research	research	PROPN
arjefm-64	19	3	journal	journal	PROPN
arjefm-64	19	4	of	of	ADP
arjefm-64	19	5	economics	economic	NOUN
arjefm-64	19	6	,	,	PUNCT
arjefm-64	19	7	finance	finance	NOUN
arjefm-64	19	8	and	and	CCONJ
arjefm-64	19	9	management	management	NOUN
arjefm-64	19	10	volume	volume	NOUN
arjefm-64	19	11	12	12	NUM
arjefm-64	19	12	issue	issue	NOUN
arjefm-64	19	13	1	1	NUM
arjefm-64	19	14	,	,	PUNCT
arjefm-64	19	15	january	january	PROPN
arjefm-64	19	16	-	-	PUNCT
arjefm-64	19	17	february	february	PROPN
arjefm-64	19	18	2024	2024	NUM
arjefm-64	19	19	issn	issn	NOUN
arjefm-64	19	20	:	:	PUNCT
arjefm-64	19	21	2836	2836	NUM
arjefm-64	19	22	-	-	SYM
arjefm-64	19	23	9416	9416	NUM
arjefm-64	19	24	impact	impact	NOUN
arjefm-64	19	25	factor	factor	NOUN
arjefm-64	19	26	:	:	PUNCT
arjefm-64	19	27	5.57	5.57	NUM
arjefm-64	19	28	journal	journal	NOUN
arjefm-64	19	29	homepage	homepage	NOUN
arjefm-64	19	30	:	:	PUNCT
arjefm-64	19	31	https://	https://	PROPN
arjefm-64	19	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	19	33	,	,	PUNCT
arjefm-64	19	34	email	email	NOUN
arjefm-64	19	35	:	:	PUNCT
arjefm-64	19	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	19	37	official	official	ADJ
arjefm-64	19	38	journal	journal	PROPN
arjefm-64	19	39	of	of	ADP
arjefm-64	19	40	america	america	PROPN
arjefm-64	19	41	serial	serial	PROPN
arjefm-64	19	42	publication	publication	NOUN
arjefm-64	19	43	american	american	PROPN
arjefm-64	19	44	research	research	PROPN
arjefm-64	19	45	journal	journal	PROPN
arjefm-64	19	46	of	of	ADP
arjefm-64	19	47	economics	economic	NOUN
arjefm-64	19	48	,	,	PUNCT
arjefm-64	19	49	finance	finance	NOUN
arjefm-64	19	50	and	and	CCONJ
arjefm-64	19	51	management	management	NOUN
arjefm-64	19	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	19	53	,	,	PUNCT
arjefm-64	19	54	email	email	NOUN
arjefm-64	19	55	:	:	PUNCT
arjefm-64	19	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	20	1	24	24	NUM
arjefm-64	21	1	|	|	ADV
arjefm-64	21	2	p	p	X
arjefm-64	21	3	a	a	DET
arjefm-64	21	4	g	g	NOUN
arjefm-64	21	5	e	e	NOUN
arjefm-64	21	6	keywords	keyword	NOUN
arjefm-64	21	7	:	:	PUNCT
arjefm-64	21	8	economic	economic	ADJ
arjefm-64	21	9	policy	policy	NOUN
arjefm-64	21	10	uncertainty	uncertainty	NOUN
arjefm-64	21	11	(	(	PUNCT
arjefm-64	21	12	epu	epu	PROPN
arjefm-64	21	13	)	)	PUNCT
arjefm-64	21	14	,	,	PUNCT
arjefm-64	21	15	stock	stock	NOUN
arjefm-64	21	16	market	market	NOUN
arjefm-64	21	17	volatility	volatility	NOUN
arjefm-64	21	18	,	,	PUNCT
arjefm-64	21	19	southern	southern	ADJ
arjefm-64	21	20	african	african	ADJ
arjefm-64	21	21	development	development	NOUN
arjefm-64	21	22	community	community	NOUN
arjefm-64	21	23	(	(	PUNCT
arjefm-64	21	24	sadc	sadc	PROPN
arjefm-64	21	25	)	)	PUNCT
arjefm-64	21	26	,	,	PUNCT
arjefm-64	21	27	global	global	ADJ
arjefm-64	21	28	economic	economic	ADJ
arjefm-64	21	29	policy	policy	NOUN
arjefm-64	21	30	uncertainty	uncertainty	NOUN
arjefm-64	21	31	(	(	PUNCT
arjefm-64	21	32	gepu	gepu	PROPN
arjefm-64	21	33	)	)	PUNCT
arjefm-64	21	34	,	,	PUNCT
arjefm-64	21	35	covid-19	covid-19	PROPN
arjefm-64	21	36	pandemic	pandemic	ADJ
arjefm-64	21	37	impact	impact	NOUN
arjefm-64	21	38	introduction	introduction	NOUN
arjefm-64	21	39	the	the	DET
arjefm-64	21	40	covid-19	covid-19	PROPN
arjefm-64	21	41	pandemic	pandemic	NOUN
arjefm-64	21	42	has	have	AUX
arjefm-64	21	43	raised	raise	VERB
arjefm-64	21	44	questions	question	NOUN
arjefm-64	21	45	about	about	ADP
arjefm-64	21	46	its	its	PRON
arjefm-64	21	47	community	community	NOUN
arjefm-64	21	48	(	(	PUNCT
arjefm-64	21	49	sadc	sadc	PROPN
arjefm-64	21	50	)	)	PUNCT
arjefm-64	21	51	markets	market	NOUN
arjefm-64	21	52	.	.	PUNCT
arjefm-64	22	1	the	the	DET
arjefm-64	22	2	seminal	seminal	ADJ
arjefm-64	22	3	paper	paper	NOUN
arjefm-64	22	4	by	by	ADP
arjefm-64	22	5	impact	impact	NOUN
arjefm-64	22	6	on	on	ADP
arjefm-64	22	7	the	the	DET
arjefm-64	22	8	correlation	correlation	NOUN
arjefm-64	22	9	between	between	ADP
arjefm-64	22	10	global	global	ADJ
arjefm-64	22	11	economic	economic	ADJ
arjefm-64	22	12	policy	policy	NOUN
arjefm-64	22	13	baker	baker	PROPN
arjefm-64	22	14	et	et	PROPN
arjefm-64	22	15	al	al	PROPN
arjefm-64	22	16	.	.	PROPN
arjefm-64	23	1	(	(	PUNCT
arjefm-64	23	2	2016	2016	NUM
arjefm-64	23	3	)	)	PUNCT
arjefm-64	23	4	defines	define	VERB
arjefm-64	23	5	economic	economic	ADJ
arjefm-64	23	6	policy	policy	NOUN
arjefm-64	23	7	uncertainty	uncertainty	NOUN
arjefm-64	23	8	uncertainty	uncertainty	NOUN
arjefm-64	23	9	(	(	PUNCT
arjefm-64	23	10	gepu	gepu	PROPN
arjefm-64	23	11	)	)	PUNCT
arjefm-64	23	12	and	and	CCONJ
arjefm-64	23	13	the	the	DET
arjefm-64	23	14	volatility	volatility	NOUN
arjefm-64	23	15	of	of	ADP
arjefm-64	23	16	stock	stock	NOUN
arjefm-64	23	17	market	market	NOUN
arjefm-64	23	18	(	(	PUNCT
arjefm-64	23	19	epu	epu	PROPN
arjefm-64	23	20	)	)	PUNCT
arjefm-64	23	21	as	as	ADP
arjefm-64	23	22	uncertainty	uncertainty	NOUN
arjefm-64	23	23	arising	arise	VERB
arjefm-64	23	24	from	from	ADP
arjefm-64	23	25	fiscal	fiscal	ADJ
arjefm-64	23	26	,	,	PUNCT
arjefm-64	23	27	monetary	monetary	ADJ
arjefm-64	23	28	,	,	PUNCT
arjefm-64	23	29	or	or	CCONJ
arjefm-64	23	30	returns	return	NOUN
arjefm-64	23	31	within	within	ADP
arjefm-64	23	32	specific	specific	ADJ
arjefm-64	23	33	southern	southern	ADJ
arjefm-64	23	34	african	african	ADJ
arjefm-64	23	35	development	development	NOUN
arjefm-64	23	36	regulatory	regulatory	ADJ
arjefm-64	23	37	policy	policy	NOUN
arjefm-64	23	38	,	,	PUNCT
arjefm-64	23	39	with	with	ADP
arjefm-64	23	40	their	their	PRON
arjefm-64	23	41	epu	epu	PROPN
arjefm-64	23	42	index	index	NOUN
arjefm-64	23	43	calculated	calculate	VERB
arjefm-64	23	44	by	by	ADP
arjefm-64	23	45	assessing	assess	VERB
arjefm-64	23	46	the	the	DET
arjefm-64	23	47	relative	relative	ADJ
arjefm-64	23	48	frequency	frequency	NOUN
arjefm-64	23	49	of	of	ADP
arjefm-64	23	50	terms	term	NOUN
arjefm-64	23	51	pertaining	pertain	VERB
arjefm-64	23	52	to	to	ADP
arjefm-64	23	53	economics	economic	NOUN
arjefm-64	23	54	(	(	PUNCT
arjefm-64	23	55	e	e	NOUN
arjefm-64	23	56	)	)	PUNCT
arjefm-64	23	57	,	,	PUNCT
arjefm-64	23	58	politics	politic	NOUN
arjefm-64	23	59	(	(	PUNCT
arjefm-64	23	60	p	p	NOUN
arjefm-64	23	61	)	)	PUNCT
arjefm-64	23	62	,	,	PUNCT
arjefm-64	23	63	and	and	CCONJ
arjefm-64	23	64	uncertainty	uncertainty	NOUN
arjefm-64	23	65	(	(	PUNCT
arjefm-64	23	66	u	u	NOUN
arjefm-64	23	67	)	)	PUNCT
arjefm-64	23	68	.	.	PUNCT
arjefm-64	24	1	subsequently	subsequently	ADV
arjefm-64	24	2	,	,	PUNCT
arjefm-64	24	3	numerous	numerous	ADJ
arjefm-64	24	4	studies	study	NOUN
arjefm-64	24	5	have	have	AUX
arjefm-64	24	6	investigated	investigate	VERB
arjefm-64	24	7	the	the	DET
arjefm-64	24	8	correlation	correlation	NOUN
arjefm-64	24	9	between	between	ADP
arjefm-64	24	10	epu	epu	PROPN
arjefm-64	24	11	and	and	CCONJ
arjefm-64	24	12	the	the	DET
arjefm-64	24	13	stock	stock	NOUN
arjefm-64	24	14	market	market	NOUN
arjefm-64	24	15	(	(	PUNCT
arjefm-64	24	16	sharif	sharif	PROPN
arjefm-64	24	17	et	et	PROPN
arjefm-64	24	18	al	al	PROPN
arjefm-64	24	19	.	.	PROPN
arjefm-64	24	20	,	,	PUNCT
arjefm-64	24	21	2020	2020	NUM
arjefm-64	24	22	;	;	PUNCT
arjefm-64	24	23	yu	yu	PROPN
arjefm-64	24	24	et	et	PROPN
arjefm-64	24	25	al	al	PROPN
arjefm-64	24	26	.	.	PROPN
arjefm-64	24	27	,	,	PUNCT
arjefm-64	24	28	2021	2021	NUM
arjefm-64	24	29	)	)	PUNCT
arjefm-64	24	30	.	.	PUNCT
arjefm-64	25	1	consequently	consequently	ADV
arjefm-64	25	2	,	,	PUNCT
arjefm-64	25	3	numerous	numerous	ADJ
arjefm-64	25	4	studies	study	NOUN
arjefm-64	25	5	have	have	AUX
arjefm-64	25	6	explored	explore	VERB
arjefm-64	25	7	the	the	DET
arjefm-64	25	8	correlation	correlation	NOUN
arjefm-64	25	9	between	between	ADP
arjefm-64	25	10	these	these	DET
arjefm-64	25	11	two	two	NUM
arjefm-64	25	12	variables	variable	NOUN
arjefm-64	25	13	from	from	ADP
arjefm-64	25	14	various	various	ADJ
arjefm-64	25	15	perspectives	perspective	NOUN
arjefm-64	25	16	and	and	CCONJ
arjefm-64	25	17	employing	employ	VERB
arjefm-64	25	18	a	a	DET
arjefm-64	25	19	range	range	NOUN
arjefm-64	25	20	of	of	ADP
arjefm-64	25	21	methodologies	methodology	NOUN
arjefm-64	25	22	.	.	PUNCT
arjefm-64	26	1	practitioners	practitioner	NOUN
arjefm-64	26	2	such	such	ADJ
arjefm-64	26	3	as	as	ADP
arjefm-64	26	4	ko	ko	PROPN
arjefm-64	26	5	and	and	CCONJ
arjefm-64	26	6	lee	lee	PROPN
arjefm-64	26	7	(	(	PUNCT
arjefm-64	26	8	2015	2015	NUM
arjefm-64	26	9	)	)	PUNCT
arjefm-64	26	10	,	,	PUNCT
arjefm-64	26	11	wu	wu	PROPN
arjefm-64	26	12	et	et	PROPN
arjefm-64	26	13	al	al	PROPN
arjefm-64	26	14	.	.	PROPN
arjefm-64	26	15	(	(	PUNCT
arjefm-64	26	16	2015	2015	NUM
arjefm-64	26	17	)	)	PUNCT
arjefm-64	26	18	,	,	PUNCT
arjefm-64	26	19	christou	christou	NOUN
arjefm-64	26	20	et	et	PROPN
arjefm-64	26	21	al	al	PROPN
arjefm-64	26	22	.	.	PROPN
arjefm-64	26	23	(	(	PUNCT
arjefm-64	26	24	2017a	2017a	NUM
arjefm-64	26	25	)	)	PUNCT
arjefm-64	26	26	,	,	PUNCT
arjefm-64	26	27	cheng	cheng	PROPN
arjefm-64	26	28	(	(	PUNCT
arjefm-64	26	29	2017	2017	NUM
arjefm-64	26	30	)	)	PUNCT
arjefm-64	26	31	,	,	PUNCT
arjefm-64	26	32	phan	phan	PROPN
arjefm-64	26	33	et	et	PROPN
arjefm-64	26	34	al	al	PROPN
arjefm-64	26	35	.	.	PROPN
arjefm-64	27	1	(	(	PUNCT
arjefm-64	27	2	2018	2018	NUM
arjefm-64	27	3	)	)	PUNCT
arjefm-64	27	4	,	,	PUNCT
arjefm-64	27	5	mei	mei	PROPN
arjefm-64	27	6	et	et	PROPN
arjefm-64	27	7	al	al	PROPN
arjefm-64	27	8	.	.	PROPN
arjefm-64	27	9	(	(	PUNCT
arjefm-64	27	10	2018	2018	NUM
arjefm-64	27	11	)	)	PUNCT
arjefm-64	27	12	,	,	PUNCT
arjefm-64	27	13	xiong	xiong	PROPN
arjefm-64	27	14	et	et	PROPN
arjefm-64	27	15	al	al	PROPN
arjefm-64	27	16	.	.	PROPN
arjefm-64	28	1	(	(	PUNCT
arjefm-64	28	2	2018	2018	NUM
arjefm-64	28	3	)	)	PUNCT
arjefm-64	28	4	,	,	PUNCT
arjefm-64	28	5	and	and	CCONJ
arjefm-64	28	6	yu	yu	PROPN
arjefm-64	28	7	et	et	PROPN
arjefm-64	28	8	al	al	PROPN
arjefm-64	28	9	.	.	PROPN
arjefm-64	29	1	(	(	PUNCT
arjefm-64	29	2	2018	2018	NUM
arjefm-64	29	3	)	)	PUNCT
arjefm-64	29	4	showcase	showcase	NOUN
arjefm-64	29	5	pertinent	pertinent	ADJ
arjefm-64	29	6	research	research	NOUN
arjefm-64	29	7	in	in	ADP
arjefm-64	29	8	this	this	DET
arjefm-64	29	9	regard	regard	NOUN
arjefm-64	29	10	.	.	PUNCT
arjefm-64	30	1	the	the	DET
arjefm-64	30	2	initial	initial	ADJ
arjefm-64	30	3	segment	segment	NOUN
arjefm-64	30	4	of	of	ADP
arjefm-64	30	5	the	the	DET
arjefm-64	30	6	literature	literature	NOUN
arjefm-64	30	7	concentrates	concentrate	VERB
arjefm-64	30	8	on	on	ADP
arjefm-64	30	9	the	the	DET
arjefm-64	30	10	impacts	impact	NOUN
arjefm-64	30	11	of	of	ADP
arjefm-64	30	12	economic	economic	ADJ
arjefm-64	30	13	policy	policy	NOUN
arjefm-64	30	14	uncertainty	uncertainty	NOUN
arjefm-64	30	15	on	on	ADP
arjefm-64	30	16	stock	stock	NOUN
arjefm-64	30	17	markets	market	NOUN
arjefm-64	30	18	.	.	PUNCT
arjefm-64	31	1	more	more	ADV
arjefm-64	31	2	specifically	specifically	ADV
arjefm-64	31	3	,	,	PUNCT
arjefm-64	31	4	wu	wu	PROPN
arjefm-64	31	5	et	et	PROPN
arjefm-64	31	6	al	al	PROPN
arjefm-64	31	7	.	.	PROPN
arjefm-64	32	1	(	(	PUNCT
arjefm-64	32	2	2016	2016	NUM
arjefm-64	32	3	)	)	PUNCT
arjefm-64	32	4	employ	employ	VERB
arjefm-64	32	5	a	a	DET
arjefm-64	32	6	panel	panel	NOUN
arjefm-64	32	7	granger	granger	NOUN
arjefm-64	32	8	causality	causality	PROPN
arjefm-64	32	9	method	method	NOUN
arjefm-64	32	10	to	to	PART
arjefm-64	32	11	evaluate	evaluate	VERB
arjefm-64	32	12	the	the	DET
arjefm-64	32	13	influence	influence	NOUN
arjefm-64	32	14	of	of	ADP
arjefm-64	32	15	epu	epu	PROPN
arjefm-64	32	16	on	on	ADP
arjefm-64	32	17	stock	stock	NOUN
arjefm-64	32	18	markets	market	NOUN
arjefm-64	32	19	across	across	ADP
arjefm-64	32	20	eight	eight	NUM
arjefm-64	32	21	oecd	oecd	PROPN
arjefm-64	32	22	nations	nation	NOUN
arjefm-64	32	23	,	,	PUNCT
arjefm-64	32	24	comprising	comprise	VERB
arjefm-64	32	25	india	india	PROPN
arjefm-64	32	26	,	,	PUNCT
arjefm-64	32	27	italy	italy	PROPN
arjefm-64	32	28	,	,	PUNCT
arjefm-64	32	29	spain	spain	PROPN
arjefm-64	32	30	,	,	PUNCT
arjefm-64	32	31	the	the	DET
arjefm-64	32	32	uk	uk	PROPN
arjefm-64	32	33	,	,	PUNCT
arjefm-64	32	34	canada	canada	PROPN
arjefm-64	32	35	,	,	PUNCT
arjefm-64	32	36	france	france	PROPN
arjefm-64	32	37	,	,	PUNCT
arjefm-64	32	38	germany	germany	PROPN
arjefm-64	32	39	,	,	PUNCT
arjefm-64	32	40	the	the	DET
arjefm-64	32	41	united	united	PROPN
arjefm-64	32	42	states	states	PROPN
arjefm-64	32	43	,	,	PUNCT
arjefm-64	32	44	and	and	CCONJ
arjefm-64	32	45	china	china	PROPN
arjefm-64	32	46	.	.	PUNCT
arjefm-64	33	1	christou	christou	PROPN
arjefm-64	33	2	et	et	PROPN
arjefm-64	33	3	al	al	PROPN
arjefm-64	33	4	.	.	PROPN
arjefm-64	33	5	(	(	PUNCT
arjefm-64	33	6	2017b	2017b	NUM
arjefm-64	33	7	)	)	PUNCT
arjefm-64	33	8	employ	employ	VERB
arjefm-64	33	9	a	a	DET
arjefm-64	33	10	bayesian	bayesian	NOUN
arjefm-64	33	11	panel	panel	NOUN
arjefm-64	33	12	vector	vector	NOUN
arjefm-64	33	13	autoregression	autoregression	NOUN
arjefm-64	33	14	model	model	NOUN
arjefm-64	33	15	to	to	PART
arjefm-64	33	16	investigate	investigate	VERB
arjefm-64	33	17	the	the	DET
arjefm-64	33	18	impact	impact	NOUN
arjefm-64	33	19	of	of	ADP
arjefm-64	33	20	us	we	PRON
arjefm-64	33	21	epu	epu	NOUN
arjefm-64	33	22	shock	shock	NOUN
arjefm-64	33	23	on	on	ADP
arjefm-64	33	24	the	the	DET
arjefm-64	33	25	stock	stock	NOUN
arjefm-64	33	26	market	market	NOUN
arjefm-64	33	27	returns	return	NOUN
arjefm-64	33	28	of	of	ADP
arjefm-64	33	29	pacific	pacific	ADJ
arjefm-64	33	30	basin	basin	NOUN
arjefm-64	33	31	countries	country	NOUN
arjefm-64	33	32	,	,	PUNCT
arjefm-64	33	33	such	such	ADJ
arjefm-64	33	34	as	as	ADP
arjefm-64	33	35	australia	australia	PROPN
arjefm-64	33	36	,	,	PUNCT
arjefm-64	33	37	canada	canada	PROPN
arjefm-64	33	38	,	,	PUNCT
arjefm-64	33	39	china	china	PROPN
arjefm-64	33	40	,	,	PUNCT
arjefm-64	33	41	japan	japan	PROPN
arjefm-64	33	42	,	,	PUNCT
arjefm-64	33	43	korea	korea	PROPN
arjefm-64	33	44	,	,	PUNCT
arjefm-64	33	45	and	and	CCONJ
arjefm-64	33	46	the	the	DET
arjefm-64	33	47	us	us	PROPN
arjefm-64	33	48	.	.	PUNCT
arjefm-64	34	1	additionally	additionally	ADV
arjefm-64	34	2	,	,	PUNCT
arjefm-64	34	3	their	their	PRON
arjefm-64	34	4	research	research	NOUN
arjefm-64	34	5	explores	explore	VERB
arjefm-64	34	6	the	the	DET
arjefm-64	34	7	effects	effect	NOUN
arjefm-64	34	8	of	of	ADP
arjefm-64	34	9	epu	epu	NOUN
arjefm-64	34	10	on	on	ADP
arjefm-64	34	11	other	other	ADJ
arjefm-64	34	12	financial	financial	ADJ
arjefm-64	34	13	markets	market	NOUN
arjefm-64	34	14	.	.	PUNCT
arjefm-64	35	1	for	for	ADP
arjefm-64	35	2	instance	instance	NOUN
arjefm-64	35	3	,	,	PUNCT
arjefm-64	35	4	fang	fang	PROPN
arjefm-64	35	5	et	et	PROPN
arjefm-64	35	6	al	al	PROPN
arjefm-64	35	7	.	.	PROPN
arjefm-64	36	1	(	(	PUNCT
arjefm-64	36	2	2018	2018	NUM
arjefm-64	36	3	)	)	PUNCT
arjefm-64	36	4	conducted	conduct	VERB
arjefm-64	36	5	research	research	NOUN
arjefm-64	36	6	on	on	ADP
arjefm-64	36	7	the	the	DET
arjefm-64	36	8	futures	future	NOUN
arjefm-64	36	9	market	market	NOUN
arjefm-64	36	10	,	,	PUNCT
arjefm-64	36	11	while	while	SCONJ
arjefm-64	36	12	demir	demir	PROPN
arjefm-64	36	13	and	and	CCONJ
arjefm-64	36	14	ersan	ersan	PROPN
arjefm-64	36	15	(	(	PUNCT
arjefm-64	36	16	2017	2017	NUM
arjefm-64	36	17	)	)	PUNCT
arjefm-64	36	18	focused	focus	VERB
arjefm-64	36	19	on	on	ADP
arjefm-64	36	20	the	the	DET
arjefm-64	36	21	currency	currency	NOUN
arjefm-64	36	22	market	market	NOUN
arjefm-64	36	23	,	,	PUNCT
arjefm-64	36	24	and	and	CCONJ
arjefm-64	36	25	reboredo	reboredo	PROPN
arjefm-64	36	26	and	and	CCONJ
arjefm-64	36	27	naifar	naifar	PROPN
arjefm-64	36	28	(	(	PUNCT
arjefm-64	36	29	2017	2017	NUM
arjefm-64	36	30	)	)	PUNCT
arjefm-64	36	31	examined	examine	VERB
arjefm-64	36	32	the	the	DET
arjefm-64	36	33	bond	bond	NOUN
arjefm-64	36	34	market	market	NOUN
arjefm-64	36	35	.	.	PUNCT
arjefm-64	37	1	krol	krol	PROPN
arjefm-64	37	2	(	(	PUNCT
arjefm-64	37	3	2014	2014	NUM
arjefm-64	37	4	)	)	PUNCT
arjefm-64	37	5	and	and	CCONJ
arjefm-64	37	6	beckmann	beckmann	PROPN
arjefm-64	37	7	and	and	CCONJ
arjefm-64	37	8	czudaj	czudaj	NOUN
arjefm-64	37	9	(	(	PUNCT
arjefm-64	37	10	2017	2017	NUM
arjefm-64	37	11	)	)	PUNCT
arjefm-64	37	12	centered	center	VERB
arjefm-64	37	13	their	their	PRON
arjefm-64	37	14	study	study	NOUN
arjefm-64	37	15	on	on	ADP
arjefm-64	37	16	foreign	foreign	ADJ
arjefm-64	37	17	exchange	exchange	NOUN
arjefm-64	37	18	markets	market	NOUN
arjefm-64	37	19	.	.	PUNCT
arjefm-64	38	1	the	the	DET
arjefm-64	38	2	second	second	ADJ
arjefm-64	38	3	part	part	NOUN
arjefm-64	38	4	of	of	ADP
arjefm-64	38	5	the	the	DET
arjefm-64	38	6	empirical	empirical	ADJ
arjefm-64	38	7	literature	literature	NOUN
arjefm-64	38	8	explores	explore	VERB
arjefm-64	38	9	the	the	DET
arjefm-64	38	10	correlation	correlation	NOUN
arjefm-64	38	11	between	between	ADP
arjefm-64	38	12	these	these	DET
arjefm-64	38	13	two	two	NUM
arjefm-64	38	14	variables	variable	NOUN
arjefm-64	38	15	.	.	PUNCT
arjefm-64	39	1	bekiros	bekiro	NOUN
arjefm-64	39	2	et	et	PROPN
arjefm-64	39	3	al	al	PROPN
arjefm-64	39	4	.	.	PUNCT
arjefm-64	40	1	(	(	PUNCT
arjefm-64	40	2	2016	2016	NUM
arjefm-64	40	3	)	)	PUNCT
arjefm-64	40	4	and	and	CCONJ
arjefm-64	40	5	caggiano	caggiano	VERB
arjefm-64	40	6	et	et	PROPN
arjefm-64	40	7	al	al	PROPN
arjefm-64	40	8	.	.	PROPN
arjefm-64	41	1	(	(	PUNCT
arjefm-64	41	2	2017	2017	NUM
arjefm-64	41	3	)	)	PUNCT
arjefm-64	41	4	investigate	investigate	VERB
arjefm-64	41	5	the	the	DET
arjefm-64	41	6	correlation	correlation	NOUN
arjefm-64	41	7	between	between	ADP
arjefm-64	41	8	the	the	DET
arjefm-64	41	9	united	united	PROPN
arjefm-64	41	10	states	states	PROPN
arjefm-64	41	11	'	'	PART
arjefm-64	41	12	epu	epu	NOUN
arjefm-64	41	13	and	and	CCONJ
arjefm-64	41	14	the	the	DET
arjefm-64	41	15	american	american	ADJ
arjefm-64	41	16	stock	stock	NOUN
arjefm-64	41	17	market	market	NOUN
arjefm-64	41	18	.	.	PUNCT
arjefm-64	42	1	xiong	xiong	PROPN
arjefm-64	42	2	and	and	CCONJ
arjefm-64	42	3	yu	yu	PROPN
arjefm-64	42	4	(	(	PUNCT
arjefm-64	42	5	2018	2018	NUM
arjefm-64	42	6	)	)	PUNCT
arjefm-64	42	7	employ	employ	VERB
arjefm-64	42	8	a	a	DET
arjefm-64	42	9	dynamic	dynamic	ADJ
arjefm-64	42	10	conditional	conditional	ADJ
arjefm-64	42	11	correlation	correlation	NOUN
arjefm-64	42	12	multivariate	multivariate	NOUN
arjefm-64	42	13	generalized	generalize	VERB
arjefm-64	42	14	autoregressive	autoregressive	ADJ
arjefm-64	42	15	conditionally	conditionally	ADV
arjefm-64	42	16	heteroskedastic	heteroskedastic	ADJ
arjefm-64	42	17	model	model	NOUN
arjefm-64	42	18	to	to	PART
arjefm-64	42	19	examine	examine	VERB
arjefm-64	42	20	the	the	DET
arjefm-64	42	21	correlation	correlation	NOUN
arjefm-64	42	22	between	between	ADP
arjefm-64	42	23	china	china	PROPN
arjefm-64	42	24	's	's	PART
arjefm-64	42	25	epu	epu	NOUN
arjefm-64	42	26	and	and	CCONJ
arjefm-64	42	27	its	its	PRON
arjefm-64	42	28	stock	stock	NOUN
arjefm-64	42	29	market	market	NOUN
arjefm-64	42	30	.	.	PUNCT
arjefm-64	43	1	previous	previous	ADJ
arjefm-64	43	2	literature	literature	NOUN
arjefm-64	43	3	has	have	AUX
arjefm-64	43	4	also	also	ADV
arjefm-64	43	5	explored	explore	VERB
arjefm-64	43	6	the	the	DET
arjefm-64	43	7	correlation	correlation	NOUN
arjefm-64	43	8	between	between	ADP
arjefm-64	43	9	epu	epu	NOUN
arjefm-64	43	10	and	and	CCONJ
arjefm-64	43	11	various	various	ADJ
arjefm-64	43	12	markets	market	NOUN
arjefm-64	43	13	,	,	PUNCT
arjefm-64	43	14	including	include	VERB
arjefm-64	43	15	the	the	DET
arjefm-64	43	16	stock	stock	NOUN
arjefm-64	43	17	-	-	PUNCT
arjefm-64	43	18	bond	bond	NOUN
arjefm-64	43	19	correlation	correlation	NOUN
arjefm-64	43	20	(	(	PUNCT
arjefm-64	43	21	fang	fang	X
arjefm-64	43	22	et	et	PROPN
arjefm-64	43	23	al	al	PROPN
arjefm-64	43	24	.	.	PROPN
arjefm-64	43	25	,	,	PUNCT
arjefm-64	43	26	2017	2017	NUM
arjefm-64	43	27	)	)	PUNCT
arjefm-64	43	28	and	and	CCONJ
arjefm-64	43	29	goldstock	goldstock	NOUN
arjefm-64	43	30	correlation	correlation	NOUN
arjefm-64	43	31	(	(	PUNCT
arjefm-64	43	32	gao	gao	PROPN
arjefm-64	43	33	and	and	CCONJ
arjefm-64	43	34	zhang	zhang	PROPN
arjefm-64	43	35	,	,	PUNCT
arjefm-64	43	36	2016	2016	NUM
arjefm-64	43	37	)	)	PUNCT
arjefm-64	43	38	.	.	PUNCT
arjefm-64	44	1	however	however	ADV
arjefm-64	44	2	,	,	PUNCT
arjefm-64	44	3	previous	previous	ADJ
arjefm-64	44	4	studies	study	NOUN
arjefm-64	44	5	have	have	VERB
arjefm-64	44	6	some	some	DET
arjefm-64	44	7	limitations	limitation	NOUN
arjefm-64	44	8	.	.	PUNCT
arjefm-64	45	1	firstly	firstly	ADV
arjefm-64	45	2	,	,	PUNCT
arjefm-64	45	3	the	the	DET
arjefm-64	45	4	short	short	ADJ
arjefm-64	45	5	-	-	PUNCT
arjefm-64	45	6	term	term	NOUN
arjefm-64	45	7	volatility	volatility	NOUN
arjefm-64	45	8	component	component	NOUN
arjefm-64	45	9	in	in	ADP
arjefm-64	45	10	stock	stock	NOUN
arjefm-64	45	11	returns	return	NOUN
arjefm-64	45	12	is	be	AUX
arjefm-64	45	13	linked	link	VERB
arjefm-64	45	14	to	to	ADP
arjefm-64	45	15	its	its	PRON
arjefm-64	45	16	own	own	ADJ
arjefm-64	45	17	past	past	ADJ
arjefm-64	45	18	information	information	NOUN
arjefm-64	45	19	,	,	PUNCT
arjefm-64	45	20	while	while	SCONJ
arjefm-64	45	21	the	the	DET
arjefm-64	45	22	long	long	ADJ
arjefm-64	45	23	-	-	PUNCT
arjefm-64	45	24	term	term	NOUN
arjefm-64	45	25	component	component	NOUN
arjefm-64	45	26	of	of	ADP
arjefm-64	45	27	volatility	volatility	NOUN
arjefm-64	45	28	is	be	AUX
arjefm-64	45	29	associated	associate	VERB
arjefm-64	45	30	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	45	31	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	45	32	american	american	PROPN
arjefm-64	45	33	research	research	PROPN
arjefm-64	45	34	journal	journal	PROPN
arjefm-64	45	35	of	of	ADP
arjefm-64	45	36	economics	economic	NOUN
arjefm-64	45	37	,	,	PUNCT
arjefm-64	45	38	finance	finance	NOUN
arjefm-64	45	39	and	and	CCONJ
arjefm-64	45	40	management	management	NOUN
arjefm-64	45	41	volume	volume	NOUN
arjefm-64	45	42	12	12	NUM
arjefm-64	45	43	issue	issue	NOUN
arjefm-64	45	44	1	1	NUM
arjefm-64	45	45	,	,	PUNCT
arjefm-64	45	46	january	january	PROPN
arjefm-64	45	47	-	-	PUNCT
arjefm-64	45	48	february	february	PROPN
arjefm-64	45	49	2024	2024	NUM
arjefm-64	45	50	issn	issn	NOUN
arjefm-64	45	51	:	:	PUNCT
arjefm-64	45	52	2836	2836	NUM
arjefm-64	45	53	-	-	SYM
arjefm-64	45	54	9416	9416	NUM
arjefm-64	45	55	impact	impact	NOUN
arjefm-64	45	56	factor	factor	NOUN
arjefm-64	45	57	:	:	PUNCT
arjefm-64	45	58	5.57	5.57	NUM
arjefm-64	45	59	journal	journal	NOUN
arjefm-64	45	60	homepage	homepage	NOUN
arjefm-64	45	61	:	:	PUNCT
arjefm-64	45	62	https://	https://	PROPN
arjefm-64	45	63	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	45	64	,	,	PUNCT
arjefm-64	45	65	email	email	NOUN
arjefm-64	45	66	:	:	PUNCT
arjefm-64	45	67	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	45	68	official	official	ADJ
arjefm-64	45	69	journal	journal	PROPN
arjefm-64	45	70	of	of	ADP
arjefm-64	45	71	america	america	PROPN
arjefm-64	45	72	serial	serial	PROPN
arjefm-64	45	73	publication	publication	NOUN
arjefm-64	45	74	american	american	PROPN
arjefm-64	45	75	research	research	PROPN
arjefm-64	45	76	journal	journal	PROPN
arjefm-64	45	77	of	of	ADP
arjefm-64	45	78	economics	economic	NOUN
arjefm-64	45	79	,	,	PUNCT
arjefm-64	45	80	finance	finance	NOUN
arjefm-64	45	81	and	and	CCONJ
arjefm-64	45	82	management	management	NOUN
arjefm-64	45	83	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	45	84	,	,	PUNCT
arjefm-64	45	85	email	email	NOUN
arjefm-64	45	86	:	:	PUNCT
arjefm-64	45	87	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	46	1	25	25	NUM
arjefm-64	47	1	|	|	ADV
arjefm-64	47	2	p	p	X
arjefm-64	47	3	a	a	DET
arjefm-64	47	4	g	g	NOUN
arjefm-64	47	5	e	e	NOUN
arjefm-64	47	6	with	with	ADP
arjefm-64	47	7	macroeconomic	macroeconomic	ADJ
arjefm-64	47	8	fundamentals	fundamental	NOUN
arjefm-64	47	9	(	(	PUNCT
arjefm-64	47	10	asgharian	asgharian	PROPN
arjefm-64	47	11	et	et	PROPN
arjefm-64	47	12	al	al	PROPN
arjefm-64	47	13	.	.	PROPN
arjefm-64	47	14	,	,	PUNCT
arjefm-64	47	15	2013	2013	NUM
arjefm-64	47	16	;	;	PUNCT
arjefm-64	47	17	engle	engle	PROPN
arjefm-64	47	18	et	et	PROPN
arjefm-64	47	19	al	al	PROPN
arjefm-64	47	20	.	.	PROPN
arjefm-64	47	21	,	,	PUNCT
arjefm-64	47	22	2013	2013	NUM
arjefm-64	47	23	)	)	PUNCT
arjefm-64	47	24	.	.	PUNCT
arjefm-64	48	1	given	give	VERB
arjefm-64	48	2	this	this	DET
arjefm-64	48	3	observation	observation	NOUN
arjefm-64	48	4	,	,	PUNCT
arjefm-64	48	5	it	it	PRON
arjefm-64	48	6	is	be	AUX
arjefm-64	48	7	fitting	fitting	ADJ
arjefm-64	48	8	to	to	PART
arjefm-64	48	9	deploy	deploy	VERB
arjefm-64	48	10	a	a	DET
arjefm-64	48	11	model	model	NOUN
arjefm-64	48	12	that	that	PRON
arjefm-64	48	13	distinguishes	distinguish	VERB
arjefm-64	48	14	between	between	ADP
arjefm-64	48	15	the	the	DET
arjefm-64	48	16	overall	overall	ADJ
arjefm-64	48	17	volatility	volatility	NOUN
arjefm-64	48	18	of	of	ADP
arjefm-64	48	19	stocks	stock	NOUN
arjefm-64	48	20	into	into	ADP
arjefm-64	48	21	its	its	PRON
arjefm-64	48	22	long	long	ADJ
arjefm-64	48	23	-	-	PUNCT
arjefm-64	48	24	term	term	NOUN
arjefm-64	48	25	and	and	CCONJ
arjefm-64	48	26	short	short	ADJ
arjefm-64	48	27	-	-	PUNCT
arjefm-64	48	28	term	term	NOUN
arjefm-64	48	29	components	component	NOUN
arjefm-64	48	30	by	by	ADP
arjefm-64	48	31	incorporating	incorporate	VERB
arjefm-64	48	32	the	the	DET
arjefm-64	48	33	gepu	gepu	NOUN
arjefm-64	48	34	variable	variable	NOUN
arjefm-64	48	35	in	in	ADP
arjefm-64	48	36	the	the	DET
arjefm-64	48	37	former	former	NOUN
arjefm-64	48	38	.	.	PUNCT
arjefm-64	49	1	this	this	DET
arjefm-64	49	2	model	model	NOUN
arjefm-64	49	3	is	be	AUX
arjefm-64	49	4	known	know	VERB
arjefm-64	49	5	as	as	ADP
arjefm-64	49	6	the	the	DET
arjefm-64	49	7	generalized	generalized	ADJ
arjefm-64	49	8	autoregressive	autoregressive	ADJ
arjefm-64	49	9	conditional	conditional	ADJ
arjefm-64	49	10	heteroskedasticity	heteroskedasticity	NOUN
arjefm-64	49	11	extended	extend	VERB
arjefm-64	49	12	mixed	mixed	ADJ
arjefm-64	49	13	data	datum	NOUN
arjefm-64	49	14	sampling	sample	VERB
arjefm-64	49	15	(	(	PUNCT
arjefm-64	49	16	garchmidas	garchmidas	ADJ
arjefm-64	49	17	)	)	PUNCT
arjefm-64	49	18	model	model	NOUN
arjefm-64	49	19	.	.	PUNCT
arjefm-64	50	1	these	these	DET
arjefm-64	50	2	studies	study	NOUN
arjefm-64	50	3	examine	examine	VERB
arjefm-64	50	4	the	the	DET
arjefm-64	50	5	relationship	relationship	NOUN
arjefm-64	50	6	between	between	ADP
arjefm-64	50	7	the	the	DET
arjefm-64	50	8	variables	variable	NOUN
arjefm-64	50	9	,	,	PUNCT
arjefm-64	50	10	factoring	factor	VERB
arjefm-64	50	11	in	in	ADP
arjefm-64	50	12	global	global	ADJ
arjefm-64	50	13	financial	financial	ADJ
arjefm-64	50	14	crises	crisis	NOUN
arjefm-64	50	15	.	.	PUNCT
arjefm-64	51	1	further	further	ADJ
arjefm-64	51	2	research	research	NOUN
arjefm-64	51	3	shows	show	VERB
arjefm-64	51	4	that	that	SCONJ
arjefm-64	51	5	covid-19	covid-19	PROPN
arjefm-64	51	6	significantly	significantly	ADV
arjefm-64	51	7	affects	affect	VERB
arjefm-64	51	8	the	the	DET
arjefm-64	51	9	correlation	correlation	NOUN
arjefm-64	51	10	between	between	ADP
arjefm-64	51	11	gepu	gepu	NOUN
arjefm-64	51	12	and	and	CCONJ
arjefm-64	51	13	stock	stock	NOUN
arjefm-64	51	14	market	market	NOUN
arjefm-64	51	15	returns	return	NOUN
arjefm-64	51	16	'	'	PART
arjefm-64	51	17	volatility	volatility	NOUN
arjefm-64	51	18	.	.	PUNCT
arjefm-64	52	1	notably	notably	ADV
arjefm-64	52	2	,	,	PUNCT
arjefm-64	52	3	sharif	sharif	PROPN
arjefm-64	52	4	et	et	PROPN
arjefm-64	52	5	al	al	PROPN
arjefm-64	52	6	.	.	PROPN
arjefm-64	53	1	(	(	PUNCT
arjefm-64	53	2	2020	2020	NUM
arjefm-64	53	3	)	)	PUNCT
arjefm-64	53	4	,	,	PUNCT
arjefm-64	53	5	yang	yang	PROPN
arjefm-64	53	6	and	and	CCONJ
arjefm-64	53	7	yang	yang	PROPN
arjefm-64	53	8	(	(	PUNCT
arjefm-64	53	9	2021	2021	NUM
arjefm-64	53	10	)	)	PUNCT
arjefm-64	53	11	,	,	PUNCT
arjefm-64	53	12	ahmed	ahme	VERB
arjefm-64	53	13	and	and	CCONJ
arjefm-64	53	14	sarkodie	sarkodie	PROPN
arjefm-64	53	15	(	(	PUNCT
arjefm-64	53	16	2021	2021	NUM
arjefm-64	53	17	)	)	PUNCT
arjefm-64	53	18	,	,	PUNCT
arjefm-64	53	19	youssef	youssef	PROPN
arjefm-64	53	20	et	et	PROPN
arjefm-64	53	21	al	al	PROPN
arjefm-64	53	22	.	.	PROPN
arjefm-64	54	1	(	(	PUNCT
arjefm-64	54	2	2021	2021	NUM
arjefm-64	54	3	)	)	PUNCT
arjefm-64	54	4	,	,	PUNCT
arjefm-64	54	5	and	and	CCONJ
arjefm-64	54	6	apostolakis	apostolakis	INTJ
arjefm-64	54	7	et	et	PROPN
arjefm-64	54	8	al	al	PROPN
arjefm-64	54	9	.	.	PROPN
arjefm-64	55	1	(	(	PUNCT
arjefm-64	55	2	2021	2021	NUM
arjefm-64	55	3	)	)	PUNCT
arjefm-64	55	4	have	have	AUX
arjefm-64	55	5	reported	report	VERB
arjefm-64	55	6	such	such	ADJ
arjefm-64	55	7	findings	finding	NOUN
arjefm-64	55	8	.	.	PUNCT
arjefm-64	56	1	previous	previous	ADJ
arjefm-64	56	2	research	research	NOUN
arjefm-64	56	3	has	have	AUX
arjefm-64	56	4	given	give	VERB
arjefm-64	56	5	greater	great	ADJ
arjefm-64	56	6	attention	attention	NOUN
arjefm-64	56	7	to	to	ADP
arjefm-64	56	8	developed	develop	VERB
arjefm-64	56	9	countries	country	NOUN
arjefm-64	56	10	and	and	CCONJ
arjefm-64	56	11	less	less	ADJ
arjefm-64	56	12	to	to	ADP
arjefm-64	56	13	emerging	emerge	VERB
arjefm-64	56	14	ones	one	NOUN
arjefm-64	56	15	.	.	PUNCT
arjefm-64	57	1	therefore	therefore	ADV
arjefm-64	57	2	,	,	PUNCT
arjefm-64	57	3	our	our	PRON
arjefm-64	57	4	study	study	NOUN
arjefm-64	57	5	focuses	focus	VERB
arjefm-64	57	6	on	on	ADP
arjefm-64	57	7	the	the	DET
arjefm-64	57	8	sadc	sadc	PROPN
arjefm-64	57	9	,	,	PUNCT
arjefm-64	57	10	a	a	DET
arjefm-64	57	11	market	market	NOUN
arjefm-64	57	12	that	that	PRON
arjefm-64	57	13	has	have	AUX
arjefm-64	57	14	received	receive	VERB
arjefm-64	57	15	limited	limited	ADJ
arjefm-64	57	16	examination	examination	NOUN
arjefm-64	57	17	and	and	CCONJ
arjefm-64	57	18	integration	integration	NOUN
arjefm-64	57	19	.	.	PUNCT
arjefm-64	58	1	thus	thus	ADV
arjefm-64	58	2	,	,	PUNCT
arjefm-64	58	3	a	a	DET
arjefm-64	58	4	major	major	ADJ
arjefm-64	58	5	query	query	NOUN
arjefm-64	58	6	arises	arise	VERB
arjefm-64	58	7	from	from	ADP
arjefm-64	58	8	our	our	PRON
arjefm-64	58	9	reflections	reflection	NOUN
arjefm-64	58	10	:	:	PUNCT
arjefm-64	58	11	has	have	AUX
arjefm-64	58	12	the	the	DET
arjefm-64	58	13	covid-19	covid-19	PROPN
arjefm-64	58	14	outbreak	outbreak	NOUN
arjefm-64	58	15	changed	change	VERB
arjefm-64	58	16	the	the	DET
arjefm-64	58	17	dynamics	dynamic	NOUN
arjefm-64	58	18	of	of	ADP
arjefm-64	58	19	the	the	DET
arjefm-64	58	20	link	link	NOUN
arjefm-64	58	21	between	between	ADP
arjefm-64	58	22	gepu	gepu	NOUN
arjefm-64	58	23	and	and	CCONJ
arjefm-64	58	24	the	the	DET
arjefm-64	58	25	instability	instability	NOUN
arjefm-64	58	26	of	of	ADP
arjefm-64	58	27	stock	stock	NOUN
arjefm-64	58	28	market	market	NOUN
arjefm-64	58	29	returns	return	NOUN
arjefm-64	58	30	in	in	ADP
arjefm-64	58	31	particular	particular	ADJ
arjefm-64	58	32	sadc	sadc	PROPN
arjefm-64	58	33	markets	market	NOUN
arjefm-64	58	34	?	?	PUNCT
arjefm-64	59	1	the	the	DET
arjefm-64	59	2	aim	aim	NOUN
arjefm-64	59	3	of	of	ADP
arjefm-64	59	4	this	this	DET
arjefm-64	59	5	study	study	NOUN
arjefm-64	59	6	is	be	AUX
arjefm-64	59	7	to	to	PART
arjefm-64	59	8	investigate	investigate	VERB
arjefm-64	59	9	the	the	DET
arjefm-64	59	10	effects	effect	NOUN
arjefm-64	59	11	of	of	ADP
arjefm-64	59	12	global	global	ADJ
arjefm-64	59	13	economic	economic	ADJ
arjefm-64	59	14	policy	policy	NOUN
arjefm-64	59	15	uncertainty	uncertainty	NOUN
arjefm-64	59	16	and	and	CCONJ
arjefm-64	59	17	oil	oil	NOUN
arjefm-64	59	18	shocks	shock	NOUN
arjefm-64	59	19	on	on	ADP
arjefm-64	59	20	stock	stock	NOUN
arjefm-64	59	21	market	market	NOUN
arjefm-64	59	22	volatility	volatility	NOUN
arjefm-64	59	23	in	in	ADP
arjefm-64	59	24	botswana	botswana	PROPN
arjefm-64	59	25	,	,	PUNCT
arjefm-64	59	26	mauritius	mauritius	PROPN
arjefm-64	59	27	,	,	PUNCT
arjefm-64	59	28	and	and	CCONJ
arjefm-64	59	29	south	south	PROPN
arjefm-64	59	30	africa	africa	PROPN
arjefm-64	59	31	both	both	CCONJ
arjefm-64	59	32	before	before	ADP
arjefm-64	59	33	and	and	CCONJ
arjefm-64	59	34	during	during	ADP
arjefm-64	59	35	the	the	DET
arjefm-64	59	36	covid-19	covid-19	PROPN
arjefm-64	59	37	pandemic	pandemic	NOUN
arjefm-64	59	38	.	.	PUNCT
arjefm-64	60	1	the	the	DET
arjefm-64	60	2	study	study	NOUN
arjefm-64	60	3	has	have	VERB
arjefm-64	60	4	two	two	NUM
arjefm-64	60	5	specific	specific	ADJ
arjefm-64	60	6	objectives	objective	NOUN
arjefm-64	60	7	as	as	SCONJ
arjefm-64	60	8	follows	follow	VERB
arjefm-64	60	9	:	:	PUNCT
arjefm-64	60	10	to	to	PART
arjefm-64	60	11	investigate	investigate	VERB
arjefm-64	60	12	the	the	DET
arjefm-64	60	13	effects	effect	NOUN
arjefm-64	60	14	of	of	ADP
arjefm-64	60	15	gepu	gepu	NOUN
arjefm-64	60	16	and	and	CCONJ
arjefm-64	60	17	shocks	shock	NOUN
arjefm-64	60	18	in	in	ADP
arjefm-64	60	19	oil	oil	NOUN
arjefm-64	60	20	consumption	consumption	NOUN
arjefm-64	60	21	demand	demand	NOUN
arjefm-64	60	22	on	on	ADP
arjefm-64	60	23	stock	stock	NOUN
arjefm-64	60	24	volatility	volatility	NOUN
arjefm-64	60	25	in	in	ADP
arjefm-64	60	26	the	the	DET
arjefm-64	60	27	sadc	sadc	PROPN
arjefm-64	60	28	nations	nation	NOUN
arjefm-64	60	29	prior	prior	ADV
arjefm-64	60	30	to	to	ADP
arjefm-64	60	31	and	and	CCONJ
arjefm-64	60	32	following	follow	VERB
arjefm-64	60	33	the	the	DET
arjefm-64	60	34	covid-19	covid-19	PROPN
arjefm-64	60	35	outbreak	outbreak	NOUN
arjefm-64	60	36	,	,	PUNCT
arjefm-64	60	37	and	and	CCONJ
arjefm-64	60	38	to	to	PART
arjefm-64	60	39	demonstrate	demonstrate	VERB
arjefm-64	60	40	the	the	DET
arjefm-64	60	41	dynamic	dynamic	ADJ
arjefm-64	60	42	connection	connection	NOUN
arjefm-64	60	43	between	between	ADP
arjefm-64	60	44	the	the	DET
arjefm-64	60	45	pandemic	pandemic	ADJ
arjefm-64	60	46	,	,	PUNCT
arjefm-64	60	47	gepu	gepu	NOUN
arjefm-64	60	48	,	,	PUNCT
arjefm-64	60	49	and	and	CCONJ
arjefm-64	60	50	stock	stock	NOUN
arjefm-64	60	51	market	market	NOUN
arjefm-64	60	52	return	return	NOUN
arjefm-64	60	53	volatility	volatility	NOUN
arjefm-64	60	54	in	in	ADP
arjefm-64	60	55	these	these	DET
arjefm-64	60	56	same	same	ADJ
arjefm-64	60	57	regions	region	NOUN
arjefm-64	60	58	.	.	PUNCT
arjefm-64	61	1	to	to	PART
arjefm-64	61	2	achieve	achieve	VERB
arjefm-64	61	3	our	our	PRON
arjefm-64	61	4	objective	objective	NOUN
arjefm-64	61	5	,	,	PUNCT
arjefm-64	61	6	we	we	PRON
arjefm-64	61	7	examine	examine	VERB
arjefm-64	61	8	the	the	DET
arjefm-64	61	9	following	follow	VERB
arjefm-64	61	10	hypotheses	hypothesis	NOUN
arjefm-64	61	11	in	in	ADP
arjefm-64	61	12	our	our	PRON
arjefm-64	61	13	study	study	NOUN
arjefm-64	61	14	:	:	PUNCT
arjefm-64	61	15	i	i	NOUN
arjefm-64	61	16	)	)	PUNCT
arjefm-64	61	17	the	the	DET
arjefm-64	61	18	impact	impact	NOUN
arjefm-64	61	19	of	of	ADP
arjefm-64	61	20	gepu	gepu	NOUN
arjefm-64	61	21	and	and	CCONJ
arjefm-64	61	22	oil	oil	NOUN
arjefm-64	61	23	consumption	consumption	NOUN
arjefm-64	61	24	demand	demand	NOUN
arjefm-64	61	25	shocks	shock	VERB
arjefm-64	61	26	on	on	ADP
arjefm-64	61	27	stock	stock	NOUN
arjefm-64	61	28	volatility	volatility	NOUN
arjefm-64	61	29	in	in	ADP
arjefm-64	61	30	sadc	sadc	PROPN
arjefm-64	61	31	countries	country	NOUN
arjefm-64	61	32	is	be	AUX
arjefm-64	61	33	positive	positive	ADJ
arjefm-64	61	34	and	and	CCONJ
arjefm-64	61	35	significant	significant	ADJ
arjefm-64	61	36	;	;	PUNCT
arjefm-64	61	37	ii	ii	X
arjefm-64	61	38	)	)	PUNCT
arjefm-64	61	39	the	the	DET
arjefm-64	61	40	relationship	relationship	NOUN
arjefm-64	61	41	between	between	ADP
arjefm-64	61	42	the	the	DET
arjefm-64	61	43	covid-19	covid-19	PROPN
arjefm-64	61	44	pandemic	pandemic	NOUN
arjefm-64	61	45	,	,	PUNCT
arjefm-64	61	46	gepu	gepu	NOUN
arjefm-64	61	47	,	,	PUNCT
arjefm-64	61	48	and	and	CCONJ
arjefm-64	61	49	stock	stock	NOUN
arjefm-64	61	50	market	market	NOUN
arjefm-64	61	51	volatility	volatility	NOUN
arjefm-64	61	52	is	be	AUX
arjefm-64	61	53	ever	ever	ADV
arjefm-64	61	54	-	-	PUNCT
arjefm-64	61	55	changing	change	VERB
arjefm-64	61	56	.	.	PUNCT
arjefm-64	62	1	this	this	DET
arjefm-64	62	2	study	study	NOUN
arjefm-64	62	3	’s	’s	PART
arjefm-64	62	4	choice	choice	NOUN
arjefm-64	62	5	of	of	ADP
arjefm-64	62	6	the	the	DET
arjefm-64	62	7	sadc	sadc	PROPN
arjefm-64	62	8	is	be	AUX
arjefm-64	62	9	underlined	underline	VERB
arjefm-64	62	10	by	by	ADP
arjefm-64	62	11	its	its	PRON
arjefm-64	62	12	status	status	NOUN
arjefm-64	62	13	as	as	ADP
arjefm-64	62	14	one	one	NUM
arjefm-64	62	15	of	of	ADP
arjefm-64	62	16	the	the	DET
arjefm-64	62	17	major	major	ADJ
arjefm-64	62	18	players	player	NOUN
arjefm-64	62	19	in	in	ADP
arjefm-64	62	20	the	the	DET
arjefm-64	62	21	exploration	exploration	NOUN
arjefm-64	62	22	and	and	CCONJ
arjefm-64	62	23	export	export	NOUN
arjefm-64	62	24	of	of	ADP
arjefm-64	62	25	crude	crude	ADJ
arjefm-64	62	26	oil	oil	NOUN
arjefm-64	62	27	,	,	PUNCT
arjefm-64	62	28	and	and	CCONJ
arjefm-64	62	29	that	that	SCONJ
arjefm-64	62	30	its	its	PRON
arjefm-64	62	31	main	main	ADJ
arjefm-64	62	32	trading	trading	NOUN
arjefm-64	62	33	and	and	CCONJ
arjefm-64	62	34	investment	investment	NOUN
arjefm-64	62	35	partner	partner	NOUN
arjefm-64	62	36	(	(	PUNCT
arjefm-64	62	37	europe	europe	PROPN
arjefm-64	62	38	)	)	PUNCT
arjefm-64	62	39	is	be	AUX
arjefm-64	62	40	suffering	suffer	VERB
arjefm-64	62	41	from	from	ADP
arjefm-64	62	42	the	the	DET
arjefm-64	62	43	devastating	devastating	ADJ
arjefm-64	62	44	covid-19	covid-19	PROPN
arjefm-64	62	45	pandemic	pandemic	ADJ
arjefm-64	62	46	(	(	PUNCT
arjefm-64	62	47	mckibbin	mckibbin	NOUN
arjefm-64	62	48	and	and	CCONJ
arjefm-64	62	49	fernando	fernando	NOUN
arjefm-64	62	50	,	,	PUNCT
arjefm-64	62	51	2021	2021	NUM
arjefm-64	62	52	)	)	PUNCT
arjefm-64	62	53	.	.	PUNCT
arjefm-64	63	1	subsequently	subsequently	ADV
arjefm-64	63	2	,	,	PUNCT
arjefm-64	63	3	this	this	DET
arjefm-64	63	4	development	development	NOUN
arjefm-64	63	5	constrains	constrain	VERB
arjefm-64	63	6	them	they	PRON
arjefm-64	63	7	to	to	ADP
arjefm-64	63	8	certain	certain	ADJ
arjefm-64	63	9	policies	policy	NOUN
arjefm-64	63	10	in	in	ADP
arjefm-64	63	11	favor	favor	NOUN
arjefm-64	63	12	of	of	ADP
arjefm-64	63	13	intraregional	intraregional	ADJ
arjefm-64	63	14	trade	trade	NOUN
arjefm-64	63	15	and	and	CCONJ
arjefm-64	63	16	investment	investment	NOUN
arjefm-64	63	17	,	,	PUNCT
arjefm-64	63	18	which	which	PRON
arjefm-64	63	19	should	should	AUX
arjefm-64	63	20	have	have	VERB
arjefm-64	63	21	an	an	DET
arjefm-64	63	22	impact	impact	NOUN
arjefm-64	63	23	on	on	ADP
arjefm-64	63	24	its	its	PRON
arjefm-64	63	25	stock	stock	NOUN
arjefm-64	63	26	market	market	NOUN
arjefm-64	63	27	.	.	PUNCT
arjefm-64	64	1	furthermore	furthermore	ADV
arjefm-64	64	2	,	,	PUNCT
arjefm-64	64	3	we	we	PRON
arjefm-64	64	4	find	find	VERB
arjefm-64	64	5	the	the	DET
arjefm-64	64	6	impact	impact	NOUN
arjefm-64	64	7	of	of	ADP
arjefm-64	64	8	health	health	NOUN
arjefm-64	64	9	responses	response	NOUN
arjefm-64	64	10	taken	take	VERB
arjefm-64	64	11	by	by	ADP
arjefm-64	64	12	some	some	PRON
arjefm-64	64	13	of	of	ADP
arjefm-64	64	14	the	the	DET
arjefm-64	64	15	sadc	sadc	PROPN
arjefm-64	64	16	countries	country	NOUN
arjefm-64	64	17	,	,	PUNCT
arjefm-64	64	18	on	on	ADP
arjefm-64	64	19	the	the	DET
arjefm-64	64	20	stock	stock	NOUN
arjefm-64	64	21	market	market	NOUN
arjefm-64	64	22	to	to	PART
arjefm-64	64	23	be	be	AUX
arjefm-64	64	24	worth	worth	ADJ
arjefm-64	64	25	studying	study	VERB
arjefm-64	64	26	.	.	PUNCT
arjefm-64	65	1	indeed	indeed	ADV
arjefm-64	65	2	,	,	PUNCT
arjefm-64	65	3	the	the	DET
arjefm-64	65	4	tanzanian	tanzanian	ADJ
arjefm-64	65	5	government	government	NOUN
arjefm-64	65	6	officially	officially	ADV
arjefm-64	65	7	declared	declare	VERB
arjefm-64	65	8	the	the	DET
arjefm-64	65	9	virus	virus	NOUN
arjefm-64	65	10	to	to	PART
arjefm-64	65	11	be	be	AUX
arjefm-64	65	12	over	over	ADV
arjefm-64	65	13	and	and	CCONJ
arjefm-64	65	14	stopped	stop	VERB
arjefm-64	65	15	recording	recording	NOUN
arjefm-64	65	16	cases	case	NOUN
arjefm-64	65	17	towards	towards	ADP
arjefm-64	65	18	the	the	DET
arjefm-64	65	19	end	end	NOUN
arjefm-64	65	20	of	of	ADP
arjefm-64	65	21	april	april	PROPN
arjefm-64	65	22	2020	2020	NUM
arjefm-64	65	23	.	.	PUNCT
arjefm-64	66	1	similarly	similarly	ADV
arjefm-64	66	2	,	,	PUNCT
arjefm-64	66	3	madagascar	madagascar	PROPN
arjefm-64	66	4	has	have	AUX
arjefm-64	66	5	also	also	ADV
arjefm-64	66	6	become	become	VERB
arjefm-64	66	7	a	a	DET
arjefm-64	66	8	center	center	NOUN
arjefm-64	66	9	of	of	ADP
arjefm-64	66	10	attention	attention	NOUN
arjefm-64	66	11	with	with	ADP
arjefm-64	66	12	its	its	PRON
arjefm-64	66	13	claim	claim	NOUN
arjefm-64	66	14	to	to	PART
arjefm-64	66	15	have	have	AUX
arjefm-64	66	16	discovered	discover	VERB
arjefm-64	66	17	a	a	DET
arjefm-64	66	18	cure	cure	NOUN
arjefm-64	66	19	for	for	ADP
arjefm-64	66	20	the	the	DET
arjefm-64	66	21	deadly	deadly	ADJ
arjefm-64	66	22	covid-19	covid-19	PROPN
arjefm-64	66	23	pandemic	pandemic	ADJ
arjefm-64	66	24	(	(	PUNCT
arjefm-64	66	25	mthembu	mthembu	NOUN
arjefm-64	66	26	,	,	PUNCT
arjefm-64	66	27	2020	2020	NUM
arjefm-64	66	28	)	)	PUNCT
arjefm-64	66	29	.	.	PUNCT
arjefm-64	67	1	there	there	PRON
arjefm-64	67	2	is	be	VERB
arjefm-64	67	3	agreement	agreement	NOUN
arjefm-64	67	4	that	that	SCONJ
arjefm-64	67	5	these	these	DET
arjefm-64	67	6	events	event	NOUN
arjefm-64	67	7	may	may	AUX
arjefm-64	67	8	have	have	AUX
arjefm-64	67	9	an	an	DET
arjefm-64	67	10	impact	impact	NOUN
arjefm-64	67	11	on	on	ADP
arjefm-64	67	12	the	the	DET
arjefm-64	67	13	link	link	NOUN
arjefm-64	67	14	between	between	ADP
arjefm-64	67	15	oil	oil	NOUN
arjefm-64	67	16	and	and	CCONJ
arjefm-64	67	17	stock	stock	NOUN
arjefm-64	67	18	prices	price	NOUN
arjefm-64	67	19	in	in	ADP
arjefm-64	67	20	the	the	DET
arjefm-64	67	21	region	region	NOUN
arjefm-64	67	22	,	,	PUNCT
arjefm-64	67	23	which	which	PRON
arjefm-64	67	24	necessitates	necessitate	VERB
arjefm-64	67	25	the	the	DET
arjefm-64	67	26	present	present	ADJ
arjefm-64	67	27	study	study	NOUN
arjefm-64	67	28	.	.	PUNCT
arjefm-64	68	1	two	two	NUM
arjefm-64	68	2	important	important	ADJ
arjefm-64	68	3	contributions	contribution	NOUN
arjefm-64	68	4	can	can	AUX
arjefm-64	68	5	be	be	AUX
arjefm-64	68	6	drawn	draw	VERB
arjefm-64	68	7	from	from	ADP
arjefm-64	68	8	this	this	DET
arjefm-64	68	9	study	study	NOUN
arjefm-64	68	10	.	.	PUNCT
arjefm-64	69	1	first	first	ADV
arjefm-64	69	2	,	,	PUNCT
arjefm-64	69	3	we	we	PRON
arjefm-64	69	4	take	take	VERB
arjefm-64	69	5	into	into	ADP
arjefm-64	69	6	account	account	NOUN
arjefm-64	69	7	the	the	DET
arjefm-64	69	8	covid-19	covid-19	PROPN
arjefm-64	69	9	health	health	NOUN
arjefm-64	69	10	crisis	crisis	NOUN
arjefm-64	69	11	in	in	ADP
arjefm-64	69	12	the	the	DET
arjefm-64	69	13	analysis	analysis	NOUN
arjefm-64	69	14	of	of	ADP
arjefm-64	69	15	the	the	DET
arjefm-64	69	16	relationship	relationship	NOUN
arjefm-64	69	17	between	between	ADP
arjefm-64	69	18	gepu	gepu	NOUN
arjefm-64	69	19	and	and	CCONJ
arjefm-64	69	20	the	the	DET
arjefm-64	69	21	returns	return	NOUN
arjefm-64	69	22	of	of	ADP
arjefm-64	69	23	certain	certain	ADJ
arjefm-64	69	24	southern	southern	ADJ
arjefm-64	69	25	african	african	ADJ
arjefm-64	69	26	development	development	NOUN
arjefm-64	69	27	community	community	NOUN
arjefm-64	69	28	(	(	PUNCT
arjefm-64	69	29	sadc	sadc	PROPN
arjefm-64	69	30	)	)	PUNCT
arjefm-64	69	31	countries	country	NOUN
arjefm-64	69	32	'	'	PART
arjefm-64	69	33	stock	stock	NOUN
arjefm-64	69	34	exchanges	exchange	NOUN
arjefm-64	69	35	.	.	PUNCT
arjefm-64	70	1	the	the	DET
arjefm-64	70	2	analysis	analysis	NOUN
arjefm-64	70	3	of	of	ADP
arjefm-64	70	4	this	this	DET
arjefm-64	70	5	study	study	NOUN
arjefm-64	70	6	is	be	AUX
arjefm-64	70	7	relevant	relevant	ADJ
arjefm-64	70	8	insofar	insofar	ADV
arjefm-64	70	9	as	as	SCONJ
arjefm-64	70	10	this	this	DET
arjefm-64	70	11	pandemic	pandemic	NOUN
arjefm-64	70	12	has	have	AUX
arjefm-64	70	13	had	have	VERB
arjefm-64	70	14	very	very	ADV
arjefm-64	70	15	costly	costly	ADJ
arjefm-64	70	16	repercussions	repercussion	NOUN
arjefm-64	70	17	on	on	ADP
arjefm-64	70	18	the	the	DET
arjefm-64	70	19	stock	stock	NOUN
arjefm-64	70	20	market	market	NOUN
arjefm-64	70	21	returns	return	NOUN
arjefm-64	70	22	of	of	ADP
arjefm-64	70	23	these	these	DET
arjefm-64	70	24	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	70	25	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	70	26	american	american	PROPN
arjefm-64	70	27	research	research	PROPN
arjefm-64	70	28	journal	journal	PROPN
arjefm-64	70	29	of	of	ADP
arjefm-64	70	30	economics	economic	NOUN
arjefm-64	70	31	,	,	PUNCT
arjefm-64	70	32	finance	finance	NOUN
arjefm-64	70	33	and	and	CCONJ
arjefm-64	70	34	management	management	NOUN
arjefm-64	70	35	volume	volume	NOUN
arjefm-64	70	36	12	12	NUM
arjefm-64	70	37	issue	issue	NOUN
arjefm-64	70	38	1	1	NUM
arjefm-64	70	39	,	,	PUNCT
arjefm-64	70	40	january	january	PROPN
arjefm-64	70	41	-	-	PUNCT
arjefm-64	70	42	february	february	PROPN
arjefm-64	70	43	2024	2024	NUM
arjefm-64	70	44	issn	issn	NOUN
arjefm-64	70	45	:	:	PUNCT
arjefm-64	70	46	2836	2836	NUM
arjefm-64	70	47	-	-	SYM
arjefm-64	70	48	9416	9416	NUM
arjefm-64	70	49	impact	impact	NOUN
arjefm-64	70	50	factor	factor	NOUN
arjefm-64	70	51	:	:	PUNCT
arjefm-64	70	52	5.57	5.57	NUM
arjefm-64	70	53	journal	journal	NOUN
arjefm-64	70	54	homepage	homepage	NOUN
arjefm-64	70	55	:	:	PUNCT
arjefm-64	70	56	https://	https://	PROPN
arjefm-64	70	57	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	70	58	,	,	PUNCT
arjefm-64	70	59	email	email	NOUN
arjefm-64	70	60	:	:	PUNCT
arjefm-64	70	61	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	70	62	official	official	ADJ
arjefm-64	70	63	journal	journal	PROPN
arjefm-64	70	64	of	of	ADP
arjefm-64	70	65	america	america	PROPN
arjefm-64	70	66	serial	serial	PROPN
arjefm-64	70	67	publication	publication	NOUN
arjefm-64	70	68	american	american	PROPN
arjefm-64	70	69	research	research	PROPN
arjefm-64	70	70	journal	journal	PROPN
arjefm-64	70	71	of	of	ADP
arjefm-64	70	72	economics	economic	NOUN
arjefm-64	70	73	,	,	PUNCT
arjefm-64	70	74	finance	finance	NOUN
arjefm-64	70	75	and	and	CCONJ
arjefm-64	70	76	management	management	NOUN
arjefm-64	70	77	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	70	78	,	,	PUNCT
arjefm-64	70	79	email	email	NOUN
arjefm-64	70	80	:	:	PUNCT
arjefm-64	70	81	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	71	1	26	26	NUM
arjefm-64	72	1	|	|	ADV
arjefm-64	72	2	p	p	X
arjefm-64	72	3	a	a	DET
arjefm-64	72	4	g	g	NOUN
arjefm-64	72	5	e	e	NOUN
arjefm-64	72	6	places	place	NOUN
arjefm-64	72	7	.	.	PUNCT
arjefm-64	73	1	second	second	ADJ
arjefm-64	73	2	,	,	PUNCT
arjefm-64	73	3	in	in	ADP
arjefm-64	73	4	this	this	DET
arjefm-64	73	5	article	article	NOUN
arjefm-64	73	6	,	,	PUNCT
arjefm-64	73	7	we	we	PRON
arjefm-64	73	8	employ	employ	VERB
arjefm-64	73	9	a	a	DET
arjefm-64	73	10	model	model	NOUN
arjefm-64	73	11	that	that	PRON
arjefm-64	73	12	is	be	AUX
arjefm-64	73	13	underutilized	underutilize	VERB
arjefm-64	73	14	in	in	ADP
arjefm-64	73	15	the	the	DET
arjefm-64	73	16	literature	literature	NOUN
arjefm-64	73	17	,	,	PUNCT
arjefm-64	73	18	namely	namely	ADV
arjefm-64	73	19	the	the	DET
arjefm-64	73	20	garch	garch	NOUN
arjefm-64	73	21	-	-	PUNCT
arjefm-64	73	22	midas	midas	PROPN
arjefm-64	73	23	model	model	NOUN
arjefm-64	73	24	of	of	ADP
arjefm-64	73	25	engle	engle	PROPN
arjefm-64	73	26	et	et	PROPN
arjefm-64	73	27	al	al	PROPN
arjefm-64	73	28	.	.	PROPN
arjefm-64	74	1	(	(	PUNCT
arjefm-64	74	2	2013	2013	NUM
arjefm-64	74	3	)	)	PUNCT
arjefm-64	74	4	.	.	PUNCT
arjefm-64	75	1	review	review	NOUN
arjefm-64	75	2	of	of	ADP
arjefm-64	75	3	literature	literature	NOUN
arjefm-64	75	4	epu	epu	PROPN
arjefm-64	75	5	may	may	AUX
arjefm-64	75	6	impact	impact	VERB
arjefm-64	75	7	stock	stock	NOUN
arjefm-64	75	8	prices	price	NOUN
arjefm-64	75	9	.	.	PUNCT
arjefm-64	76	1	although	although	SCONJ
arjefm-64	76	2	many	many	ADJ
arjefm-64	76	3	studies	study	NOUN
arjefm-64	76	4	have	have	AUX
arjefm-64	76	5	investigated	investigate	VERB
arjefm-64	76	6	the	the	DET
arjefm-64	76	7	impact	impact	NOUN
arjefm-64	76	8	of	of	ADP
arjefm-64	76	9	epu	epu	NOUN
arjefm-64	76	10	on	on	ADP
arjefm-64	76	11	numerous	numerous	ADJ
arjefm-64	76	12	macroeconomic	macroeconomic	ADJ
arjefm-64	76	13	variables	variable	NOUN
arjefm-64	76	14	,	,	PUNCT
arjefm-64	76	15	research	research	NOUN
arjefm-64	76	16	into	into	ADP
arjefm-64	76	17	the	the	DET
arjefm-64	76	18	link	link	NOUN
arjefm-64	76	19	between	between	ADP
arjefm-64	76	20	epu	epu	NOUN
arjefm-64	76	21	and	and	CCONJ
arjefm-64	76	22	stock	stock	NOUN
arjefm-64	76	23	prices	price	NOUN
arjefm-64	76	24	or	or	CCONJ
arjefm-64	76	25	returns	return	NOUN
arjefm-64	76	26	only	only	ADV
arjefm-64	76	27	emerged	emerge	VERB
arjefm-64	76	28	after	after	ADP
arjefm-64	76	29	the	the	DET
arjefm-64	76	30	2008	2008	NUM
arjefm-64	76	31	global	global	ADJ
arjefm-64	76	32	financial	financial	ADJ
arjefm-64	76	33	crisis	crisis	NOUN
arjefm-64	76	34	(	(	PUNCT
arjefm-64	76	35	li	li	PROPN
arjefm-64	76	36	et	et	PROPN
arjefm-64	76	37	al	al	PROPN
arjefm-64	76	38	.	.	PROPN
arjefm-64	76	39	,	,	PUNCT
arjefm-64	76	40	2016	2016	NUM
arjefm-64	76	41	)	)	PUNCT
arjefm-64	76	42	.	.	PUNCT
arjefm-64	77	1	baker	baker	PROPN
arjefm-64	77	2	et	et	PROPN
arjefm-64	77	3	al	al	PROPN
arjefm-64	77	4	.	.	PROPN
arjefm-64	78	1	(	(	PUNCT
arjefm-64	78	2	2016	2016	NUM
arjefm-64	78	3	)	)	PUNCT
arjefm-64	78	4	made	make	VERB
arjefm-64	78	5	a	a	DET
arjefm-64	78	6	significant	significant	ADJ
arjefm-64	78	7	contribution	contribution	NOUN
arjefm-64	78	8	by	by	ADP
arjefm-64	78	9	developing	develop	VERB
arjefm-64	78	10	epu	epu	NOUN
arjefm-64	78	11	or	or	CCONJ
arjefm-64	78	12	gepu	gepu	NOUN
arjefm-64	78	13	indexes	index	NOUN
arjefm-64	78	14	,	,	PUNCT
arjefm-64	78	15	which	which	PRON
arjefm-64	78	16	have	have	AUX
arjefm-64	78	17	been	be	AUX
arjefm-64	78	18	utilized	utilize	VERB
arjefm-64	78	19	in	in	ADP
arjefm-64	78	20	various	various	ADJ
arjefm-64	78	21	recent	recent	ADJ
arjefm-64	78	22	empirical	empirical	ADJ
arjefm-64	78	23	studies	study	NOUN
arjefm-64	78	24	.	.	PUNCT
arjefm-64	79	1	the	the	DET
arjefm-64	79	2	epu	epu	PROPN
arjefm-64	79	3	index	index	NOUN
arjefm-64	79	4	calculates	calculate	VERB
arjefm-64	79	5	the	the	DET
arjefm-64	79	6	average	average	NOUN
arjefm-64	79	7	of	of	ADP
arjefm-64	79	8	three	three	NUM
arjefm-64	79	9	main	main	ADJ
arjefm-64	79	10	indicators	indicator	NOUN
arjefm-64	79	11	of	of	ADP
arjefm-64	79	12	uncertainty	uncertainty	NOUN
arjefm-64	79	13	:	:	PUNCT
arjefm-64	79	14	major	major	ADJ
arjefm-64	79	15	news	news	NOUN
arjefm-64	79	16	on	on	ADP
arjefm-64	79	17	the	the	DET
arjefm-64	79	18	epu	epu	PROPN
arjefm-64	79	19	,	,	PUNCT
arjefm-64	79	20	the	the	DET
arjefm-64	79	21	expiry	expiry	NOUN
arjefm-64	79	22	of	of	ADP
arjefm-64	79	23	tax	tax	NOUN
arjefm-64	79	24	provisions	provision	NOUN
arjefm-64	79	25	,	,	PUNCT
arjefm-64	79	26	and	and	CCONJ
arjefm-64	79	27	forecasters	forecaster	NOUN
arjefm-64	79	28	’	'	PUNCT
arjefm-64	79	29	disagreements	disagreement	NOUN
arjefm-64	79	30	about	about	ADP
arjefm-64	79	31	government	government	NOUN
arjefm-64	79	32	purchases	purchase	NOUN
arjefm-64	79	33	and	and	CCONJ
arjefm-64	79	34	inflation	inflation	NOUN
arjefm-64	79	35	.	.	PUNCT
arjefm-64	80	1	recently	recently	ADV
arjefm-64	80	2	,	,	PUNCT
arjefm-64	80	3	investors	investor	NOUN
arjefm-64	80	4	,	,	PUNCT
arjefm-64	80	5	policymakers	policymaker	NOUN
arjefm-64	80	6	,	,	PUNCT
arjefm-64	80	7	and	and	CCONJ
arjefm-64	80	8	academics	academic	NOUN
arjefm-64	80	9	have	have	AUX
arjefm-64	80	10	shown	show	VERB
arjefm-64	80	11	a	a	DET
arjefm-64	80	12	great	great	ADJ
arjefm-64	80	13	deal	deal	NOUN
arjefm-64	80	14	of	of	ADP
arjefm-64	80	15	interest	interest	NOUN
arjefm-64	80	16	in	in	ADP
arjefm-64	80	17	the	the	DET
arjefm-64	80	18	effects	effect	NOUN
arjefm-64	80	19	of	of	ADP
arjefm-64	80	20	epu	epu	NOUN
arjefm-64	80	21	on	on	ADP
arjefm-64	80	22	the	the	DET
arjefm-64	80	23	stock	stock	NOUN
arjefm-64	80	24	market	market	NOUN
arjefm-64	80	25	(	(	PUNCT
arjefm-64	80	26	jin	jin	NOUN
arjefm-64	80	27	et	et	PROPN
arjefm-64	80	28	al	al	PROPN
arjefm-64	80	29	.	.	PROPN
arjefm-64	80	30	,	,	PUNCT
arjefm-64	80	31	2019	2019	NUM
arjefm-64	80	32	)	)	PUNCT
arjefm-64	80	33	.	.	PUNCT
arjefm-64	81	1	it	it	PRON
arjefm-64	81	2	is	be	AUX
arjefm-64	81	3	conceivable	conceivable	ADJ
arjefm-64	81	4	that	that	SCONJ
arjefm-64	81	5	the	the	DET
arjefm-64	81	6	uncertainty	uncertainty	NOUN
arjefm-64	81	7	of	of	ADP
arjefm-64	81	8	a	a	DET
arjefm-64	81	9	country	country	NOUN
arjefm-64	81	10	may	may	AUX
arjefm-64	81	11	affect	affect	VERB
arjefm-64	81	12	the	the	DET
arjefm-64	81	13	stock	stock	NOUN
arjefm-64	81	14	prices	price	NOUN
arjefm-64	81	15	in	in	ADP
arjefm-64	81	16	another	another	DET
arjefm-64	81	17	country	country	NOUN
arjefm-64	81	18	.	.	PUNCT
arjefm-64	82	1	mensi	mensi	PROPN
arjefm-64	82	2	et	et	PROPN
arjefm-64	82	3	al	al	PROPN
arjefm-64	82	4	.	.	PROPN
arjefm-64	83	1	(	(	PUNCT
arjefm-64	83	2	2014	2014	NUM
arjefm-64	83	3	)	)	PUNCT
arjefm-64	83	4	conducted	conduct	VERB
arjefm-64	83	5	a	a	DET
arjefm-64	83	6	thorough	thorough	ADJ
arjefm-64	83	7	analysis	analysis	NOUN
arjefm-64	83	8	of	of	ADP
arjefm-64	83	9	quantile	quantile	ADJ
arjefm-64	83	10	regressions	regression	NOUN
arjefm-64	83	11	for	for	ADP
arjefm-64	83	12	the	the	DET
arjefm-64	83	13	brics	bric	NOUN
arjefm-64	83	14	nations	nation	NOUN
arjefm-64	83	15	,	,	PUNCT
arjefm-64	83	16	encompassing	encompass	VERB
arjefm-64	83	17	brazil	brazil	PROPN
arjefm-64	83	18	,	,	PUNCT
arjefm-64	83	19	russia	russia	PROPN
arjefm-64	83	20	,	,	PUNCT
arjefm-64	83	21	india	india	PROPN
arjefm-64	83	22	,	,	PUNCT
arjefm-64	83	23	china	china	PROPN
arjefm-64	83	24	,	,	PUNCT
arjefm-64	83	25	and	and	CCONJ
arjefm-64	83	26	south	south	PROPN
arjefm-64	83	27	africa	africa	PROPN
arjefm-64	83	28	,	,	PUNCT
arjefm-64	83	29	using	use	VERB
arjefm-64	83	30	data	datum	NOUN
arjefm-64	83	31	spanning	span	VERB
arjefm-64	83	32	from	from	ADP
arjefm-64	83	33	september	september	PROPN
arjefm-64	83	34	1997	1997	NUM
arjefm-64	83	35	to	to	ADP
arjefm-64	83	36	september	september	PROPN
arjefm-64	83	37	2013	2013	NUM
arjefm-64	83	38	.	.	PUNCT
arjefm-64	84	1	the	the	DET
arjefm-64	84	2	study	study	NOUN
arjefm-64	84	3	concluded	conclude	VERB
arjefm-64	84	4	that	that	SCONJ
arjefm-64	84	5	us	us	PROPN
arjefm-64	84	6	epu	epu	PROPN
arjefm-64	84	7	did	do	AUX
arjefm-64	84	8	not	not	PART
arjefm-64	84	9	have	have	VERB
arjefm-64	84	10	any	any	DET
arjefm-64	84	11	impact	impact	NOUN
arjefm-64	84	12	on	on	ADP
arjefm-64	84	13	the	the	DET
arjefm-64	84	14	brics	bric	NOUN
arjefm-64	84	15	stock	stock	NOUN
arjefm-64	84	16	markets	market	NOUN
arjefm-64	84	17	.	.	PUNCT
arjefm-64	85	1	momin	momin	NOUN
arjefm-64	85	2	and	and	CCONJ
arjefm-64	85	3	masih	masih	PROPN
arjefm-64	85	4	(	(	PUNCT
arjefm-64	85	5	2015	2015	NUM
arjefm-64	85	6	)	)	PUNCT
arjefm-64	85	7	carried	carry	VERB
arjefm-64	85	8	out	out	ADP
arjefm-64	85	9	a	a	DET
arjefm-64	85	10	study	study	NOUN
arjefm-64	85	11	on	on	ADP
arjefm-64	85	12	the	the	DET
arjefm-64	85	13	impact	impact	NOUN
arjefm-64	85	14	of	of	ADP
arjefm-64	85	15	us	we	PRON
arjefm-64	85	16	epu	epu	NOUN
arjefm-64	85	17	on	on	ADP
arjefm-64	85	18	the	the	DET
arjefm-64	85	19	stock	stock	NOUN
arjefm-64	85	20	returns	return	NOUN
arjefm-64	85	21	of	of	ADP
arjefm-64	85	22	brics	bric	NOUN
arjefm-64	85	23	countries	country	NOUN
arjefm-64	85	24	,	,	PUNCT
arjefm-64	85	25	employing	employ	VERB
arjefm-64	85	26	an	an	DET
arjefm-64	85	27	autoregressive	autoregressive	ADJ
arjefm-64	85	28	distributed	distribute	VERB
arjefm-64	85	29	lag	lag	NOUN
arjefm-64	85	30	model	model	NOUN
arjefm-64	85	31	for	for	ADP
arjefm-64	85	32	the	the	DET
arjefm-64	85	33	period	period	NOUN
arjefm-64	85	34	between	between	ADP
arjefm-64	85	35	january	january	PROPN
arjefm-64	85	36	2000	2000	NUM
arjefm-64	85	37	and	and	CCONJ
arjefm-64	85	38	march	march	PROPN
arjefm-64	85	39	2015	2015	NUM
arjefm-64	85	40	.	.	PUNCT
arjefm-64	86	1	they	they	PRON
arjefm-64	86	2	ascertained	ascertain	VERB
arjefm-64	86	3	that	that	SCONJ
arjefm-64	86	4	solely	solely	ADV
arjefm-64	86	5	the	the	DET
arjefm-64	86	6	indian	indian	ADJ
arjefm-64	86	7	stock	stock	NOUN
arjefm-64	86	8	market	market	NOUN
arjefm-64	86	9	was	be	AUX
arjefm-64	86	10	affected	affect	VERB
arjefm-64	86	11	by	by	ADP
arjefm-64	86	12	the	the	DET
arjefm-64	86	13	us	us	PROPN
arjefm-64	86	14	epu	epu	PROPN
arjefm-64	86	15	.	.	PUNCT
arjefm-64	87	1	dakhlaoui	dakhlaoui	PROPN
arjefm-64	87	2	and	and	CCONJ
arjefm-64	87	3	aloui	aloui	ADV
arjefm-64	87	4	(	(	PUNCT
arjefm-64	87	5	2016	2016	NUM
arjefm-64	87	6	)	)	PUNCT
arjefm-64	87	7	investigated	investigate	VERB
arjefm-64	87	8	the	the	DET
arjefm-64	87	9	impact	impact	NOUN
arjefm-64	87	10	of	of	ADP
arjefm-64	87	11	the	the	DET
arjefm-64	87	12	us	us	PROPN
arjefm-64	87	13	epu	epu	PROPN
arjefm-64	87	14	on	on	ADP
arjefm-64	87	15	stock	stock	NOUN
arjefm-64	87	16	returns	return	NOUN
arjefm-64	87	17	of	of	ADP
arjefm-64	87	18	brics	bric	NOUN
arjefm-64	87	19	countries	country	NOUN
arjefm-64	87	20	,	,	PUNCT
arjefm-64	87	21	using	use	VERB
arjefm-64	87	22	daily	daily	ADJ
arjefm-64	87	23	data	datum	NOUN
arjefm-64	87	24	from	from	ADP
arjefm-64	87	25	july	july	PROPN
arjefm-64	87	26	4	4	NUM
arjefm-64	87	27	,	,	PUNCT
arjefm-64	87	28	1997	1997	NUM
arjefm-64	87	29	to	to	ADP
arjefm-64	87	30	july	july	PROPN
arjefm-64	87	31	27	27	NUM
arjefm-64	87	32	,	,	PUNCT
arjefm-64	87	33	2011	2011	NUM
arjefm-64	87	34	.	.	PUNCT
arjefm-64	88	1	the	the	DET
arjefm-64	88	2	study	study	NOUN
arjefm-64	88	3	discovered	discover	VERB
arjefm-64	88	4	a	a	DET
arjefm-64	88	5	negative	negative	ADJ
arjefm-64	88	6	correlation	correlation	NOUN
arjefm-64	88	7	between	between	ADP
arjefm-64	88	8	brics	bric	NOUN
arjefm-64	88	9	stock	stock	NOUN
arjefm-64	88	10	indices	index	NOUN
arjefm-64	88	11	and	and	CCONJ
arjefm-64	88	12	epu	epu	NOUN
arjefm-64	88	13	in	in	ADP
arjefm-64	88	14	the	the	DET
arjefm-64	88	15	us	us	PROPN
arjefm-64	88	16	,	,	PUNCT
arjefm-64	88	17	with	with	ADP
arjefm-64	88	18	volatility	volatility	NOUN
arjefm-64	88	19	distribution	distribution	NOUN
arjefm-64	88	20	varying	vary	VERB
arjefm-64	88	21	between	between	ADP
arjefm-64	88	22	negative	negative	ADJ
arjefm-64	88	23	and	and	CCONJ
arjefm-64	88	24	positive	positive	ADJ
arjefm-64	88	25	values	value	NOUN
arjefm-64	88	26	.	.	PUNCT
arjefm-64	89	1	moreover	moreover	ADV
arjefm-64	89	2	,	,	PUNCT
arjefm-64	89	3	the	the	DET
arjefm-64	89	4	link	link	NOUN
arjefm-64	89	5	between	between	ADP
arjefm-64	89	6	uncertainty	uncertainty	NOUN
arjefm-64	89	7	and	and	CCONJ
arjefm-64	89	8	stock	stock	NOUN
arjefm-64	89	9	returns	return	NOUN
arjefm-64	89	10	was	be	AUX
arjefm-64	89	11	inconsistent	inconsistent	ADJ
arjefm-64	89	12	during	during	ADP
arjefm-64	89	13	periods	period	NOUN
arjefm-64	89	14	of	of	ADP
arjefm-64	89	15	global	global	ADJ
arjefm-64	89	16	economic	economic	ADJ
arjefm-64	89	17	crisis	crisis	NOUN
arjefm-64	89	18	.	.	PUNCT
arjefm-64	90	1	aydin	aydin	VERB
arjefm-64	90	2	et	et	PROPN
arjefm-64	90	3	al	al	PROPN
arjefm-64	90	4	.	.	PROPN
arjefm-64	91	1	(	(	PUNCT
arjefm-64	91	2	2022	2022	NUM
arjefm-64	91	3	)	)	PUNCT
arjefm-64	91	4	posited	posit	VERB
arjefm-64	91	5	that	that	SCONJ
arjefm-64	91	6	political	political	ADJ
arjefm-64	91	7	volatility	volatility	NOUN
arjefm-64	91	8	within	within	ADP
arjefm-64	91	9	a	a	DET
arjefm-64	91	10	nation	nation	NOUN
arjefm-64	91	11	could	could	AUX
arjefm-64	91	12	affect	affect	VERB
arjefm-64	91	13	its	its	PRON
arjefm-64	91	14	stock	stock	NOUN
arjefm-64	91	15	prices	price	NOUN
arjefm-64	91	16	and	and	CCONJ
arjefm-64	91	17	yields	yield	NOUN
arjefm-64	91	18	.	.	PUNCT
arjefm-64	92	1	ozoguz	ozoguz	PROPN
arjefm-64	92	2	(	(	PUNCT
arjefm-64	92	3	2009	2009	NUM
arjefm-64	92	4	)	)	PUNCT
arjefm-64	92	5	utilized	utilize	VERB
arjefm-64	92	6	markov	markov	NOUN
arjefm-64	92	7	switching	switching	NOUN
arjefm-64	92	8	and	and	CCONJ
arjefm-64	92	9	intertemporal	intertemporal	ADJ
arjefm-64	92	10	capital	capital	NOUN
arjefm-64	92	11	asset	asset	NOUN
arjefm-64	92	12	pricing	pricing	NOUN
arjefm-64	92	13	models	model	NOUN
arjefm-64	92	14	to	to	PART
arjefm-64	92	15	examine	examine	VERB
arjefm-64	92	16	the	the	DET
arjefm-64	92	17	relationships	relationship	NOUN
arjefm-64	92	18	between	between	ADP
arjefm-64	92	19	the	the	DET
arjefm-64	92	20	aforementioned	aforementioned	ADJ
arjefm-64	92	21	variables	variable	NOUN
arjefm-64	92	22	in	in	ADP
arjefm-64	92	23	the	the	DET
arjefm-64	92	24	us	we	PRON
arjefm-64	92	25	during	during	ADP
arjefm-64	92	26	the	the	DET
arjefm-64	92	27	period	period	NOUN
arjefm-64	92	28	of	of	ADP
arjefm-64	92	29	january	january	PROPN
arjefm-64	92	30	1961	1961	NUM
arjefm-64	92	31	to	to	ADP
arjefm-64	92	32	december	december	PROPN
arjefm-64	92	33	2001	2001	NUM
arjefm-64	92	34	.	.	PUNCT
arjefm-64	93	1	it	it	PRON
arjefm-64	93	2	was	be	AUX
arjefm-64	93	3	observed	observe	VERB
arjefm-64	93	4	that	that	SCONJ
arjefm-64	93	5	there	there	PRON
arjefm-64	93	6	existed	exist	VERB
arjefm-64	93	7	a	a	DET
arjefm-64	93	8	negative	negative	ADJ
arjefm-64	93	9	correlation	correlation	NOUN
arjefm-64	93	10	between	between	ADP
arjefm-64	93	11	insecurity	insecurity	NOUN
arjefm-64	93	12	and	and	CCONJ
arjefm-64	93	13	stock	stock	NOUN
arjefm-64	93	14	prices	price	NOUN
arjefm-64	93	15	.	.	PUNCT
arjefm-64	94	1	sum	sum	NOUN
arjefm-64	94	2	(	(	PUNCT
arjefm-64	94	3	2012	2012	NUM
arjefm-64	94	4	)	)	PUNCT
arjefm-64	94	5	conducted	conduct	VERB
arjefm-64	94	6	an	an	DET
arjefm-64	94	7	analysis	analysis	NOUN
arjefm-64	94	8	using	use	VERB
arjefm-64	94	9	ordinary	ordinary	ADJ
arjefm-64	94	10	least	least	ADJ
arjefm-64	94	11	squares	square	NOUN
arjefm-64	94	12	(	(	PUNCT
arjefm-64	94	13	ols	ol	NOUN
arjefm-64	94	14	)	)	PUNCT
arjefm-64	94	15	methodology	methodology	NOUN
arjefm-64	94	16	to	to	PART
arjefm-64	94	17	examine	examine	VERB
arjefm-64	94	18	data	datum	NOUN
arjefm-64	94	19	from	from	ADP
arjefm-64	94	20	february	february	PROPN
arjefm-64	94	21	1993	1993	NUM
arjefm-64	94	22	to	to	ADP
arjefm-64	94	23	april	april	PROPN
arjefm-64	94	24	2012	2012	NUM
arjefm-64	94	25	.	.	PUNCT
arjefm-64	95	1	the	the	DET
arjefm-64	95	2	results	result	NOUN
arjefm-64	95	3	showed	show	VERB
arjefm-64	95	4	that	that	SCONJ
arjefm-64	95	5	epu	epu	PROPN
arjefm-64	95	6	has	have	VERB
arjefm-64	95	7	an	an	DET
arjefm-64	95	8	adverse	adverse	ADJ
arjefm-64	95	9	impact	impact	NOUN
arjefm-64	95	10	on	on	ADP
arjefm-64	95	11	stock	stock	NOUN
arjefm-64	95	12	market	market	NOUN
arjefm-64	95	13	returns	return	NOUN
arjefm-64	95	14	in	in	ADP
arjefm-64	95	15	various	various	ADJ
arjefm-64	95	16	countries	country	NOUN
arjefm-64	95	17	,	,	PUNCT
arjefm-64	95	18	including	include	VERB
arjefm-64	95	19	the	the	DET
arjefm-64	95	20	european	european	PROPN
arjefm-64	95	21	union	union	PROPN
arjefm-64	95	22	,	,	PUNCT
arjefm-64	95	23	turkey	turkey	PROPN
arjefm-64	95	24	,	,	PUNCT
arjefm-64	95	25	ukraine	ukraine	PROPN
arjefm-64	95	26	,	,	PUNCT
arjefm-64	95	27	switzerland	switzerland	PROPN
arjefm-64	95	28	,	,	PUNCT
arjefm-64	95	29	russia	russia	PROPN
arjefm-64	95	30	,	,	PUNCT
arjefm-64	95	31	and	and	CCONJ
arjefm-64	95	32	norway	norway	PROPN
arjefm-64	95	33	.	.	PUNCT
arjefm-64	96	1	the	the	DET
arjefm-64	96	2	findings	finding	NOUN
arjefm-64	96	3	indicate	indicate	VERB
arjefm-64	96	4	a	a	DET
arjefm-64	96	5	negative	negative	ADJ
arjefm-64	96	6	association	association	NOUN
arjefm-64	96	7	between	between	ADP
arjefm-64	96	8	the	the	DET
arjefm-64	96	9	two	two	NUM
arjefm-64	96	10	variables	variable	NOUN
arjefm-64	96	11	.	.	PUNCT
arjefm-64	97	1	antonakakis	antonakakis	INTJ
arjefm-64	97	2	et	et	PROPN
arjefm-64	97	3	al	al	PROPN
arjefm-64	97	4	.	.	PROPN
arjefm-64	98	1	(	(	PUNCT
arjefm-64	98	2	2013	2013	NUM
arjefm-64	98	3	)	)	PUNCT
arjefm-64	98	4	applied	apply	VERB
arjefm-64	98	5	a	a	DET
arjefm-64	98	6	dynamic	dynamic	ADJ
arjefm-64	98	7	conditional	conditional	ADJ
arjefm-64	98	8	correlation	correlation	NOUN
arjefm-64	98	9	model	model	NOUN
arjefm-64	98	10	to	to	PART
arjefm-64	98	11	investigate	investigate	VERB
arjefm-64	98	12	the	the	DET
arjefm-64	98	13	relationship	relationship	NOUN
arjefm-64	98	14	between	between	ADP
arjefm-64	98	15	s&p500	s&p500	NOUN
arjefm-64	98	16	returns	return	NOUN
arjefm-64	98	17	and	and	CCONJ
arjefm-64	98	18	epu	epu	NOUN
arjefm-64	98	19	in	in	ADP
arjefm-64	98	20	the	the	DET
arjefm-64	98	21	united	united	PROPN
arjefm-64	98	22	states	states	PROPN
arjefm-64	98	23	from	from	ADP
arjefm-64	98	24	january	january	PROPN
arjefm-64	98	25	1985	1985	NUM
arjefm-64	98	26	to	to	ADP
arjefm-64	98	27	january	january	PROPN
arjefm-64	98	28	2013	2013	NUM
arjefm-64	98	29	.	.	PUNCT
arjefm-64	99	1	bijsterbosch	bijsterbosch	NOUN
arjefm-64	99	2	and	and	CCONJ
arjefm-64	99	3	guérin	guérin	PROPN
arjefm-64	99	4	(	(	PUNCT
arjefm-64	99	5	2013	2013	NUM
arjefm-64	99	6	)	)	PUNCT
arjefm-64	99	7	employed	employ	VERB
arjefm-64	99	8	a	a	DET
arjefm-64	99	9	markov	markov	NOUN
arjefm-64	99	10	regime	regime	NOUN
arjefm-64	99	11	-	-	PUNCT
arjefm-64	99	12	switching	switch	VERB
arjefm-64	99	13	model	model	NOUN
arjefm-64	99	14	on	on	ADP
arjefm-64	99	15	us	us	PROPN
arjefm-64	99	16	variables	variable	NOUN
arjefm-64	99	17	ranging	range	VERB
arjefm-64	99	18	from	from	ADP
arjefm-64	99	19	january	january	PROPN
arjefm-64	99	20	1986	1986	NUM
arjefm-64	99	21	to	to	ADP
arjefm-64	99	22	january	january	PROPN
arjefm-64	99	23	2012	2012	NUM
arjefm-64	99	24	,	,	PUNCT
arjefm-64	99	25	and	and	CCONJ
arjefm-64	99	26	ascertained	ascertain	VERB
arjefm-64	99	27	that	that	SCONJ
arjefm-64	99	28	high	high	ADJ
arjefm-64	99	29	episodes	episode	NOUN
arjefm-64	99	30	of	of	ADP
arjefm-64	99	31	epu	epu	NOUN
arjefm-64	99	32	cause	cause	VERB
arjefm-64	99	33	a	a	DET
arjefm-64	99	34	reduction	reduction	NOUN
arjefm-64	99	35	in	in	ADP
arjefm-64	99	36	stock	stock	NOUN
arjefm-64	99	37	prices	price	NOUN
arjefm-64	99	38	and	and	CCONJ
arjefm-64	99	39	bond	bond	NOUN
arjefm-64	99	40	yields	yield	NOUN
arjefm-64	99	41	.	.	PUNCT
arjefm-64	100	1	as	as	ADP
arjefm-64	100	2	per	per	ADP
arjefm-64	100	3	kang	kang	PROPN
arjefm-64	100	4	and	and	CCONJ
arjefm-64	100	5	ratti	ratti	PROPN
arjefm-64	100	6	's	's	PART
arjefm-64	100	7	(	(	PUNCT
arjefm-64	100	8	2013	2013	NUM
arjefm-64	100	9	)	)	PUNCT
arjefm-64	100	10	analysis	analysis	NOUN
arjefm-64	100	11	,	,	PUNCT
arjefm-64	100	12	which	which	PRON
arjefm-64	100	13	was	be	AUX
arjefm-64	100	14	conducted	conduct	VERB
arjefm-64	100	15	through	through	ADP
arjefm-64	100	16	a	a	DET
arjefm-64	100	17	vector	vector	NOUN
arjefm-64	100	18	autoregression	autoregression	NOUN
arjefm-64	100	19	(	(	PUNCT
arjefm-64	100	20	var	var	NOUN
arjefm-64	100	21	)	)	PUNCT
arjefm-64	100	22	model	model	NOUN
arjefm-64	100	23	,	,	PUNCT
arjefm-64	100	24	a	a	DET
arjefm-64	100	25	favorable	favorable	ADJ
arjefm-64	100	26	oil	oil	NOUN
arjefm-64	100	27	demand	demand	NOUN
arjefm-64	100	28	shock	shock	NOUN
arjefm-64	100	29	against	against	ADP
arjefm-64	100	30	the	the	DET
arjefm-64	100	31	us	us	PROPN
arjefm-64	100	32	oil	oil	NOUN
arjefm-64	100	33	demand	demand	NOUN
arjefm-64	100	34	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	100	35	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	100	36	american	american	PROPN
arjefm-64	100	37	research	research	PROPN
arjefm-64	100	38	journal	journal	PROPN
arjefm-64	100	39	of	of	ADP
arjefm-64	100	40	economics	economic	NOUN
arjefm-64	100	41	,	,	PUNCT
arjefm-64	100	42	finance	finance	NOUN
arjefm-64	100	43	and	and	CCONJ
arjefm-64	100	44	management	management	NOUN
arjefm-64	100	45	volume	volume	NOUN
arjefm-64	100	46	12	12	NUM
arjefm-64	100	47	issue	issue	NOUN
arjefm-64	100	48	1	1	NUM
arjefm-64	100	49	,	,	PUNCT
arjefm-64	100	50	january	january	PROPN
arjefm-64	100	51	-	-	PUNCT
arjefm-64	100	52	february	february	PROPN
arjefm-64	100	53	2024	2024	NUM
arjefm-64	100	54	issn	issn	NOUN
arjefm-64	100	55	:	:	PUNCT
arjefm-64	100	56	2836	2836	NUM
arjefm-64	100	57	-	-	SYM
arjefm-64	100	58	9416	9416	NUM
arjefm-64	100	59	impact	impact	NOUN
arjefm-64	100	60	factor	factor	NOUN
arjefm-64	100	61	:	:	PUNCT
arjefm-64	100	62	5.57	5.57	NUM
arjefm-64	100	63	journal	journal	NOUN
arjefm-64	100	64	homepage	homepage	NOUN
arjefm-64	100	65	:	:	PUNCT
arjefm-64	100	66	https://	https://	PROPN
arjefm-64	100	67	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	100	68	,	,	PUNCT
arjefm-64	100	69	email	email	NOUN
arjefm-64	100	70	:	:	PUNCT
arjefm-64	100	71	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	100	72	official	official	ADJ
arjefm-64	100	73	journal	journal	PROPN
arjefm-64	100	74	of	of	ADP
arjefm-64	100	75	america	america	PROPN
arjefm-64	100	76	serial	serial	PROPN
arjefm-64	100	77	publication	publication	NOUN
arjefm-64	100	78	american	american	PROPN
arjefm-64	100	79	research	research	PROPN
arjefm-64	100	80	journal	journal	PROPN
arjefm-64	100	81	of	of	ADP
arjefm-64	100	82	economics	economic	NOUN
arjefm-64	100	83	,	,	PUNCT
arjefm-64	100	84	finance	finance	NOUN
arjefm-64	100	85	and	and	CCONJ
arjefm-64	100	86	management	management	NOUN
arjefm-64	100	87	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	100	88	,	,	PUNCT
arjefm-64	100	89	email	email	NOUN
arjefm-64	100	90	:	:	PUNCT
arjefm-64	100	91	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	101	1	27	27	NUM
arjefm-64	102	1	|	|	ADV
arjefm-64	102	2	p	p	NOUN
arjefm-64	102	3	a	a	DET
arjefm-64	102	4	g	g	NOUN
arjefm-64	102	5	e	e	NOUN
arjefm-64	102	6	led	lead	VERB
arjefm-64	102	7	to	to	ADP
arjefm-64	102	8	an	an	DET
arjefm-64	102	9	increase	increase	NOUN
arjefm-64	102	10	in	in	ADP
arjefm-64	102	11	apprehension	apprehension	NOUN
arjefm-64	102	12	regarding	regard	VERB
arjefm-64	102	13	future	future	ADJ
arjefm-64	102	14	oil	oil	NOUN
arjefm-64	102	15	supply	supply	NOUN
arjefm-64	102	16	and	and	CCONJ
arjefm-64	102	17	concomitantly	concomitantly	ADV
arjefm-64	102	18	,	,	PUNCT
arjefm-64	102	19	induced	induce	VERB
arjefm-64	102	20	epu	epu	NOUN
arjefm-64	102	21	that	that	SCONJ
arjefm-64	102	22	ultimately	ultimately	ADV
arjefm-64	102	23	impacted	impact	VERB
arjefm-64	102	24	stock	stock	NOUN
arjefm-64	102	25	proceeds	proceed	NOUN
arjefm-64	102	26	in	in	ADP
arjefm-64	102	27	a	a	DET
arjefm-64	102	28	negative	negative	ADJ
arjefm-64	102	29	manner	manner	NOUN
arjefm-64	102	30	.	.	PUNCT
arjefm-64	103	1	brogaard	brogaard	PROPN
arjefm-64	103	2	and	and	CCONJ
arjefm-64	103	3	detzel	detzel	PROPN
arjefm-64	103	4	’s	’s	PART
arjefm-64	103	5	(	(	PUNCT
arjefm-64	103	6	2015	2015	NUM
arjefm-64	103	7	)	)	PUNCT
arjefm-64	103	8	research	research	NOUN
arjefm-64	103	9	indicated	indicate	VERB
arjefm-64	103	10	that	that	SCONJ
arjefm-64	103	11	epu	epu	PROPN
arjefm-64	103	12	had	have	VERB
arjefm-64	103	13	a	a	DET
arjefm-64	103	14	significant	significant	ADJ
arjefm-64	103	15	impact	impact	NOUN
arjefm-64	103	16	on	on	ADP
arjefm-64	103	17	stock	stock	NOUN
arjefm-64	103	18	returns	return	NOUN
arjefm-64	103	19	in	in	ADP
arjefm-64	103	20	europe	europe	PROPN
arjefm-64	103	21	and	and	CCONJ
arjefm-64	103	22	canada	canada	PROPN
arjefm-64	103	23	.	.	PUNCT
arjefm-64	104	1	the	the	DET
arjefm-64	104	2	authors	author	NOUN
arjefm-64	104	3	employed	employ	VERB
arjefm-64	104	4	the	the	DET
arjefm-64	104	5	generalized	generalized	ADJ
arjefm-64	104	6	method	method	NOUN
arjefm-64	104	7	of	of	ADP
arjefm-64	104	8	moments	moment	NOUN
arjefm-64	104	9	to	to	PART
arjefm-64	104	10	investigate	investigate	VERB
arjefm-64	104	11	the	the	DET
arjefm-64	104	12	relationship	relationship	NOUN
arjefm-64	104	13	between	between	ADP
arjefm-64	104	14	share	share	NOUN
arjefm-64	104	15	market	market	NOUN
arjefm-64	104	16	returns	return	NOUN
arjefm-64	104	17	and	and	CCONJ
arjefm-64	104	18	epu	epu	NOUN
arjefm-64	104	19	in	in	ADP
arjefm-64	104	20	the	the	DET
arjefm-64	104	21	usa	usa	PROPN
arjefm-64	104	22	,	,	PUNCT
arjefm-64	104	23	using	use	VERB
arjefm-64	104	24	monthly	monthly	ADJ
arjefm-64	104	25	data	datum	NOUN
arjefm-64	104	26	ranging	range	VERB
arjefm-64	104	27	from	from	ADP
arjefm-64	104	28	may	may	PROPN
arjefm-64	104	29	1985	1985	NUM
arjefm-64	104	30	to	to	ADP
arjefm-64	104	31	december	december	PROPN
arjefm-64	104	32	2012	2012	NUM
arjefm-64	104	33	.	.	PUNCT
arjefm-64	105	1	they	they	PRON
arjefm-64	105	2	observed	observe	VERB
arjefm-64	105	3	a	a	DET
arjefm-64	105	4	negative	negative	ADJ
arjefm-64	105	5	association	association	NOUN
arjefm-64	105	6	between	between	ADP
arjefm-64	105	7	the	the	DET
arjefm-64	105	8	fluctuations	fluctuation	NOUN
arjefm-64	105	9	of	of	ADP
arjefm-64	105	10	epu	epu	PROPN
arjefm-64	105	11	and	and	CCONJ
arjefm-64	105	12	stock	stock	NOUN
arjefm-64	105	13	market	market	NOUN
arjefm-64	105	14	returns	return	NOUN
arjefm-64	105	15	that	that	PRON
arjefm-64	105	16	was	be	AUX
arjefm-64	105	17	contemporaneous	contemporaneous	ADJ
arjefm-64	105	18	.	.	PUNCT
arjefm-64	106	1	chang	chang	PROPN
arjefm-64	106	2	et	et	PROPN
arjefm-64	106	3	al	al	PROPN
arjefm-64	106	4	.	.	PROPN
arjefm-64	107	1	(	(	PUNCT
arjefm-64	107	2	2015	2015	NUM
arjefm-64	107	3	)	)	PUNCT
arjefm-64	107	4	conducted	conduct	VERB
arjefm-64	107	5	a	a	DET
arjefm-64	107	6	panel	panel	NOUN
arjefm-64	107	7	causality	causality	NOUN
arjefm-64	107	8	test	test	NOUN
arjefm-64	107	9	using	use	VERB
arjefm-64	107	10	bootstrap	bootstrap	NOUN
arjefm-64	107	11	methods	method	NOUN
arjefm-64	107	12	on	on	ADP
arjefm-64	107	13	seven	seven	NUM
arjefm-64	107	14	nations	nation	NOUN
arjefm-64	107	15	of	of	ADP
arjefm-64	107	16	the	the	DET
arjefm-64	107	17	organization	organization	NOUN
arjefm-64	107	18	for	for	ADP
arjefm-64	107	19	economic	economic	ADJ
arjefm-64	107	20	cooperation	cooperation	NOUN
arjefm-64	107	21	and	and	CCONJ
arjefm-64	107	22	development	development	NOUN
arjefm-64	107	23	from	from	ADP
arjefm-64	107	24	january	january	PROPN
arjefm-64	107	25	2001	2001	NUM
arjefm-64	107	26	to	to	ADP
arjefm-64	107	27	april	april	PROPN
arjefm-64	107	28	2013	2013	NUM
arjefm-64	107	29	.	.	PUNCT
arjefm-64	108	1	their	their	PRON
arjefm-64	108	2	findings	finding	NOUN
arjefm-64	108	3	indicate	indicate	VERB
arjefm-64	108	4	that	that	SCONJ
arjefm-64	108	5	government	government	NOUN
arjefm-64	108	6	policy	policy	NOUN
arjefm-64	108	7	uncertainty	uncertainty	NOUN
arjefm-64	108	8	was	be	AUX
arjefm-64	108	9	provoked	provoke	VERB
arjefm-64	108	10	by	by	ADP
arjefm-64	108	11	stock	stock	NOUN
arjefm-64	108	12	price	price	NOUN
arjefm-64	108	13	volatility	volatility	NOUN
arjefm-64	108	14	in	in	ADP
arjefm-64	108	15	the	the	DET
arjefm-64	108	16	usa	usa	PROPN
arjefm-64	108	17	and	and	CCONJ
arjefm-64	108	18	the	the	DET
arjefm-64	108	19	uk	uk	PROPN
arjefm-64	108	20	,	,	PUNCT
arjefm-64	108	21	while	while	SCONJ
arjefm-64	108	22	stock	stock	NOUN
arjefm-64	108	23	price	price	NOUN
arjefm-64	108	24	indices	index	NOUN
arjefm-64	108	25	influenced	influence	VERB
arjefm-64	108	26	government	government	NOUN
arjefm-64	108	27	policy	policy	NOUN
arjefm-64	108	28	uncertainty	uncertainty	NOUN
arjefm-64	108	29	in	in	ADP
arjefm-64	108	30	italy	italy	PROPN
arjefm-64	108	31	and	and	CCONJ
arjefm-64	108	32	spain	spain	PROPN
arjefm-64	108	33	.	.	PUNCT
arjefm-64	109	1	however	however	ADV
arjefm-64	109	2	,	,	PUNCT
arjefm-64	109	3	no	no	DET
arjefm-64	109	4	causal	causal	ADJ
arjefm-64	109	5	relationship	relationship	NOUN
arjefm-64	109	6	was	be	AUX
arjefm-64	109	7	detected	detect	VERB
arjefm-64	109	8	between	between	ADP
arjefm-64	109	9	the	the	DET
arjefm-64	109	10	factors	factor	NOUN
arjefm-64	109	11	in	in	ADP
arjefm-64	109	12	canada	canada	PROPN
arjefm-64	109	13	,	,	PUNCT
arjefm-64	109	14	germany	germany	PROPN
arjefm-64	109	15	,	,	PUNCT
arjefm-64	109	16	and	and	CCONJ
arjefm-64	109	17	france	france	PROPN
arjefm-64	109	18	.	.	PUNCT
arjefm-64	110	1	ko	ko	PROPN
arjefm-64	110	2	and	and	CCONJ
arjefm-64	110	3	lee	lee	PROPN
arjefm-64	110	4	(	(	PUNCT
arjefm-64	110	5	2015	2015	NUM
arjefm-64	110	6	)	)	PUNCT
arjefm-64	110	7	utilized	utilize	VERB
arjefm-64	110	8	wavelet	wavelet	NOUN
arjefm-64	110	9	analysis	analysis	NOUN
arjefm-64	110	10	to	to	PART
arjefm-64	110	11	examine	examine	VERB
arjefm-64	110	12	eleven	eleven	NUM
arjefm-64	110	13	countries	country	NOUN
arjefm-64	110	14	in	in	ADP
arjefm-64	110	15	asia	asia	PROPN
arjefm-64	110	16	,	,	PUNCT
arjefm-64	110	17	europe	europe	PROPN
arjefm-64	110	18	,	,	PUNCT
arjefm-64	110	19	and	and	CCONJ
arjefm-64	110	20	north	north	PROPN
arjefm-64	110	21	america	america	PROPN
arjefm-64	110	22	,	,	PUNCT
arjefm-64	110	23	from	from	ADP
arjefm-64	110	24	january	january	PROPN
arjefm-64	110	25	1998	1998	NUM
arjefm-64	110	26	to	to	ADP
arjefm-64	110	27	december	december	PROPN
arjefm-64	110	28	2012	2012	NUM
arjefm-64	110	29	.	.	PUNCT
arjefm-64	111	1	their	their	PRON
arjefm-64	111	2	findings	finding	NOUN
arjefm-64	111	3	indicate	indicate	VERB
arjefm-64	111	4	that	that	SCONJ
arjefm-64	111	5	stock	stock	NOUN
arjefm-64	111	6	prices	price	NOUN
arjefm-64	111	7	decrease	decrease	VERB
arjefm-64	111	8	after	after	ADP
arjefm-64	111	9	an	an	DET
arjefm-64	111	10	upsurge	upsurge	NOUN
arjefm-64	111	11	in	in	ADP
arjefm-64	111	12	epu	epu	PROPN
arjefm-64	111	13	.	.	PUNCT
arjefm-64	112	1	the	the	DET
arjefm-64	112	2	study	study	NOUN
arjefm-64	112	3	follows	follow	VERB
arjefm-64	112	4	a	a	DET
arjefm-64	112	5	conventional	conventional	ADJ
arjefm-64	112	6	academic	academic	ADJ
arjefm-64	112	7	structure	structure	NOUN
arjefm-64	112	8	,	,	PUNCT
arjefm-64	112	9	employing	employ	VERB
arjefm-64	112	10	clear	clear	ADJ
arjefm-64	112	11	,	,	PUNCT
arjefm-64	112	12	concise	concise	ADJ
arjefm-64	112	13	language	language	NOUN
arjefm-64	112	14	,	,	PUNCT
arjefm-64	112	15	and	and	CCONJ
arjefm-64	112	16	technical	technical	ADJ
arjefm-64	112	17	terms	term	NOUN
arjefm-64	112	18	where	where	SCONJ
arjefm-64	112	19	necessary	necessary	ADJ
arjefm-64	112	20	.	.	PUNCT
arjefm-64	113	1	there	there	PRON
arjefm-64	113	2	is	be	VERB
arjefm-64	113	3	no	no	DET
arjefm-64	113	4	biased	biased	ADJ
arjefm-64	113	5	or	or	CCONJ
arjefm-64	113	6	ornamental	ornamental	ADJ
arjefm-64	113	7	language	language	NOUN
arjefm-64	113	8	within	within	ADP
arjefm-64	113	9	the	the	DET
arjefm-64	113	10	text	text	NOUN
arjefm-64	113	11	,	,	PUNCT
arjefm-64	113	12	and	and	CCONJ
arjefm-64	113	13	any	any	DET
arjefm-64	113	14	abbreviations	abbreviation	NOUN
arjefm-64	113	15	are	be	AUX
arjefm-64	113	16	adequately	adequately	ADV
arjefm-64	113	17	explained	explain	VERB
arjefm-64	113	18	at	at	ADP
arjefm-64	113	19	first	first	ADJ
arjefm-64	113	20	use	use	NOUN
arjefm-64	113	21	.	.	PUNCT
arjefm-64	114	1	adequate	adequate	ADJ
arjefm-64	114	2	spelling	spelling	NOUN
arjefm-64	114	3	,	,	PUNCT
arjefm-64	114	4	grammar	grammar	NOUN
arjefm-64	114	5	,	,	PUNCT
arjefm-64	114	6	and	and	CCONJ
arjefm-64	114	7	punctuation	punctuation	NOUN
arjefm-64	114	8	are	be	AUX
arjefm-64	114	9	observed	observe	VERB
arjefm-64	114	10	,	,	PUNCT
arjefm-64	114	11	adhering	adhere	VERB
arjefm-64	114	12	to	to	ADP
arjefm-64	114	13	the	the	DET
arjefm-64	114	14	standards	standard	NOUN
arjefm-64	114	15	for	for	ADP
arjefm-64	114	16	british	british	ADJ
arjefm-64	114	17	english	english	PROPN
arjefm-64	114	18	.	.	PUNCT
arjefm-64	115	1	xiong	xiong	PROPN
arjefm-64	115	2	et	et	PROPN
arjefm-64	115	3	al	al	PROPN
arjefm-64	115	4	.	.	PROPN
arjefm-64	116	1	(	(	PUNCT
arjefm-64	116	2	2018	2018	NUM
arjefm-64	116	3	)	)	PUNCT
arjefm-64	116	4	conducted	conduct	VERB
arjefm-64	116	5	a	a	DET
arjefm-64	116	6	study	study	NOUN
arjefm-64	116	7	on	on	ADP
arjefm-64	116	8	the	the	DET
arjefm-64	116	9	impact	impact	NOUN
arjefm-64	116	10	of	of	ADP
arjefm-64	116	11	epu	epu	PROPN
arjefm-64	116	12	on	on	ADP
arjefm-64	116	13	the	the	DET
arjefm-64	116	14	stock	stock	NOUN
arjefm-64	116	15	returns	return	NOUN
arjefm-64	116	16	of	of	ADP
arjefm-64	116	17	companies	company	NOUN
arjefm-64	116	18	in	in	ADP
arjefm-64	116	19	the	the	DET
arjefm-64	116	20	tourism	tourism	NOUN
arjefm-64	116	21	industry	industry	NOUN
arjefm-64	116	22	.	.	PUNCT
arjefm-64	117	1	the	the	DET
arjefm-64	117	2	study	study	NOUN
arjefm-64	117	3	utilized	utilize	VERB
arjefm-64	117	4	multiple	multiple	ADJ
arjefm-64	117	5	regression	regression	NOUN
arjefm-64	117	6	approaches	approach	NOUN
arjefm-64	117	7	to	to	PART
arjefm-64	117	8	analyze	analyze	VERB
arjefm-64	117	9	data	datum	NOUN
arjefm-64	117	10	from	from	ADP
arjefm-64	117	11	january	january	PROPN
arjefm-64	117	12	2002	2002	NUM
arjefm-64	117	13	to	to	ADP
arjefm-64	117	14	december	december	PROPN
arjefm-64	117	15	2013	2013	NUM
arjefm-64	117	16	.	.	PUNCT
arjefm-64	118	1	xiong	xiong	PROPN
arjefm-64	118	2	et	et	PROPN
arjefm-64	118	3	al	al	PROPN
arjefm-64	118	4	.	.	PROPN
arjefm-64	119	1	(	(	PUNCT
arjefm-64	119	2	2018	2018	NUM
arjefm-64	119	3	)	)	PUNCT
arjefm-64	119	4	conducted	conduct	VERB
arjefm-64	119	5	a	a	DET
arjefm-64	119	6	study	study	NOUN
arjefm-64	119	7	on	on	ADP
arjefm-64	119	8	the	the	DET
arjefm-64	119	9	impact	impact	NOUN
arjefm-64	119	10	of	of	ADP
arjefm-64	119	11	economic	economic	ADJ
arjefm-64	119	12	policy	policy	NOUN
arjefm-64	119	13	uncertainty	uncertainty	NOUN
arjefm-64	119	14	(	(	PUNCT
arjefm-64	119	15	epu	epu	PROPN
arjefm-64	119	16	)	)	PUNCT
arjefm-64	119	17	on	on	ADP
arjefm-64	119	18	the	the	DET
arjefm-64	119	19	stock	stock	NOUN
arjefm-64	119	20	returns	return	NOUN
arjefm-64	119	21	of	of	ADP
arjefm-64	119	22	companies	company	NOUN
arjefm-64	119	23	in	in	ADP
arjefm-64	119	24	the	the	DET
arjefm-64	119	25	tourism	tourism	NOUN
arjefm-64	119	26	industry	industry	NOUN
arjefm-64	119	27	.	.	PUNCT
arjefm-64	120	1	xiong	xiong	PROPN
arjefm-64	120	2	et	et	PROPN
arjefm-64	120	3	al	al	PROPN
arjefm-64	120	4	.	.	PROPN
arjefm-64	121	1	(	(	PUNCT
arjefm-64	121	2	2018	2018	NUM
arjefm-64	121	3	)	)	PUNCT
arjefm-64	121	4	conducted	conduct	VERB
arjefm-64	121	5	a	a	DET
arjefm-64	121	6	study	study	NOUN
arjefm-64	121	7	on	on	ADP
arjefm-64	121	8	the	the	DET
arjefm-64	121	9	impact	impact	NOUN
arjefm-64	121	10	of	of	ADP
arjefm-64	121	11	epu	epu	PROPN
arjefm-64	121	12	on	on	ADP
arjefm-64	121	13	the	the	DET
arjefm-64	121	14	stock	stock	NOUN
arjefm-64	121	15	returns	return	NOUN
arjefm-64	121	16	of	of	ADP
arjefm-64	121	17	companies	company	NOUN
arjefm-64	121	18	in	in	ADP
arjefm-64	121	19	the	the	DET
arjefm-64	121	20	tourism	tourism	NOUN
arjefm-64	121	21	industry	industry	NOUN
arjefm-64	121	22	.	.	PUNCT
arjefm-64	122	1	findings	finding	NOUN
arjefm-64	122	2	revealed	reveal	VERB
arjefm-64	122	3	that	that	SCONJ
arjefm-64	122	4	changes	change	NOUN
arjefm-64	122	5	in	in	ADP
arjefm-64	122	6	epu	epu	NOUN
arjefm-64	122	7	negatively	negatively	ADV
arjefm-64	122	8	affected	affect	VERB
arjefm-64	122	9	the	the	DET
arjefm-64	122	10	stock	stock	NOUN
arjefm-64	122	11	returns	return	NOUN
arjefm-64	122	12	of	of	ADP
arjefm-64	122	13	turkish	turkish	ADJ
arjefm-64	122	14	tourism	tourism	NOUN
arjefm-64	122	15	firms	firm	NOUN
arjefm-64	122	16	.	.	PUNCT
arjefm-64	123	1	the	the	DET
arjefm-64	123	2	researchers	researcher	NOUN
arjefm-64	123	3	implemented	implement	VERB
arjefm-64	123	4	the	the	DET
arjefm-64	123	5	dynamic	dynamic	ADJ
arjefm-64	123	6	conditional	conditional	ADJ
arjefm-64	123	7	correlation	correlation	NOUN
arjefm-64	123	8	-	-	PUNCT
arjefm-64	123	9	bivariate	bivariate	NOUN
arjefm-64	123	10	generalized	generalized	ADJ
arjefm-64	123	11	autoregressive	autoregressive	ADJ
arjefm-64	123	12	conditional	conditional	ADJ
arjefm-64	123	13	heteroskedasticity	heteroskedasticity	NOUN
arjefm-64	123	14	model	model	NOUN
arjefm-64	123	15	spanning	span	VERB
arjefm-64	123	16	january	january	PROPN
arjefm-64	123	17	1995	1995	NUM
arjefm-64	123	18	to	to	ADP
arjefm-64	123	19	december	december	PROPN
arjefm-64	123	20	2016	2016	NUM
arjefm-64	123	21	.	.	PUNCT
arjefm-64	124	1	the	the	DET
arjefm-64	124	2	findings	finding	NOUN
arjefm-64	124	3	revealed	reveal	VERB
arjefm-64	124	4	that	that	SCONJ
arjefm-64	124	5	the	the	DET
arjefm-64	124	6	epu	epu	PROPN
arjefm-64	124	7	's	's	PART
arjefm-64	124	8	absolute	absolute	ADJ
arjefm-64	124	9	held	hold	VERB
arjefm-64	124	10	greater	great	ADJ
arjefm-64	124	11	impact	impact	NOUN
arjefm-64	124	12	on	on	ADP
arjefm-64	124	13	shanghai	shanghai	PROPN
arjefm-64	124	14	stock	stock	NOUN
arjefm-64	124	15	market	market	NOUN
arjefm-64	124	16	returns	return	NOUN
arjefm-64	124	17	as	as	SCONJ
arjefm-64	124	18	opposed	oppose	VERB
arjefm-64	124	19	to	to	ADP
arjefm-64	124	20	shenzhen	shenzhen	PROPN
arjefm-64	124	21	's	's	PART
arjefm-64	124	22	.	.	PUNCT
arjefm-64	125	1	moreover	moreover	ADV
arjefm-64	125	2	,	,	PUNCT
arjefm-64	125	3	the	the	DET
arjefm-64	125	4	study	study	NOUN
arjefm-64	125	5	unveiled	unveil	VERB
arjefm-64	125	6	increased	increase	VERB
arjefm-64	125	7	volatility	volatility	NOUN
arjefm-64	125	8	of	of	ADP
arjefm-64	125	9	stock	stock	NOUN
arjefm-64	125	10	returns	return	NOUN
arjefm-64	125	11	in	in	ADP
arjefm-64	125	12	periods	period	NOUN
arjefm-64	125	13	of	of	ADP
arjefm-64	125	14	financial	financial	ADJ
arjefm-64	125	15	crises	crisis	NOUN
arjefm-64	125	16	.	.	PUNCT
arjefm-64	126	1	guo	guo	PROPN
arjefm-64	126	2	et	et	PROPN
arjefm-64	126	3	al	al	PROPN
arjefm-64	126	4	.	.	PROPN
arjefm-64	127	1	(	(	PUNCT
arjefm-64	127	2	2018	2018	NUM
arjefm-64	127	3	)	)	PUNCT
arjefm-64	127	4	conducted	conduct	VERB
arjefm-64	127	5	a	a	DET
arjefm-64	127	6	quantitative	quantitative	ADJ
arjefm-64	127	7	regression	regression	NOUN
arjefm-64	127	8	analysis	analysis	NOUN
arjefm-64	127	9	to	to	PART
arjefm-64	127	10	investigate	investigate	VERB
arjefm-64	127	11	the	the	DET
arjefm-64	127	12	correlation	correlation	NOUN
arjefm-64	127	13	between	between	ADP
arjefm-64	127	14	epu	epu	NOUN
arjefm-64	127	15	and	and	CCONJ
arjefm-64	127	16	stock	stock	NOUN
arjefm-64	127	17	yields	yield	NOUN
arjefm-64	127	18	in	in	ADP
arjefm-64	127	19	g7	g7	PROPN
arjefm-64	127	20	and	and	CCONJ
arjefm-64	127	21	brics	bric	NOUN
arjefm-64	127	22	countries	country	NOUN
arjefm-64	127	23	from	from	ADP
arjefm-64	127	24	february	february	PROPN
arjefm-64	127	25	1985	1985	NUM
arjefm-64	127	26	to	to	ADP
arjefm-64	127	27	august	august	PROPN
arjefm-64	127	28	2015	2015	NUM
arjefm-64	127	29	.	.	PUNCT
arjefm-64	128	1	the	the	DET
arjefm-64	128	2	study	study	NOUN
arjefm-64	128	3	yielded	yield	VERB
arjefm-64	128	4	important	important	ADJ
arjefm-64	128	5	findings	finding	NOUN
arjefm-64	128	6	highlighting	highlight	VERB
arjefm-64	128	7	asymmetrical	asymmetrical	ADJ
arjefm-64	128	8	association	association	NOUN
arjefm-64	128	9	between	between	ADP
arjefm-64	128	10	epu	epu	NOUN
arjefm-64	128	11	and	and	CCONJ
arjefm-64	128	12	stock	stock	NOUN
arjefm-64	128	13	markets	market	NOUN
arjefm-64	128	14	of	of	ADP
arjefm-64	128	15	the	the	DET
arjefm-64	128	16	usa	usa	PROPN
arjefm-64	128	17	and	and	CCONJ
arjefm-64	128	18	italy	italy	PROPN
arjefm-64	128	19	.	.	PUNCT
arjefm-64	129	1	in	in	ADP
arjefm-64	129	2	contrast	contrast	NOUN
arjefm-64	129	3	,	,	PUNCT
arjefm-64	129	4	epu	epu	PROPN
arjefm-64	129	5	had	have	VERB
arjefm-64	129	6	a	a	DET
arjefm-64	129	7	detrimental	detrimental	ADJ
arjefm-64	129	8	impact	impact	NOUN
arjefm-64	129	9	on	on	ADP
arjefm-64	129	10	stock	stock	NOUN
arjefm-64	129	11	markets	market	NOUN
arjefm-64	129	12	of	of	ADP
arjefm-64	129	13	germany	germany	PROPN
arjefm-64	129	14	,	,	PUNCT
arjefm-64	129	15	japan	japan	PROPN
arjefm-64	129	16	,	,	PUNCT
arjefm-64	129	17	india	india	PROPN
arjefm-64	129	18	,	,	PUNCT
arjefm-64	129	19	and	and	CCONJ
arjefm-64	129	20	china	china	PROPN
arjefm-64	129	21	.	.	PUNCT
arjefm-64	130	1	furthermore	furthermore	ADV
arjefm-64	130	2	,	,	PUNCT
arjefm-64	130	3	there	there	PRON
arjefm-64	130	4	was	be	VERB
arjefm-64	130	5	moderate	moderate	ADJ
arjefm-64	130	6	impact	impact	NOUN
arjefm-64	130	7	of	of	ADP
arjefm-64	130	8	uncertainty	uncertainty	NOUN
arjefm-64	130	9	on	on	ADP
arjefm-64	130	10	the	the	DET
arjefm-64	130	11	canadian	canadian	ADJ
arjefm-64	130	12	and	and	CCONJ
arjefm-64	130	13	russian	russian	ADJ
arjefm-64	130	14	stock	stock	NOUN
arjefm-64	130	15	exchanges	exchange	NOUN
arjefm-64	130	16	,	,	PUNCT
arjefm-64	130	17	whereas	whereas	SCONJ
arjefm-64	130	18	no	no	DET
arjefm-64	130	19	association	association	NOUN
arjefm-64	130	20	between	between	ADP
arjefm-64	130	21	epu	epu	PROPN
arjefm-64	130	22	and	and	CCONJ
arjefm-64	130	23	stock	stock	NOUN
arjefm-64	130	24	prices	price	NOUN
arjefm-64	130	25	was	be	AUX
arjefm-64	130	26	observed	observe	VERB
arjefm-64	130	27	in	in	ADP
arjefm-64	130	28	the	the	DET
arjefm-64	130	29	uk	uk	PROPN
arjefm-64	130	30	and	and	CCONJ
arjefm-64	130	31	france	france	PROPN
arjefm-64	130	32	.	.	PUNCT
arjefm-64	131	1	chiang	chiang	PROPN
arjefm-64	131	2	(	(	PUNCT
arjefm-64	131	3	2019	2019	NUM
arjefm-64	131	4	)	)	PUNCT
arjefm-64	131	5	examined	examine	VERB
arjefm-64	131	6	the	the	DET
arjefm-64	131	7	correlation	correlation	NOUN
arjefm-64	131	8	between	between	ADP
arjefm-64	131	9	epu	epu	PROPN
arjefm-64	131	10	,	,	PUNCT
arjefm-64	131	11	risk	risk	NOUN
arjefm-64	131	12	and	and	CCONJ
arjefm-64	131	13	additional	additional	ADJ
arjefm-64	131	14	stock	stock	NOUN
arjefm-64	131	15	returns	return	NOUN
arjefm-64	131	16	in	in	ADP
arjefm-64	131	17	g7	g7	PROPN
arjefm-64	131	18	countries	country	NOUN
arjefm-64	131	19	from	from	ADP
arjefm-64	131	20	january	january	PROPN
arjefm-64	131	21	1997	1997	NUM
arjefm-64	131	22	to	to	ADP
arjefm-64	131	23	june	june	PROPN
arjefm-64	131	24	2016	2016	NUM
arjefm-64	131	25	,	,	PUNCT
arjefm-64	131	26	using	use	VERB
arjefm-64	131	27	a	a	DET
arjefm-64	131	28	generalized	generalized	ADJ
arjefm-64	131	29	mistake	mistake	NOUN
arjefm-64	131	30	distribution	distribution	NOUN
arjefm-64	131	31	garch	garch	NOUN
arjefm-64	131	32	model	model	NOUN
arjefm-64	131	33	.	.	PUNCT
arjefm-64	132	1	the	the	DET
arjefm-64	132	2	outcomes	outcome	NOUN
arjefm-64	132	3	revealed	reveal	VERB
arjefm-64	132	4	that	that	SCONJ
arjefm-64	132	5	an	an	DET
arjefm-64	132	6	increase	increase	NOUN
arjefm-64	132	7	in	in	ADP
arjefm-64	132	8	epu	epu	NOUN
arjefm-64	132	9	contributes	contribute	VERB
arjefm-64	132	10	to	to	ADP
arjefm-64	132	11	a	a	DET
arjefm-64	132	12	reduction	reduction	NOUN
arjefm-64	132	13	in	in	ADP
arjefm-64	132	14	excess	excess	ADJ
arjefm-64	132	15	stock	stock	NOUN
arjefm-64	132	16	returns	return	NOUN
arjefm-64	132	17	.	.	PUNCT
arjefm-64	133	1	gao	gao	PROPN
arjefm-64	133	2	et	et	PROPN
arjefm-64	133	3	al	al	PROPN
arjefm-64	133	4	.	.	PUNCT
arjefm-64	134	1	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	134	2	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	135	1	american	american	PROPN
arjefm-64	135	2	research	research	PROPN
arjefm-64	135	3	journal	journal	PROPN
arjefm-64	135	4	of	of	ADP
arjefm-64	135	5	economics	economic	NOUN
arjefm-64	135	6	,	,	PUNCT
arjefm-64	135	7	finance	finance	NOUN
arjefm-64	135	8	and	and	CCONJ
arjefm-64	135	9	management	management	NOUN
arjefm-64	135	10	volume	volume	NOUN
arjefm-64	135	11	12	12	NUM
arjefm-64	135	12	issue	issue	NOUN
arjefm-64	135	13	1	1	NUM
arjefm-64	135	14	,	,	PUNCT
arjefm-64	135	15	january	january	PROPN
arjefm-64	135	16	-	-	PUNCT
arjefm-64	135	17	february	february	PROPN
arjefm-64	135	18	2024	2024	NUM
arjefm-64	135	19	issn	issn	NOUN
arjefm-64	135	20	:	:	PUNCT
arjefm-64	135	21	2836	2836	NUM
arjefm-64	135	22	-	-	SYM
arjefm-64	135	23	9416	9416	NUM
arjefm-64	135	24	impact	impact	NOUN
arjefm-64	135	25	factor	factor	NOUN
arjefm-64	135	26	:	:	PUNCT
arjefm-64	135	27	5.57	5.57	NUM
arjefm-64	135	28	journal	journal	NOUN
arjefm-64	135	29	homepage	homepage	NOUN
arjefm-64	135	30	:	:	PUNCT
arjefm-64	135	31	https://	https://	PROPN
arjefm-64	135	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	135	33	,	,	PUNCT
arjefm-64	135	34	email	email	NOUN
arjefm-64	135	35	:	:	PUNCT
arjefm-64	135	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	135	37	official	official	ADJ
arjefm-64	135	38	journal	journal	PROPN
arjefm-64	135	39	of	of	ADP
arjefm-64	135	40	america	america	PROPN
arjefm-64	135	41	serial	serial	PROPN
arjefm-64	135	42	publication	publication	NOUN
arjefm-64	135	43	american	american	PROPN
arjefm-64	135	44	research	research	PROPN
arjefm-64	135	45	journal	journal	PROPN
arjefm-64	135	46	of	of	ADP
arjefm-64	135	47	economics	economic	NOUN
arjefm-64	135	48	,	,	PUNCT
arjefm-64	135	49	finance	finance	NOUN
arjefm-64	135	50	and	and	CCONJ
arjefm-64	135	51	management	management	NOUN
arjefm-64	135	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	135	53	,	,	PUNCT
arjefm-64	135	54	email	email	NOUN
arjefm-64	135	55	:	:	PUNCT
arjefm-64	135	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	136	1	28	28	NUM
arjefm-64	137	1	|	|	ADV
arjefm-64	137	2	p	p	X
arjefm-64	137	3	a	a	DET
arjefm-64	137	4	g	g	NOUN
arjefm-64	137	5	e	e	X
arjefm-64	137	6	(	(	PUNCT
arjefm-64	137	7	2019	2019	NUM
arjefm-64	137	8	)	)	PUNCT
arjefm-64	137	9	investigated	investigate	VERB
arjefm-64	137	10	the	the	DET
arjefm-64	137	11	associations	association	NOUN
arjefm-64	137	12	among	among	ADP
arjefm-64	137	13	stock	stock	NOUN
arjefm-64	137	14	prices	price	NOUN
arjefm-64	137	15	,	,	PUNCT
arjefm-64	137	16	economic	economic	ADJ
arjefm-64	137	17	policy	policy	NOUN
arjefm-64	137	18	uncertainty	uncertainty	NOUN
arjefm-64	137	19	,	,	PUNCT
arjefm-64	137	20	and	and	CCONJ
arjefm-64	137	21	global	global	ADJ
arjefm-64	137	22	oil	oil	NOUN
arjefm-64	137	23	prices	price	NOUN
arjefm-64	137	24	in	in	ADP
arjefm-64	137	25	china	china	PROPN
arjefm-64	137	26	from	from	ADP
arjefm-64	137	27	january	january	PROPN
arjefm-64	137	28	2005	2005	NUM
arjefm-64	137	29	to	to	ADP
arjefm-64	137	30	december	december	PROPN
arjefm-64	137	31	2017	2017	NUM
arjefm-64	137	32	.	.	PUNCT
arjefm-64	138	1	they	they	PRON
arjefm-64	138	2	used	use	VERB
arjefm-64	138	3	a	a	DET
arjefm-64	138	4	rolling	rolling	ADJ
arjefm-64	138	5	window	window	NOUN
arjefm-64	138	6	toda	toda	PROPN
arjefm-64	138	7	-	-	PUNCT
arjefm-64	138	8	yamamoto	yamamoto	PROPN
arjefm-64	138	9	causality	causality	PROPN
arjefm-64	138	10	test	test	NOUN
arjefm-64	138	11	to	to	PART
arjefm-64	138	12	determine	determine	VERB
arjefm-64	138	13	that	that	SCONJ
arjefm-64	138	14	the	the	DET
arjefm-64	138	15	bidirectional	bidirectional	ADJ
arjefm-64	138	16	causality	causality	NOUN
arjefm-64	138	17	between	between	ADP
arjefm-64	138	18	the	the	DET
arjefm-64	138	19	variables	variable	NOUN
arjefm-64	138	20	was	be	AUX
arjefm-64	138	21	mainly	mainly	ADV
arjefm-64	138	22	associated	associate	VERB
arjefm-64	138	23	with	with	ADP
arjefm-64	138	24	the	the	DET
arjefm-64	138	25	1997	1997	NUM
arjefm-64	138	26	asian	asian	ADJ
arjefm-64	138	27	crisis	crisis	NOUN
arjefm-64	138	28	,	,	PUNCT
arjefm-64	138	29	the	the	DET
arjefm-64	138	30	2008	2008	NUM
arjefm-64	138	31	financial	financial	ADJ
arjefm-64	138	32	crisis	crisis	NOUN
arjefm-64	138	33	,	,	PUNCT
arjefm-64	138	34	and	and	CCONJ
arjefm-64	138	35	china	china	PROPN
arjefm-64	138	36	's	's	PART
arjefm-64	138	37	economic	economic	ADJ
arjefm-64	138	38	structural	structural	ADJ
arjefm-64	138	39	reforms	reform	NOUN
arjefm-64	138	40	.	.	PUNCT
arjefm-64	139	1	in	in	ADP
arjefm-64	139	2	the	the	DET
arjefm-64	139	3	present	present	ADJ
arjefm-64	139	4	global	global	ADJ
arjefm-64	139	5	economic	economic	ADJ
arjefm-64	139	6	landscape	landscape	NOUN
arjefm-64	139	7	,	,	PUNCT
arjefm-64	139	8	the	the	DET
arjefm-64	139	9	rise	rise	NOUN
arjefm-64	139	10	of	of	ADP
arjefm-64	139	11	globalization	globalization	NOUN
arjefm-64	139	12	has	have	AUX
arjefm-64	139	13	bolstered	bolster	VERB
arjefm-64	139	14	the	the	DET
arjefm-64	139	15	connections	connection	NOUN
arjefm-64	139	16	among	among	ADP
arjefm-64	139	17	nations	nation	NOUN
arjefm-64	139	18	and	and	CCONJ
arjefm-64	139	19	heightened	heighten	VERB
arjefm-64	139	20	their	their	PRON
arjefm-64	139	21	reciprocal	reciprocal	ADJ
arjefm-64	139	22	impact	impact	NOUN
arjefm-64	139	23	.	.	PUNCT
arjefm-64	140	1	this	this	PRON
arjefm-64	140	2	is	be	AUX
arjefm-64	140	3	especially	especially	ADV
arjefm-64	140	4	evident	evident	ADJ
arjefm-64	140	5	in	in	ADP
arjefm-64	140	6	the	the	DET
arjefm-64	140	7	instance	instance	NOUN
arjefm-64	140	8	of	of	ADP
arjefm-64	140	9	developing	develop	VERB
arjefm-64	140	10	countries	country	NOUN
arjefm-64	140	11	,	,	PUNCT
arjefm-64	140	12	which	which	PRON
arjefm-64	140	13	possess	possess	VERB
arjefm-64	140	14	vast	vast	ADJ
arjefm-64	140	15	populations	population	NOUN
arjefm-64	140	16	and	and	CCONJ
arjefm-64	140	17	offer	offer	VERB
arjefm-64	140	18	significant	significant	ADJ
arjefm-64	140	19	prospects	prospect	NOUN
arjefm-64	140	20	for	for	ADP
arjefm-64	140	21	economic	economic	ADJ
arjefm-64	140	22	expansion	expansion	NOUN
arjefm-64	140	23	.	.	PUNCT
arjefm-64	141	1	it	it	PRON
arjefm-64	141	2	is	be	AUX
arjefm-64	141	3	crucial	crucial	ADJ
arjefm-64	141	4	to	to	PART
arjefm-64	141	5	investigate	investigate	VERB
arjefm-64	141	6	the	the	DET
arjefm-64	141	7	impact	impact	NOUN
arjefm-64	141	8	of	of	ADP
arjefm-64	141	9	global	global	ADJ
arjefm-64	141	10	economic	economic	ADJ
arjefm-64	141	11	policy	policy	NOUN
arjefm-64	141	12	uncertainty	uncertainty	NOUN
arjefm-64	141	13	on	on	ADP
arjefm-64	141	14	the	the	DET
arjefm-64	141	15	stock	stock	NOUN
arjefm-64	141	16	markets	market	NOUN
arjefm-64	141	17	of	of	ADP
arjefm-64	141	18	these	these	DET
arjefm-64	141	19	countries	country	NOUN
arjefm-64	141	20	.	.	PUNCT
arjefm-64	142	1	this	this	PRON
arjefm-64	142	2	becomes	become	VERB
arjefm-64	142	3	particularly	particularly	ADV
arjefm-64	142	4	relevant	relevant	ADJ
arjefm-64	142	5	considering	consider	VERB
arjefm-64	142	6	the	the	DET
arjefm-64	142	7	limited	limited	ADJ
arjefm-64	142	8	research	research	NOUN
arjefm-64	142	9	conducted	conduct	VERB
arjefm-64	142	10	on	on	ADP
arjefm-64	142	11	these	these	DET
arjefm-64	142	12	markets	market	NOUN
arjefm-64	142	13	in	in	ADP
arjefm-64	142	14	comparison	comparison	NOUN
arjefm-64	142	15	to	to	ADP
arjefm-64	142	16	those	those	PRON
arjefm-64	142	17	of	of	ADP
arjefm-64	142	18	developed	develop	VERB
arjefm-64	142	19	countries	country	NOUN
arjefm-64	142	20	.	.	PUNCT
arjefm-64	143	1	several	several	ADJ
arjefm-64	143	2	recent	recent	ADJ
arjefm-64	143	3	studies	study	NOUN
arjefm-64	143	4	have	have	AUX
arjefm-64	143	5	highlighted	highlight	VERB
arjefm-64	143	6	the	the	DET
arjefm-64	143	7	volatility	volatility	NOUN
arjefm-64	143	8	of	of	ADP
arjefm-64	143	9	oil	oil	NOUN
arjefm-64	143	10	prices	price	NOUN
arjefm-64	143	11	.	.	PUNCT
arjefm-64	144	1	two	two	NUM
arjefm-64	144	2	sets	set	NOUN
arjefm-64	144	3	of	of	ADP
arjefm-64	144	4	research	research	NOUN
arjefm-64	144	5	studies	study	NOUN
arjefm-64	144	6	use	use	VERB
arjefm-64	144	7	different	different	ADJ
arjefm-64	144	8	methods	method	NOUN
arjefm-64	144	9	to	to	PART
arjefm-64	144	10	examine	examine	VERB
arjefm-64	144	11	the	the	DET
arjefm-64	144	12	reasons	reason	NOUN
arjefm-64	144	13	for	for	ADP
arjefm-64	144	14	instability	instability	NOUN
arjefm-64	144	15	in	in	ADP
arjefm-64	144	16	the	the	DET
arjefm-64	144	17	oil	oil	NOUN
arjefm-64	144	18	market	market	NOUN
arjefm-64	144	19	.	.	PUNCT
arjefm-64	145	1	the	the	DET
arjefm-64	145	2	first	first	ADJ
arjefm-64	145	3	set	set	NOUN
arjefm-64	145	4	applies	apply	VERB
arjefm-64	145	5	garchclass	garchclass	NOUN
arjefm-64	145	6	models	model	NOUN
arjefm-64	145	7	and	and	CCONJ
arjefm-64	145	8	cites	cite	VERB
arjefm-64	145	9	examples	example	NOUN
arjefm-64	145	10	including	include	VERB
arjefm-64	145	11	chan	chan	NOUN
arjefm-64	145	12	and	and	CCONJ
arjefm-64	145	13	grant	grant	NOUN
arjefm-64	145	14	(	(	PUNCT
arjefm-64	145	15	2016	2016	NUM
arjefm-64	145	16	)	)	PUNCT
arjefm-64	145	17	,	,	PUNCT
arjefm-64	145	18	nomikos	nomikos	NOUN
arjefm-64	145	19	and	and	CCONJ
arjefm-64	145	20	pouliasis	pouliasis	NOUN
arjefm-64	145	21	(	(	PUNCT
arjefm-64	145	22	2011	2011	NUM
arjefm-64	145	23	)	)	PUNCT
arjefm-64	145	24	,	,	PUNCT
arjefm-64	145	25	wang	wang	PROPN
arjefm-64	145	26	and	and	CCONJ
arjefm-64	145	27	wu	wu	PROPN
arjefm-64	145	28	(	(	PUNCT
arjefm-64	145	29	2012	2012	NUM
arjefm-64	145	30	)	)	PUNCT
arjefm-64	145	31	,	,	PUNCT
arjefm-64	145	32	wang	wang	PROPN
arjefm-64	145	33	et	et	PROPN
arjefm-64	145	34	al	al	PROPN
arjefm-64	145	35	.	.	PROPN
arjefm-64	145	36	(	(	PUNCT
arjefm-64	145	37	2016	2016	NUM
arjefm-64	145	38	)	)	PUNCT
arjefm-64	145	39	,	,	PUNCT
arjefm-64	145	40	and	and	CCONJ
arjefm-64	145	41	sadorsky	sadorsky	ADJ
arjefm-64	145	42	(	(	PUNCT
arjefm-64	145	43	2006	2006	NUM
arjefm-64	145	44	)	)	PUNCT
arjefm-64	145	45	.	.	PUNCT
arjefm-64	146	1	the	the	DET
arjefm-64	146	2	second	second	ADJ
arjefm-64	146	3	set	set	NOUN
arjefm-64	146	4	of	of	ADP
arjefm-64	146	5	papers	paper	NOUN
arjefm-64	146	6	relies	rely	VERB
arjefm-64	146	7	on	on	ADP
arjefm-64	146	8	recognized	recognize	VERB
arjefm-64	146	9	volatility	volatility	NOUN
arjefm-64	146	10	models	model	NOUN
arjefm-64	146	11	,	,	PUNCT
arjefm-64	146	12	including	include	VERB
arjefm-64	146	13	haugom	haugom	NOUN
arjefm-64	146	14	et	et	PROPN
arjefm-64	146	15	al	al	PROPN
arjefm-64	146	16	.	.	PROPN
arjefm-64	146	17	(	(	PUNCT
arjefm-64	146	18	2014	2014	NUM
arjefm-64	146	19	)	)	PUNCT
arjefm-64	146	20	and	and	CCONJ
arjefm-64	146	21	sevi	sevi	ADJ
arjefm-64	146	22	(	(	PUNCT
arjefm-64	146	23	2014	2014	NUM
arjefm-64	146	24	)	)	PUNCT
arjefm-64	146	25	.	.	PUNCT
arjefm-64	147	1	both	both	DET
arjefm-64	147	2	sets	set	NOUN
arjefm-64	147	3	of	of	ADP
arjefm-64	147	4	models	model	NOUN
arjefm-64	147	5	gather	gather	VERB
arjefm-64	147	6	insightful	insightful	ADJ
arjefm-64	147	7	data	datum	NOUN
arjefm-64	147	8	from	from	ADP
arjefm-64	147	9	recorded	record	VERB
arjefm-64	147	10	unpredictability	unpredictability	NOUN
arjefm-64	147	11	or	or	CCONJ
arjefm-64	147	12	costs	cost	NOUN
arjefm-64	147	13	.	.	PUNCT
arjefm-64	148	1	the	the	DET
arjefm-64	148	2	efficient	efficient	ADJ
arjefm-64	148	3	market	market	NOUN
arjefm-64	148	4	hypothesis	hypothesis	NOUN
arjefm-64	148	5	of	of	ADP
arjefm-64	148	6	fama	fama	PROPN
arjefm-64	148	7	(	(	PUNCT
arjefm-64	148	8	1970	1970	NUM
arjefm-64	148	9	)	)	PUNCT
arjefm-64	148	10	justifies	justify	VERB
arjefm-64	148	11	the	the	DET
arjefm-64	148	12	predictive	predictive	ADJ
arjefm-64	148	13	power	power	NOUN
arjefm-64	148	14	of	of	ADP
arjefm-64	148	15	fundamental	fundamental	ADJ
arjefm-64	148	16	variables	variable	NOUN
arjefm-64	148	17	,	,	PUNCT
arjefm-64	148	18	while	while	SCONJ
arjefm-64	148	19	commodity	commodity	NOUN
arjefm-64	148	20	markets	market	NOUN
arjefm-64	148	21	are	be	AUX
arjefm-64	148	22	not	not	PART
arjefm-64	148	23	as	as	ADV
arjefm-64	148	24	efficient	efficient	ADJ
arjefm-64	148	25	as	as	ADP
arjefm-64	148	26	more	more	ADV
arjefm-64	148	27	developed	developed	ADJ
arjefm-64	148	28	financial	financial	ADJ
arjefm-64	148	29	markets	market	NOUN
arjefm-64	148	30	(	(	PUNCT
arjefm-64	148	31	chen	chen	PROPN
arjefm-64	148	32	et	et	PROPN
arjefm-64	148	33	al	al	PROPN
arjefm-64	148	34	.	.	PROPN
arjefm-64	148	35	,	,	PUNCT
arjefm-64	148	36	2010	2010	NUM
arjefm-64	148	37	)	)	PUNCT
arjefm-64	148	38	.	.	PUNCT
arjefm-64	149	1	furthermore	furthermore	ADV
arjefm-64	149	2	,	,	PUNCT
arjefm-64	149	3	several	several	ADJ
arjefm-64	149	4	studies	study	NOUN
arjefm-64	149	5	have	have	AUX
arjefm-64	149	6	suggested	suggest	VERB
arjefm-64	149	7	inefficient	inefficient	ADJ
arjefm-64	149	8	weak	weak	ADJ
arjefm-64	149	9	-	-	PUNCT
arjefm-64	149	10	form	form	NOUN
arjefm-64	149	11	markets	market	NOUN
arjefm-64	149	12	for	for	ADP
arjefm-64	149	13	crude	crude	ADJ
arjefm-64	149	14	oil	oil	NOUN
arjefm-64	149	15	(	(	PUNCT
arjefm-64	149	16	tabak	tabak	NOUN
arjefm-64	149	17	and	and	CCONJ
arjefm-64	149	18	cajueiro	cajueiro	NOUN
arjefm-64	149	19	,	,	PUNCT
arjefm-64	149	20	2007	2007	NUM
arjefm-64	149	21	;	;	PUNCT
arjefm-64	149	22	wang	wang	PROPN
arjefm-64	149	23	and	and	CCONJ
arjefm-64	149	24	liu	liu	PROPN
arjefm-64	149	25	,	,	PUNCT
arjefm-64	149	26	2010	2010	NUM
arjefm-64	149	27	)	)	PUNCT
arjefm-64	149	28	,	,	PUNCT
arjefm-64	149	29	meaning	mean	VERB
arjefm-64	149	30	that	that	SCONJ
arjefm-64	149	31	the	the	DET
arjefm-64	149	32	current	current	ADJ
arjefm-64	149	33	oil	oil	NOUN
arjefm-64	149	34	price	price	NOUN
arjefm-64	149	35	does	do	AUX
arjefm-64	149	36	not	not	PART
arjefm-64	149	37	encompass	encompass	VERB
arjefm-64	149	38	all	all	PRON
arjefm-64	149	39	of	of	ADP
arjefm-64	149	40	the	the	DET
arjefm-64	149	41	fundamental	fundamental	ADJ
arjefm-64	149	42	information	information	NOUN
arjefm-64	149	43	available	available	ADJ
arjefm-64	149	44	.	.	PUNCT
arjefm-64	150	1	it	it	PRON
arjefm-64	150	2	may	may	AUX
arjefm-64	150	3	be	be	AUX
arjefm-64	150	4	inferred	infer	VERB
arjefm-64	150	5	that	that	SCONJ
arjefm-64	150	6	the	the	DET
arjefm-64	150	7	current	current	ADJ
arjefm-64	150	8	unpredictability	unpredictability	NOUN
arjefm-64	150	9	in	in	ADP
arjefm-64	150	10	oil	oil	NOUN
arjefm-64	150	11	prices	price	NOUN
arjefm-64	150	12	does	do	AUX
arjefm-64	150	13	not	not	PART
arjefm-64	150	14	encompass	encompass	VERB
arjefm-64	150	15	all	all	DET
arjefm-64	150	16	previous	previous	ADJ
arjefm-64	150	17	information	information	NOUN
arjefm-64	150	18	pertaining	pertain	VERB
arjefm-64	150	19	to	to	ADP
arjefm-64	150	20	macroeconomic	macroeconomic	ADJ
arjefm-64	150	21	instability	instability	NOUN
arjefm-64	150	22	.	.	PUNCT
arjefm-64	151	1	there	there	PRON
arjefm-64	151	2	have	have	AUX
arjefm-64	151	3	been	be	AUX
arjefm-64	151	4	many	many	ADJ
arjefm-64	151	5	attempts	attempt	NOUN
arjefm-64	151	6	to	to	PART
arjefm-64	151	7	understand	understand	VERB
arjefm-64	151	8	and	and	CCONJ
arjefm-64	151	9	forecast	forecast	VERB
arjefm-64	151	10	fluctuations	fluctuation	NOUN
arjefm-64	151	11	in	in	ADP
arjefm-64	151	12	oil	oil	NOUN
arjefm-64	151	13	prices	price	NOUN
arjefm-64	151	14	based	base	VERB
arjefm-64	151	15	on	on	ADP
arjefm-64	151	16	supply	supply	NOUN
arjefm-64	151	17	and	and	CCONJ
arjefm-64	151	18	demand	demand	NOUN
arjefm-64	151	19	fundamentals	fundamental	NOUN
arjefm-64	151	20	(	(	PUNCT
arjefm-64	151	21	baumeister	baumeister	NOUN
arjefm-64	151	22	and	and	CCONJ
arjefm-64	151	23	kilian	kilian	PROPN
arjefm-64	151	24	,	,	PUNCT
arjefm-64	151	25	2012	2012	NUM
arjefm-64	151	26	;	;	PUNCT
arjefm-64	151	27	boffelli	boffelli	PROPN
arjefm-64	151	28	et	et	PROPN
arjefm-64	151	29	al	al	PROPN
arjefm-64	151	30	.	.	PROPN
arjefm-64	151	31	,	,	PUNCT
arjefm-64	151	32	2016	2016	NUM
arjefm-64	151	33	)	)	PUNCT
arjefm-64	151	34	.	.	PUNCT
arjefm-64	152	1	however	however	ADV
arjefm-64	152	2	,	,	PUNCT
arjefm-64	152	3	to	to	ADP
arjefm-64	152	4	our	our	PRON
arjefm-64	152	5	knowledge	knowledge	NOUN
arjefm-64	152	6	,	,	PUNCT
arjefm-64	152	7	the	the	DET
arjefm-64	152	8	financial	financial	ADJ
arjefm-64	152	9	origins	origin	NOUN
arjefm-64	152	10	of	of	ADP
arjefm-64	152	11	price	price	NOUN
arjefm-64	152	12	volatility	volatility	NOUN
arjefm-64	152	13	have	have	AUX
arjefm-64	152	14	not	not	PART
arjefm-64	152	15	been	be	AUX
arjefm-64	152	16	fully	fully	ADV
arjefm-64	152	17	considered	consider	VERB
arjefm-64	152	18	in	in	ADP
arjefm-64	152	19	scholarly	scholarly	ADJ
arjefm-64	152	20	literature	literature	NOUN
arjefm-64	152	21	,	,	PUNCT
arjefm-64	152	22	except	except	SCONJ
arjefm-64	152	23	for	for	ADP
arjefm-64	152	24	significant	significant	ADJ
arjefm-64	152	25	contributions	contribution	NOUN
arjefm-64	152	26	from	from	ADP
arjefm-64	152	27	conrad	conrad	PROPN
arjefm-64	152	28	et	et	PROPN
arjefm-64	152	29	al	al	PROPN
arjefm-64	152	30	.	.	PROPN
arjefm-64	153	1	(	(	PUNCT
arjefm-64	153	2	2014	2014	NUM
arjefm-64	153	3	)	)	PUNCT
arjefm-64	153	4	and	and	CCONJ
arjefm-64	153	5	pan	pan	VERB
arjefm-64	153	6	et	et	PROPN
arjefm-64	153	7	al	al	PROPN
arjefm-64	153	8	.	.	PROPN
arjefm-64	154	1	(	(	PUNCT
arjefm-64	154	2	2017	2017	NUM
arjefm-64	154	3	)	)	PUNCT
arjefm-64	154	4	.	.	PUNCT
arjefm-64	155	1	conrad	conrad	PROPN
arjefm-64	155	2	et	et	PROPN
arjefm-64	155	3	al	al	PROPN
arjefm-64	155	4	.	.	PROPN
arjefm-64	156	1	(	(	PUNCT
arjefm-64	156	2	2014	2014	NUM
arjefm-64	156	3	)	)	PUNCT
arjefm-64	156	4	analyzed	analyze	VERB
arjefm-64	156	5	the	the	DET
arjefm-64	156	6	effect	effect	NOUN
arjefm-64	156	7	of	of	ADP
arjefm-64	156	8	macroeconomic	macroeconomic	ADJ
arjefm-64	156	9	factors	factor	NOUN
arjefm-64	156	10	on	on	ADP
arjefm-64	156	11	oil	oil	NOUN
arjefm-64	156	12	price	price	NOUN
arjefm-64	156	13	volatility	volatility	NOUN
arjefm-64	156	14	from	from	ADP
arjefm-64	156	15	a	a	DET
arjefm-64	156	16	sample	sample	NOUN
arjefm-64	156	17	-	-	PUNCT
arjefm-64	156	18	based	base	VERB
arjefm-64	156	19	approach	approach	NOUN
arjefm-64	156	20	.	.	PUNCT
arjefm-64	157	1	other	other	ADJ
arjefm-64	157	2	scholars	scholar	NOUN
arjefm-64	157	3	have	have	AUX
arjefm-64	157	4	re	re	VERB
arjefm-64	157	5	-	-	VERB
arjefm-64	157	6	evaluated	evaluate	VERB
arjefm-64	157	7	this	this	DET
arjefm-64	157	8	issue	issue	NOUN
arjefm-64	157	9	through	through	ADP
arjefm-64	157	10	an	an	DET
arjefm-64	157	11	outof	outof	PROPN
arjefm-64	157	12	-	-	PUNCT
arjefm-64	157	13	sample	sample	NOUN
arjefm-64	157	14	outlook	outlook	NOUN
arjefm-64	157	15	by	by	ADP
arjefm-64	157	16	testing	test	VERB
arjefm-64	157	17	whether	whether	SCONJ
arjefm-64	157	18	the	the	DET
arjefm-64	157	19	incorporation	incorporation	NOUN
arjefm-64	157	20	of	of	ADP
arjefm-64	157	21	macroeconomic	macroeconomic	ADJ
arjefm-64	157	22	elements	element	NOUN
arjefm-64	157	23	into	into	ADP
arjefm-64	157	24	volatility	volatility	NOUN
arjefm-64	157	25	models	model	NOUN
arjefm-64	157	26	can	can	AUX
arjefm-64	157	27	produce	produce	VERB
arjefm-64	157	28	more	more	ADV
arjefm-64	157	29	precise	precise	ADJ
arjefm-64	157	30	forecasts	forecast	NOUN
arjefm-64	157	31	.	.	PUNCT
arjefm-64	158	1	concentrating	concentrate	VERB
arjefm-64	158	2	on	on	ADP
arjefm-64	158	3	daily	daily	ADJ
arjefm-64	158	4	volatility	volatility	NOUN
arjefm-64	158	5	which	which	PRON
arjefm-64	158	6	is	be	AUX
arjefm-64	158	7	of	of	ADP
arjefm-64	158	8	significant	significant	ADJ
arjefm-64	158	9	interest	interest	NOUN
arjefm-64	158	10	to	to	PART
arjefm-64	158	11	option	option	VERB
arjefm-64	158	12	market	market	NOUN
arjefm-64	158	13	traders	trader	NOUN
arjefm-64	158	14	,	,	PUNCT
arjefm-64	158	15	the	the	DET
arjefm-64	158	16	study	study	NOUN
arjefm-64	158	17	observed	observe	VERB
arjefm-64	158	18	that	that	SCONJ
arjefm-64	158	19	objective	objective	ADJ
arjefm-64	158	20	evaluations	evaluation	NOUN
arjefm-64	158	21	of	of	ADP
arjefm-64	158	22	the	the	DET
arjefm-64	158	23	data	datum	NOUN
arjefm-64	158	24	are	be	AUX
arjefm-64	158	25	imperative	imperative	ADJ
arjefm-64	158	26	for	for	ADP
arjefm-64	158	27	accurate	accurate	ADJ
arjefm-64	158	28	predictions	prediction	NOUN
arjefm-64	158	29	.	.	PUNCT
arjefm-64	159	1	including	include	VERB
arjefm-64	159	2	macroeconomic	macroeconomic	ADJ
arjefm-64	159	3	data	datum	NOUN
arjefm-64	159	4	in	in	ADP
arjefm-64	159	5	a	a	DET
arjefm-64	159	6	garch	garch	NOUN
arjefm-64	159	7	or	or	CCONJ
arjefm-64	159	8	realized	realize	VERB
arjefm-64	159	9	volatility	volatility	NOUN
arjefm-64	159	10	model	model	NOUN
arjefm-64	159	11	is	be	AUX
arjefm-64	159	12	challenging	challenge	VERB
arjefm-64	159	13	due	due	ADJ
arjefm-64	159	14	to	to	ADP
arjefm-64	159	15	the	the	DET
arjefm-64	159	16	incompatible	incompatible	ADJ
arjefm-64	159	17	data	data	NOUN
arjefm-64	159	18	frequencies	frequency	NOUN
arjefm-64	159	19	of	of	ADP
arjefm-64	159	20	the	the	DET
arjefm-64	159	21	oil	oil	NOUN
arjefm-64	159	22	price	price	NOUN
arjefm-64	159	23	and	and	CCONJ
arjefm-64	159	24	its	its	PRON
arjefm-64	159	25	fundamental	fundamental	ADJ
arjefm-64	159	26	factors	factor	NOUN
arjefm-64	159	27	.	.	PUNCT
arjefm-64	160	1	to	to	PART
arjefm-64	160	2	clarify	clarify	VERB
arjefm-64	160	3	,	,	PUNCT
arjefm-64	160	4	while	while	SCONJ
arjefm-64	160	5	oil	oil	NOUN
arjefm-64	160	6	price	price	NOUN
arjefm-64	160	7	data	datum	NOUN
arjefm-64	160	8	is	be	AUX
arjefm-64	160	9	available	available	ADJ
arjefm-64	160	10	daily	daily	ADV
arjefm-64	160	11	,	,	PUNCT
arjefm-64	160	12	data	datum	NOUN
arjefm-64	160	13	on	on	ADP
arjefm-64	160	14	oil	oil	NOUN
arjefm-64	160	15	output	output	NOUN
arjefm-64	160	16	and	and	CCONJ
arjefm-64	160	17	demand	demand	NOUN
arjefm-64	160	18	is	be	AUX
arjefm-64	160	19	obtained	obtain	VERB
arjefm-64	160	20	monthly	monthly	ADV
arjefm-64	160	21	or	or	CCONJ
arjefm-64	160	22	even	even	ADV
arjefm-64	160	23	less	less	ADV
arjefm-64	160	24	frequently	frequently	ADV
arjefm-64	160	25	.	.	PUNCT
arjefm-64	161	1	fortunately	fortunately	ADV
arjefm-64	161	2	,	,	PUNCT
arjefm-64	161	3	the	the	DET
arjefm-64	161	4	garch	garch	NOUN
arjefm-64	161	5	-	-	PUNCT
arjefm-64	161	6	midas	midas	PROPN
arjefm-64	161	7	class	class	NOUN
arjefm-64	161	8	specifications	specification	NOUN
arjefm-64	161	9	recommended	recommend	VERB
arjefm-64	161	10	by	by	ADP
arjefm-64	161	11	engle	engle	PROPN
arjefm-64	161	12	et	et	PROPN
arjefm-64	161	13	al	al	PROPN
arjefm-64	161	14	.	.	PROPN
arjefm-64	162	1	(	(	PUNCT
arjefm-64	162	2	2013	2013	NUM
arjefm-64	162	3	)	)	PUNCT
arjefm-64	162	4	effectively	effectively	ADV
arjefm-64	162	5	resolve	resolve	VERB
arjefm-64	162	6	the	the	DET
arjefm-64	162	7	mixed	mixed	ADJ
arjefm-64	162	8	-	-	PUNCT
arjefm-64	162	9	frequency	frequency	NOUN
arjefm-64	162	10	problem	problem	NOUN
arjefm-64	162	11	in	in	ADP
arjefm-64	162	12	volatility	volatility	NOUN
arjefm-64	162	13	modelling	modelling	NOUN
arjefm-64	162	14	.	.	PUNCT
arjefm-64	163	1	this	this	DET
arjefm-64	163	2	model	model	NOUN
arjefm-64	163	3	divides	divide	VERB
arjefm-64	163	4	daily	daily	ADJ
arjefm-64	163	5	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	163	6	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	164	1	american	american	PROPN
arjefm-64	164	2	research	research	PROPN
arjefm-64	164	3	journal	journal	PROPN
arjefm-64	164	4	of	of	ADP
arjefm-64	164	5	economics	economic	NOUN
arjefm-64	164	6	,	,	PUNCT
arjefm-64	164	7	finance	finance	NOUN
arjefm-64	164	8	and	and	CCONJ
arjefm-64	164	9	management	management	NOUN
arjefm-64	164	10	volume	volume	NOUN
arjefm-64	164	11	12	12	NUM
arjefm-64	164	12	issue	issue	NOUN
arjefm-64	164	13	1	1	NUM
arjefm-64	164	14	,	,	PUNCT
arjefm-64	164	15	january	january	PROPN
arjefm-64	164	16	-	-	PUNCT
arjefm-64	164	17	february	february	PROPN
arjefm-64	164	18	2024	2024	NUM
arjefm-64	164	19	issn	issn	NOUN
arjefm-64	164	20	:	:	PUNCT
arjefm-64	164	21	2836	2836	NUM
arjefm-64	164	22	-	-	SYM
arjefm-64	164	23	9416	9416	NUM
arjefm-64	164	24	impact	impact	NOUN
arjefm-64	164	25	factor	factor	NOUN
arjefm-64	164	26	:	:	PUNCT
arjefm-64	164	27	5.57	5.57	NUM
arjefm-64	164	28	journal	journal	NOUN
arjefm-64	164	29	homepage	homepage	NOUN
arjefm-64	164	30	:	:	PUNCT
arjefm-64	164	31	https://	https://	PROPN
arjefm-64	164	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	164	33	,	,	PUNCT
arjefm-64	164	34	email	email	NOUN
arjefm-64	164	35	:	:	PUNCT
arjefm-64	164	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	164	37	official	official	ADJ
arjefm-64	164	38	journal	journal	PROPN
arjefm-64	164	39	of	of	ADP
arjefm-64	164	40	america	america	PROPN
arjefm-64	164	41	serial	serial	PROPN
arjefm-64	164	42	publication	publication	NOUN
arjefm-64	164	43	american	american	PROPN
arjefm-64	164	44	research	research	PROPN
arjefm-64	164	45	journal	journal	PROPN
arjefm-64	164	46	of	of	ADP
arjefm-64	164	47	economics	economic	NOUN
arjefm-64	164	48	,	,	PUNCT
arjefm-64	164	49	finance	finance	NOUN
arjefm-64	164	50	and	and	CCONJ
arjefm-64	164	51	management	management	NOUN
arjefm-64	164	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	164	53	,	,	PUNCT
arjefm-64	164	54	email	email	NOUN
arjefm-64	164	55	:	:	PUNCT
arjefm-64	164	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	164	57	29	29	NUM
arjefm-64	165	1	|	|	ADV
arjefm-64	165	2	p	p	X
arjefm-64	165	3	a	a	DET
arjefm-64	165	4	g	g	NOUN
arjefm-64	165	5	e	e	NOUN
arjefm-64	165	6	conditional	conditional	ADJ
arjefm-64	165	7	volatility	volatility	NOUN
arjefm-64	165	8	into	into	ADP
arjefm-64	165	9	two	two	NUM
arjefm-64	165	10	parts	part	NOUN
arjefm-64	165	11	:	:	PUNCT
arjefm-64	165	12	a	a	DET
arjefm-64	165	13	short	short	ADJ
arjefm-64	165	14	-	-	PUNCT
arjefm-64	165	15	term	term	NOUN
arjefm-64	165	16	volatility	volatility	NOUN
arjefm-64	165	17	element	element	NOUN
arjefm-64	165	18	that	that	PRON
arjefm-64	165	19	adheres	adhere	VERB
arjefm-64	165	20	to	to	ADP
arjefm-64	165	21	the	the	DET
arjefm-64	165	22	standard	standard	ADJ
arjefm-64	165	23	daily	daily	ADJ
arjefm-64	165	24	garch	garch	NOUN
arjefm-64	165	25	process	process	NOUN
arjefm-64	165	26	(	(	PUNCT
arjefm-64	165	27	bollerslev	bollerslev	ADJ
arjefm-64	165	28	,	,	PUNCT
arjefm-64	165	29	1986	1986	NUM
arjefm-64	165	30	)	)	PUNCT
arjefm-64	165	31	and	and	CCONJ
arjefm-64	165	32	a	a	DET
arjefm-64	165	33	long	long	ADJ
arjefm-64	165	34	-	-	PUNCT
arjefm-64	165	35	term	term	NOUN
arjefm-64	165	36	component	component	NOUN
arjefm-64	165	37	that	that	PRON
arjefm-64	165	38	considers	consider	VERB
arjefm-64	165	39	mixed	mixed	ADJ
arjefm-64	165	40	-	-	PUNCT
arjefm-64	165	41	frequency	frequency	NOUN
arjefm-64	165	42	data	datum	NOUN
arjefm-64	165	43	sampling	sample	VERB
arjefm-64	165	44	(	(	PUNCT
arjefm-64	165	45	midas	midas	PROPN
arjefm-64	165	46	)	)	PUNCT
arjefm-64	165	47	regression	regression	NOUN
arjefm-64	165	48	with	with	ADP
arjefm-64	165	49	monthly	monthly	ADJ
arjefm-64	165	50	,	,	PUNCT
arjefm-64	165	51	quarterly	quarterly	ADJ
arjefm-64	165	52	,	,	PUNCT
arjefm-64	165	53	or	or	CCONJ
arjefm-64	165	54	even	even	ADV
arjefm-64	165	55	lower	low	ADJ
arjefm-64	165	56	frequency	frequency	NOUN
arjefm-64	165	57	variables	variable	NOUN
arjefm-64	165	58	(	(	PUNCT
arjefm-64	165	59	ghysels	ghysel	NOUN
arjefm-64	165	60	et	et	NOUN
arjefm-64	165	61	al	al	PROPN
arjefm-64	165	62	.	.	PROPN
arjefm-64	165	63	,	,	PUNCT
arjefm-64	165	64	2004	2004	NUM
arjefm-64	165	65	)	)	PUNCT
arjefm-64	165	66	.	.	PUNCT
arjefm-64	166	1	in	in	ADP
arjefm-64	166	2	recent	recent	ADJ
arjefm-64	166	3	times	time	NOUN
arjefm-64	166	4	,	,	PUNCT
arjefm-64	166	5	garch	garch	NOUN
arjefm-64	166	6	-	-	PUNCT
arjefm-64	166	7	midas	midas	PROPN
arjefm-64	166	8	models	model	NOUN
arjefm-64	166	9	have	have	AUX
arjefm-64	166	10	gained	gain	VERB
arjefm-64	166	11	popularity	popularity	NOUN
arjefm-64	166	12	for	for	ADP
arjefm-64	166	13	identifying	identify	VERB
arjefm-64	166	14	links	link	NOUN
arjefm-64	166	15	between	between	ADP
arjefm-64	166	16	high	high	ADJ
arjefm-64	166	17	-	-	PUNCT
arjefm-64	166	18	frequency	frequency	NOUN
arjefm-64	166	19	volatility	volatility	NOUN
arjefm-64	166	20	and	and	CCONJ
arjefm-64	166	21	low	low	ADJ
arjefm-64	166	22	-	-	PUNCT
arjefm-64	166	23	frequency	frequency	NOUN
arjefm-64	166	24	macroeconomic	macroeconomic	ADJ
arjefm-64	166	25	variables	variable	NOUN
arjefm-64	166	26	(	(	PUNCT
arjefm-64	166	27	conrad	conrad	PROPN
arjefm-64	166	28	et	et	PROPN
arjefm-64	166	29	al	al	PROPN
arjefm-64	166	30	.	.	PROPN
arjefm-64	166	31	,	,	PUNCT
arjefm-64	166	32	2014	2014	NUM
arjefm-64	166	33	;	;	PUNCT
arjefm-64	166	34	conrad	conrad	PROPN
arjefm-64	166	35	and	and	CCONJ
arjefm-64	166	36	loch	loch	PROPN
arjefm-64	166	37	,	,	PUNCT
arjefm-64	166	38	2015a	2015a	NUM
arjefm-64	166	39	,	,	PUNCT
arjefm-64	166	40	b	b	NOUN
arjefm-64	166	41	)	)	PUNCT
arjefm-64	166	42	.	.	PUNCT
arjefm-64	167	1	yu	yu	PROPN
arjefm-64	167	2	et	et	PROPN
arjefm-64	167	3	al	al	PROPN
arjefm-64	167	4	.	.	PROPN
arjefm-64	168	1	(	(	PUNCT
arjefm-64	168	2	2018	2018	NUM
arjefm-64	168	3	)	)	PUNCT
arjefm-64	168	4	and	and	CCONJ
arjefm-64	168	5	yu	yu	PROPN
arjefm-64	168	6	and	and	CCONJ
arjefm-64	168	7	huang	huang	PROPN
arjefm-64	168	8	(	(	PUNCT
arjefm-64	168	9	2021	2021	NUM
arjefm-64	168	10	)	)	PUNCT
arjefm-64	168	11	deployed	deploy	VERB
arjefm-64	168	12	the	the	DET
arjefm-64	168	13	garch	garch	NOUN
arjefm-64	168	14	-	-	PUNCT
arjefm-64	168	15	midas	midas	PROPN
arjefm-64	168	16	approach	approach	NOUN
arjefm-64	168	17	to	to	PART
arjefm-64	168	18	demonstrate	demonstrate	VERB
arjefm-64	168	19	that	that	SCONJ
arjefm-64	168	20	gepu	gepu	NOUN
arjefm-64	168	21	increases	increase	VERB
arjefm-64	168	22	chinese	chinese	ADJ
arjefm-64	168	23	stock	stock	NOUN
arjefm-64	168	24	market	market	NOUN
arjefm-64	168	25	volatility	volatility	NOUN
arjefm-64	168	26	and	and	CCONJ
arjefm-64	168	27	has	have	VERB
arjefm-64	168	28	predictive	predictive	ADJ
arjefm-64	168	29	capabilities	capability	NOUN
arjefm-64	168	30	.	.	PUNCT
arjefm-64	169	1	li	li	PROPN
arjefm-64	169	2	et	et	PROPN
arjefm-64	169	3	al	al	PROPN
arjefm-64	169	4	.	.	PROPN
arjefm-64	169	5	(	(	PUNCT
arjefm-64	169	6	2020	2020	NUM
arjefm-64	169	7	)	)	PUNCT
arjefm-64	169	8	examined	examine	VERB
arjefm-64	169	9	the	the	DET
arjefm-64	169	10	impact	impact	NOUN
arjefm-64	169	11	of	of	ADP
arjefm-64	169	12	gepu	gepu	NOUN
arjefm-64	169	13	on	on	ADP
arjefm-64	169	14	the	the	DET
arjefm-64	169	15	volatility	volatility	NOUN
arjefm-64	169	16	of	of	ADP
arjefm-64	169	17	china	china	PROPN
arjefm-64	169	18	's	's	PART
arjefm-64	169	19	stock	stock	NOUN
arjefm-64	169	20	market	market	NOUN
arjefm-64	169	21	by	by	ADP
arjefm-64	169	22	analyzing	analyze	VERB
arjefm-64	169	23	the	the	DET
arjefm-64	169	24	directional	directional	ADJ
arjefm-64	169	25	effects	effect	NOUN
arjefm-64	169	26	(	(	PUNCT
arjefm-64	169	27	up	up	ADP
arjefm-64	169	28	and	and	CCONJ
arjefm-64	169	29	down	down	ADP
arjefm-64	169	30	)	)	PUNCT
arjefm-64	169	31	and	and	CCONJ
arjefm-64	169	32	found	find	VERB
arjefm-64	169	33	that	that	SCONJ
arjefm-64	169	34	both	both	CCONJ
arjefm-64	169	35	up	up	ADP
arjefm-64	169	36	and	and	CCONJ
arjefm-64	169	37	down	down	ADV
arjefm-64	169	38	gepu	gepu	NOUN
arjefm-64	169	39	positively	positively	ADV
arjefm-64	169	40	affect	affect	VERB
arjefm-64	169	41	chinese	chinese	ADJ
arjefm-64	169	42	stock	stock	NOUN
arjefm-64	169	43	market	market	NOUN
arjefm-64	169	44	volatility	volatility	NOUN
arjefm-64	169	45	.	.	PUNCT
arjefm-64	170	1	moreover	moreover	ADV
arjefm-64	170	2	,	,	PUNCT
arjefm-64	170	3	li	li	PROPN
arjefm-64	170	4	et	et	PROPN
arjefm-64	170	5	al	al	PROPN
arjefm-64	170	6	.	.	PROPN
arjefm-64	170	7	(	(	PUNCT
arjefm-64	170	8	2020	2020	NUM
arjefm-64	170	9	)	)	PUNCT
arjefm-64	170	10	established	establish	VERB
arjefm-64	170	11	that	that	SCONJ
arjefm-64	170	12	the	the	DET
arjefm-64	170	13	gepu	gepu	NOUN
arjefm-64	170	14	index	index	NOUN
arjefm-64	170	15	can	can	AUX
arjefm-64	170	16	anticipate	anticipate	VERB
arjefm-64	170	17	shifts	shift	NOUN
arjefm-64	170	18	in	in	ADP
arjefm-64	170	19	chinese	chinese	ADJ
arjefm-64	170	20	stock	stock	NOUN
arjefm-64	170	21	market	market	NOUN
arjefm-64	170	22	volatility	volatility	NOUN
arjefm-64	170	23	.	.	PUNCT
arjefm-64	171	1	wang	wang	PROPN
arjefm-64	171	2	et	et	PROPN
arjefm-64	171	3	al	al	PROPN
arjefm-64	171	4	.	.	PROPN
arjefm-64	171	5	(	(	PUNCT
arjefm-64	171	6	2021	2021	NUM
arjefm-64	171	7	)	)	PUNCT
arjefm-64	171	8	used	use	VERB
arjefm-64	171	9	a	a	DET
arjefm-64	171	10	garch	garch	NOUN
arjefm-64	171	11	-	-	PUNCT
arjefm-64	171	12	midas	midas	PROPN
arjefm-64	171	13	model	model	NOUN
arjefm-64	171	14	with	with	ADP
arjefm-64	171	15	a	a	DET
arjefm-64	171	16	skew	skew	ADJ
arjefm-64	171	17	student	student	NOUN
arjefm-64	171	18	’s	’s	PART
arjefm-64	171	19	t	t	NOUN
arjefm-64	171	20	-	-	PUNCT
arjefm-64	171	21	distribution	distribution	NOUN
arjefm-64	171	22	to	to	PART
arjefm-64	171	23	examine	examine	VERB
arjefm-64	171	24	the	the	DET
arjefm-64	171	25	impact	impact	NOUN
arjefm-64	171	26	of	of	ADP
arjefm-64	171	27	domestic	domestic	ADJ
arjefm-64	171	28	and	and	CCONJ
arjefm-64	171	29	foreign	foreign	ADJ
arjefm-64	171	30	epu	epu	NOUN
arjefm-64	171	31	on	on	ADP
arjefm-64	171	32	china	china	PROPN
arjefm-64	171	33	's	's	PART
arjefm-64	171	34	financial	financial	ADJ
arjefm-64	171	35	stocks	stock	NOUN
arjefm-64	171	36	.	.	PUNCT
arjefm-64	172	1	in	in	ADP
arjefm-64	172	2	a	a	DET
arjefm-64	172	3	recent	recent	ADJ
arjefm-64	172	4	study	study	NOUN
arjefm-64	172	5	,	,	PUNCT
arjefm-64	172	6	li	li	PROPN
arjefm-64	172	7	et	et	PROPN
arjefm-64	172	8	al	al	PROPN
arjefm-64	172	9	.	.	PROPN
arjefm-64	173	1	(	(	PUNCT
arjefm-64	173	2	2019	2019	NUM
arjefm-64	173	3	)	)	PUNCT
arjefm-64	173	4	analyzed	analyze	VERB
arjefm-64	173	5	the	the	DET
arjefm-64	173	6	effects	effect	NOUN
arjefm-64	173	7	of	of	ADP
arjefm-64	173	8	epu	epu	NOUN
arjefm-64	173	9	on	on	ADP
arjefm-64	173	10	chinese	chinese	ADJ
arjefm-64	173	11	stock	stock	NOUN
arjefm-64	173	12	market	market	NOUN
arjefm-64	173	13	volatility	volatility	NOUN
arjefm-64	173	14	through	through	ADP
arjefm-64	173	15	a	a	DET
arjefm-64	173	16	predictive	predictive	ADJ
arjefm-64	173	17	regression	regression	NOUN
arjefm-64	173	18	method	method	NOUN
arjefm-64	173	19	.	.	PUNCT
arjefm-64	174	1	the	the	DET
arjefm-64	174	2	results	result	NOUN
arjefm-64	174	3	indicated	indicate	VERB
arjefm-64	174	4	that	that	SCONJ
arjefm-64	174	5	the	the	DET
arjefm-64	174	6	epu	epu	PROPN
arjefm-64	174	7	index	index	NOUN
arjefm-64	174	8	had	have	VERB
arjefm-64	174	9	a	a	DET
arjefm-64	174	10	significantly	significantly	ADV
arjefm-64	174	11	negative	negative	ADJ
arjefm-64	174	12	influence	influence	NOUN
arjefm-64	174	13	on	on	ADP
arjefm-64	174	14	the	the	DET
arjefm-64	174	15	future	future	ADJ
arjefm-64	174	16	volatility	volatility	NOUN
arjefm-64	174	17	of	of	ADP
arjefm-64	174	18	the	the	DET
arjefm-64	174	19	chinese	chinese	ADJ
arjefm-64	174	20	stock	stock	NOUN
arjefm-64	174	21	market	market	NOUN
arjefm-64	174	22	.	.	PUNCT
arjefm-64	175	1	empirical	empirical	ADJ
arjefm-64	175	2	methodologies	methodology	NOUN
arjefm-64	175	3	the	the	DET
arjefm-64	175	4	study	study	NOUN
arjefm-64	175	5	adopts	adopt	VERB
arjefm-64	175	6	two	two	NUM
arjefm-64	175	7	major	major	ADJ
arjefm-64	175	8	empirical	empirical	ADJ
arjefm-64	175	9	methodologies	methodology	NOUN
arjefm-64	175	10	.	.	PUNCT
arjefm-64	176	1	firstly	firstly	ADV
arjefm-64	176	2	,	,	PUNCT
arjefm-64	176	3	it	it	PRON
arjefm-64	176	4	employs	employ	VERB
arjefm-64	176	5	the	the	DET
arjefm-64	176	6	generalized	generalized	ADJ
arjefm-64	176	7	autoregressive	autoregressive	ADJ
arjefm-64	176	8	conditional	conditional	ADJ
arjefm-64	176	9	heteroscedasticity	heteroscedasticity	NOUN
arjefm-64	176	10	model	model	NOUN
arjefm-64	176	11	with	with	ADP
arjefm-64	176	12	mixed	mixed	ADJ
arjefm-64	176	13	data	datum	NOUN
arjefm-64	176	14	sampling	sampling	NOUN
arjefm-64	176	15	.	.	PUNCT
arjefm-64	177	1	secondly	secondly	ADV
arjefm-64	177	2	,	,	PUNCT
arjefm-64	177	3	it	it	PRON
arjefm-64	177	4	employs	employ	VERB
arjefm-64	177	5	loss	loss	NOUN
arjefm-64	177	6	functions	function	NOUN
arjefm-64	177	7	.	.	PUNCT
arjefm-64	178	1	specifically	specifically	ADV
arjefm-64	178	2	,	,	PUNCT
arjefm-64	178	3	the	the	DET
arjefm-64	178	4	study	study	NOUN
arjefm-64	178	5	uses	use	VERB
arjefm-64	178	6	a	a	DET
arjefm-64	178	7	novel	novel	ADJ
arjefm-64	178	8	component	component	NOUN
arjefm-64	178	9	,	,	PUNCT
arjefm-64	178	10	the	the	DET
arjefm-64	178	11	generalized	generalize	VERB
arjefm-64	178	12	autoregressive	autoregressive	ADJ
arjefm-64	178	13	conditional	conditional	ADJ
arjefm-64	178	14	heteroskedasticity	heteroskedasticity	NOUN
arjefm-64	178	15	(	(	PUNCT
arjefm-64	178	16	garch	garch	NOUN
arjefm-64	178	17	)	)	PUNCT
arjefm-64	178	18	model	model	NOUN
arjefm-64	178	19	based	base	VERB
arjefm-64	178	20	on	on	ADP
arjefm-64	178	21	mixed	mixed	ADJ
arjefm-64	178	22	data	datum	NOUN
arjefm-64	178	23	sampling	sampling	NOUN
arjefm-64	178	24	(	(	PUNCT
arjefm-64	178	25	midas	midas	PROPN
arjefm-64	178	26	)	)	PUNCT
arjefm-64	178	27	regression	regression	NOUN
arjefm-64	178	28	.	.	PUNCT
arjefm-64	179	1	the	the	DET
arjefm-64	179	2	new	new	ADJ
arjefm-64	179	3	component	component	NOUN
arjefm-64	179	4	garch	garch	NOUN
arjefm-64	179	5	model	model	NOUN
arjefm-64	179	6	is	be	AUX
arjefm-64	179	7	known	know	VERB
arjefm-64	179	8	as	as	ADP
arjefm-64	179	9	midas	midas	PROPN
arjefm-64	179	10	-	-	PUNCT
arjefm-64	179	11	garch	garch	NOUN
arjefm-64	179	12	,	,	PUNCT
arjefm-64	179	13	wherein	wherein	SCONJ
arjefm-64	179	14	macroeconomic	macroeconomic	ADJ
arjefm-64	179	15	variables	variable	NOUN
arjefm-64	179	16	are	be	AUX
arjefm-64	179	17	directly	directly	ADV
arjefm-64	179	18	incorporated	incorporate	VERB
arjefm-64	179	19	into	into	ADP
arjefm-64	179	20	the	the	DET
arjefm-64	179	21	longterm	longterm	PROPN
arjefm-64	179	22	component	component	NOUN
arjefm-64	179	23	's	's	PART
arjefm-64	179	24	specifications	specification	NOUN
arjefm-64	179	25	.	.	PUNCT
arjefm-64	180	1	the	the	DET
arjefm-64	180	2	midas	midas	PROPN
arjefm-64	180	3	regression	regression	NOUN
arjefm-64	180	4	models	model	NOUN
arjefm-64	180	5	,	,	PUNCT
arjefm-64	180	6	introduced	introduce	VERB
arjefm-64	180	7	by	by	ADP
arjefm-64	180	8	ghysels	ghysel	NOUN
arjefm-64	180	9	et	et	PROPN
arjefm-64	180	10	al	al	PROPN
arjefm-64	180	11	.	.	PUNCT
arjefm-64	180	12	(	(	PUNCT
arjefm-64	180	13	2006	2006	NUM
arjefm-64	180	14	)	)	PUNCT
arjefm-64	180	15	,	,	PUNCT
arjefm-64	180	16	provide	provide	VERB
arjefm-64	180	17	a	a	DET
arjefm-64	180	18	framework	framework	NOUN
arjefm-64	180	19	for	for	ADP
arjefm-64	180	20	integrating	integrate	VERB
arjefm-64	180	21	macroeconomic	macroeconomic	ADJ
arjefm-64	180	22	variables	variable	NOUN
arjefm-64	180	23	sampled	sample	VERB
arjefm-64	180	24	at	at	ADP
arjefm-64	180	25	varying	vary	VERB
arjefm-64	180	26	frequencies	frequency	NOUN
arjefm-64	180	27	with	with	ADP
arjefm-64	180	28	the	the	DET
arjefm-64	180	29	financial	financial	ADJ
arjefm-64	180	30	series	series	NOUN
arjefm-64	180	31	.	.	PUNCT
arjefm-64	181	1	additionally	additionally	ADV
arjefm-64	181	2	,	,	PUNCT
arjefm-64	181	3	forsberg	forsberg	PROPN
arjefm-64	181	4	and	and	CCONJ
arjefm-64	181	5	ghysels	ghysel	NOUN
arjefm-64	181	6	(	(	PUNCT
arjefm-64	181	7	2006	2006	NUM
arjefm-64	181	8	)	)	PUNCT
arjefm-64	181	9	demonstrate	demonstrate	VERB
arjefm-64	181	10	that	that	SCONJ
arjefm-64	181	11	midas	midas	PROPN
arjefm-64	181	12	has	have	VERB
arjefm-64	181	13	a	a	DET
arjefm-64	181	14	relative	relative	ADJ
arjefm-64	181	15	advantage	advantage	NOUN
arjefm-64	181	16	over	over	ADP
arjefm-64	181	17	anderson	anderson	PROPN
arjefm-64	181	18	et	et	PROPN
arjefm-64	181	19	al	al	PROPN
arjefm-64	181	20	.	.	PROPN
arjefm-64	182	1	(	(	PUNCT
arjefm-64	182	2	2007	2007	NUM
arjefm-64	182	3	)	)	PUNCT
arjefm-64	182	4	proposed	propose	VERB
arjefm-64	182	5	heterogeneous	heterogeneous	ADJ
arjefm-64	182	6	autoregressive	autoregressive	ADJ
arjefm-64	182	7	realized	realize	VERB
arjefm-64	182	8	volatility	volatility	NOUN
arjefm-64	182	9	(	(	PUNCT
arjefm-64	182	10	har	har	NOUN
arjefm-64	182	11	-	-	PUNCT
arjefm-64	182	12	rv	rv	NOUN
arjefm-64	182	13	)	)	PUNCT
arjefm-64	182	14	model	model	NOUN
arjefm-64	182	15	,	,	PUNCT
arjefm-64	182	16	as	as	SCONJ
arjefm-64	182	17	shown	show	VERB
arjefm-64	182	18	through	through	ADP
arjefm-64	182	19	simulation	simulation	NOUN
arjefm-64	182	20	.	.	PUNCT
arjefm-64	183	1	to	to	PART
arjefm-64	183	2	explore	explore	VERB
arjefm-64	183	3	the	the	DET
arjefm-64	183	4	correlation	correlation	NOUN
arjefm-64	183	5	between	between	ADP
arjefm-64	183	6	gepu	gepu	PROPN
arjefm-64	183	7	/	/	SYM
arjefm-64	183	8	oil	oil	NOUN
arjefm-64	183	9	consumption	consumption	NOUN
arjefm-64	183	10	shock	shock	NOUN
arjefm-64	183	11	and	and	CCONJ
arjefm-64	183	12	stock	stock	NOUN
arjefm-64	183	13	markets	market	NOUN
arjefm-64	183	14	in	in	ADP
arjefm-64	183	15	sadc	sadc	PROPN
arjefm-64	183	16	nations	nation	NOUN
arjefm-64	183	17	,	,	PUNCT
arjefm-64	183	18	the	the	DET
arjefm-64	183	19	garch	garch	NOUN
arjefm-64	183	20	-	-	PUNCT
arjefm-64	183	21	midas	midas	PROPN
arjefm-64	183	22	model	model	NOUN
arjefm-64	183	23	proposed	propose	VERB
arjefm-64	183	24	by	by	ADP
arjefm-64	183	25	engle	engle	PROPN
arjefm-64	183	26	et	et	PROPN
arjefm-64	183	27	al	al	PROPN
arjefm-64	183	28	.	.	PROPN
arjefm-64	184	1	(	(	PUNCT
arjefm-64	184	2	2013	2013	NUM
arjefm-64	184	3	)	)	PUNCT
arjefm-64	184	4	is	be	AUX
arjefm-64	184	5	utilized	utilize	VERB
arjefm-64	184	6	.	.	PUNCT
arjefm-64	185	1	monthly	monthly	ADJ
arjefm-64	185	2	frequency	frequency	NOUN
arjefm-64	185	3	data	datum	NOUN
arjefm-64	185	4	for	for	ADP
arjefm-64	185	5	gepu	gepu	NOUN
arjefm-64	185	6	and	and	CCONJ
arjefm-64	185	7	oil	oil	NOUN
arjefm-64	185	8	consumption	consumption	NOUN
arjefm-64	185	9	shocks	shock	NOUN
arjefm-64	185	10	,	,	PUNCT
arjefm-64	185	11	along	along	ADP
arjefm-64	185	12	with	with	ADP
arjefm-64	185	13	daily	daily	ADJ
arjefm-64	185	14	frequency	frequency	NOUN
arjefm-64	185	15	data	datum	NOUN
arjefm-64	185	16	for	for	ADP
arjefm-64	185	17	stock	stock	NOUN
arjefm-64	185	18	returns	return	NOUN
arjefm-64	185	19	,	,	PUNCT
arjefm-64	185	20	are	be	AUX
arjefm-64	185	21	utilized	utilize	VERB
arjefm-64	185	22	in	in	ADP
arjefm-64	185	23	this	this	DET
arjefm-64	185	24	model	model	NOUN
arjefm-64	185	25	(	(	PUNCT
arjefm-64	185	26	appendix	appendix	X
arjefm-64	185	27	figures	figure	NOUN
arjefm-64	185	28	1	1	NUM
arjefm-64	185	29	,	,	PUNCT
arjefm-64	185	30	2	2	NUM
arjefm-64	185	31	and	and	CCONJ
arjefm-64	185	32	3	3	NUM
arjefm-64	185	33	)	)	PUNCT
arjefm-64	185	34	.	.	PUNCT
arjefm-64	186	1	the	the	DET
arjefm-64	186	2	model	model	NOUN
arjefm-64	186	3	assumes	assume	VERB
arjefm-64	186	4	that	that	SCONJ
arjefm-64	186	5	stock	stock	NOUN
arjefm-64	186	6	returns	return	NOUN
arjefm-64	186	7	on	on	ADP
arjefm-64	186	8	specific	specific	ADJ
arjefm-64	186	9	days	day	NOUN
arjefm-64	186	10	,	,	PUNCT
arjefm-64	186	11	i	i	PRON
arjefm-64	186	12	within	within	ADP
arjefm-64	186	13	a	a	DET
arjefm-64	186	14	given	give	VERB
arjefm-64	186	15	month	month	NOUN
arjefm-64	186	16	,	,	PUNCT
arjefm-64	186	17	t	t	PROPN
arjefm-64	186	18	follow	follow	VERB
arjefm-64	186	19	a	a	DET
arjefm-64	186	20	specific	specific	ADJ
arjefm-64	186	21	equation	equation	NOUN
arjefm-64	186	22	process	process	NOUN
arjefm-64	186	23	.	.	PUNCT
arjefm-64	187	1	ri	ri	PROPN
arjefm-64	187	2	t	t	PROPN
arjefm-64	187	3	,	,	PUNCT
arjefm-64	187	4	t	t	PROPN
arjefm-64	187	5	gi	gi	NOUN
arjefm-64	187	6	t	t	PROPN
arjefm-64	187	7	,	,	PUNCT
arjefm-64	187	8	i	i	PROPN
arjefm-64	187	9	t	t	PROPN
arjefm-64	187	10	,	,	PUNCT
arjefm-64	187	11	i1,	i1,	ADJ
arjefm-64	187	12	...	...	PUNCT
arjefm-64	187	13	,nt	,nt	PUNCT
arjefm-64	187	14	(	(	PUNCT
arjefm-64	187	15	1	1	X
arjefm-64	187	16	)	)	PUNCT
arjefm-64	187	17	mailto:contact@americaserial.com	mailto:contact@americaserial.com	NOUN
arjefm-64	187	18	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	188	1	american	american	PROPN
arjefm-64	188	2	research	research	PROPN
arjefm-64	188	3	journal	journal	PROPN
arjefm-64	188	4	of	of	ADP
arjefm-64	188	5	economics	economic	NOUN
arjefm-64	188	6	,	,	PUNCT
arjefm-64	188	7	finance	finance	NOUN
arjefm-64	188	8	and	and	CCONJ
arjefm-64	188	9	management	management	NOUN
arjefm-64	188	10	volume	volume	NOUN
arjefm-64	188	11	12	12	NUM
arjefm-64	188	12	issue	issue	NOUN
arjefm-64	188	13	1	1	NUM
arjefm-64	188	14	,	,	PUNCT
arjefm-64	188	15	january	january	PROPN
arjefm-64	188	16	-	-	PUNCT
arjefm-64	188	17	february	february	PROPN
arjefm-64	188	18	2024	2024	NUM
arjefm-64	188	19	issn	issn	NOUN
arjefm-64	188	20	:	:	PUNCT
arjefm-64	188	21	2836	2836	NUM
arjefm-64	188	22	-	-	SYM
arjefm-64	188	23	9416	9416	NUM
arjefm-64	188	24	impact	impact	NOUN
arjefm-64	188	25	factor	factor	NOUN
arjefm-64	188	26	:	:	PUNCT
arjefm-64	188	27	5.57	5.57	NUM
arjefm-64	188	28	journal	journal	NOUN
arjefm-64	188	29	homepage	homepage	NOUN
arjefm-64	188	30	:	:	PUNCT
arjefm-64	188	31	https://	https://	PROPN
arjefm-64	188	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	188	33	,	,	PUNCT
arjefm-64	188	34	email	email	NOUN
arjefm-64	188	35	:	:	PUNCT
arjefm-64	188	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	188	37	official	official	ADJ
arjefm-64	188	38	journal	journal	PROPN
arjefm-64	188	39	of	of	ADP
arjefm-64	188	40	america	america	PROPN
arjefm-64	188	41	serial	serial	PROPN
arjefm-64	188	42	publication	publication	NOUN
arjefm-64	188	43	american	american	PROPN
arjefm-64	188	44	research	research	PROPN
arjefm-64	188	45	journal	journal	PROPN
arjefm-64	188	46	of	of	ADP
arjefm-64	188	47	economics	economic	NOUN
arjefm-64	188	48	,	,	PUNCT
arjefm-64	188	49	finance	finance	NOUN
arjefm-64	188	50	and	and	CCONJ
arjefm-64	188	51	management	management	NOUN
arjefm-64	188	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	188	53	,	,	PUNCT
arjefm-64	188	54	email	email	NOUN
arjefm-64	188	55	:	:	PUNCT
arjefm-64	188	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	189	1	30	30	NUM
arjefm-64	190	1	|	|	ADV
arjefm-64	190	2	p	p	NOUN
arjefm-64	190	3	a	a	DET
arjefm-64	190	4	g	g	NOUN
arjefm-64	190	5	e	e	NOUN
arjefm-64	190	6	where	where	SCONJ
arjefm-64	190	7	ri	ri	PROPN
arjefm-64	190	8	t	t	PROPN
arjefm-64	190	9	,	,	PUNCT
arjefm-64	190	10	is	be	AUX
arjefm-64	190	11	the	the	DET
arjefm-64	190	12	logarithmic	logarithmic	ADJ
arjefm-64	190	13	return	return	NOUN
arjefm-64	190	14	on	on	ADP
arjefm-64	190	15	a	a	DET
arjefm-64	190	16	specific	specific	ADJ
arjefm-64	190	17	day	day	NOUN
arjefm-64	191	1	i	i	PRON
arjefm-64	191	2	within	within	ADP
arjefm-64	191	3	a	a	DET
arjefm-64	191	4	given	give	VERB
arjefm-64	191	5	montht	montht	NOUN
arjefm-64	191	6	.	.	PUNCT
arjefm-64	192	1	the	the	DET
arjefm-64	192	2	total	total	ADJ
arjefm-64	192	3	volatility	volatility	NOUN
arjefm-64	192	4	of	of	ADP
arjefm-64	192	5	daily	daily	ADJ
arjefm-64	192	6	returns	return	NOUN
arjefm-64	192	7	can	can	AUX
arjefm-64	192	8	be	be	AUX
arjefm-64	192	9	defined	define	VERB
arjefm-64	192	10	as	as	ADP
arjefm-64	192	11	(	(	PUNCT
arjefm-64	192	12	i	i	NOUN
arjefm-64	192	13	t2	t2	NOUN
arjefm-64	192	14	,	,	PUNCT
arjefm-64	192	15	=	=	NOUN
arjefm-64	193	1	i	i	PRON
arjefm-64	193	2	gi	gi	VERB
arjefm-64	193	3	t	t	PROPN
arjefm-64	193	4	,	,	PUNCT
arjefm-64	193	5	)	)	PUNCT
arjefm-64	193	6	which	which	PRON
arjefm-64	193	7	is	be	AUX
arjefm-64	193	8	the	the	DET
arjefm-64	193	9	sum	sum	NOUN
arjefm-64	193	10	of	of	ADP
arjefm-64	193	11	two	two	NUM
arjefm-64	193	12	components	component	NOUN
arjefm-64	193	13	:	:	PUNCT
arjefm-64	193	14	t	t	PROPN
arjefm-64	193	15	is	be	AUX
arjefm-64	193	16	the	the	DET
arjefm-64	193	17	long	long	ADJ
arjefm-64	193	18	-	-	PUNCT
arjefm-64	193	19	term	term	NOUN
arjefm-64	193	20	component	component	NOUN
arjefm-64	193	21	that	that	PRON
arjefm-64	193	22	is	be	AUX
arjefm-64	193	23	believed	believe	VERB
arjefm-64	193	24	to	to	PART
arjefm-64	193	25	reveal	reveal	VERB
arjefm-64	193	26	the	the	DET
arjefm-64	193	27	source	source	NOUN
arjefm-64	193	28	of	of	ADP
arjefm-64	193	29	stock	stock	NOUN
arjefm-64	193	30	market	market	NOUN
arjefm-64	193	31	volatility	volatility	NOUN
arjefm-64	193	32	,	,	PUNCT
arjefm-64	193	33	and	and	CCONJ
arjefm-64	193	34	the	the	DET
arjefm-64	193	35	short	short	ADJ
arjefm-64	193	36	-	-	PUNCT
arjefm-64	193	37	term	term	NOUN
arjefm-64	193	38	component	component	NOUN
arjefm-64	193	39	that	that	PRON
arjefm-64	193	40	accounts	account	VERB
arjefm-64	193	41	for	for	ADP
arjefm-64	193	42	short	short	ADV
arjefm-64	193	43	-	-	PUNCT
arjefm-64	193	44	lived	live	VERB
arjefm-64	193	45	daily	daily	ADJ
arjefm-64	193	46	fluctuations	fluctuation	NOUN
arjefm-64	193	47	(	(	PUNCT
arjefm-64	193	48	engle	engle	PROPN
arjefm-64	193	49	et	et	PROPN
arjefm-64	193	50	al	al	PROPN
arjefm-64	193	51	.	.	PROPN
arjefm-64	193	52	,	,	PUNCT
arjefm-64	193	53	2013	2013	NUM
arjefm-64	193	54	;	;	PUNCT
arjefm-64	193	55	yu	yu	PROPN
arjefm-64	193	56	et	et	PROPN
arjefm-64	193	57	al	al	PROPN
arjefm-64	193	58	.	.	PROPN
arjefm-64	193	59	,	,	PUNCT
arjefm-64	193	60	2021	2021	NUM
arjefm-64	193	61	)	)	PUNCT
arjefm-64	193	62	.	.	PUNCT
arjefm-64	194	1	the	the	DET
arjefm-64	194	2	value	value	NOUN
arjefm-64	194	3	of	of	ADP
arjefm-64	194	4	nt	not	PART
arjefm-64	194	5	represents	represent	VERB
arjefm-64	194	6	the	the	DET
arjefm-64	194	7	number	number	NOUN
arjefm-64	194	8	of	of	ADP
arjefm-64	194	9	trading	trading	NOUN
arjefm-64	194	10	days	day	NOUN
arjefm-64	194	11	in	in	ADP
arjefm-64	194	12	the	the	DET
arjefm-64	194	13	montht	montht	NOUN
arjefm-64	194	14	,	,	PUNCT
arjefm-64	194	15	and	and	CCONJ
arjefm-64	194	16	i−1,t	i−1,t	NOUN
arjefm-64	194	17	represents	represent	VERB
arjefm-64	194	18	the	the	DET
arjefm-64	194	19	information	information	NOUN
arjefm-64	194	20	set	set	VERB
arjefm-64	194	21	available	available	ADJ
arjefm-64	194	22	up	up	ADP
arjefm-64	194	23	(	(	PUNCT
arjefm-64	194	24	i−1)th	i−1)th	NOUN
arjefm-64	194	25	to	to	ADP
arjefm-64	194	26	the	the	DET
arjefm-64	194	27	given	give	VERB
arjefm-64	194	28	day	day	NOUN
arjefm-64	194	29	of	of	ADP
arjefm-64	194	30	the	the	DET
arjefm-64	194	31	periodt	periodt	NOUN
arjefm-64	194	32	.	.	PUNCT
arjefm-64	195	1	the	the	DET
arjefm-64	195	2	conditional	conditional	ADJ
arjefm-64	195	3	variance	variance	NOUN
arjefm-64	195	4	gi	gi	PROPN
arjefm-64	195	5	t	t	PROPN
arjefm-64	195	6	,	,	PUNCT
arjefm-64	195	7	of	of	ADP
arjefm-64	195	8	the	the	DET
arjefm-64	195	9	short	short	ADJ
arjefm-64	195	10	-	-	PUNCT
arjefm-64	195	11	term	term	NOUN
arjefm-64	195	12	component	component	NOUN
arjefm-64	195	13	follows	follow	VERB
arjefm-64	195	14	a	a	DET
arjefm-64	195	15	daily	daily	ADJ
arjefm-64	195	16	garch	garch	NOUN
arjefm-64	195	17	(	(	PUNCT
arjefm-64	195	18	1	1	NUM
arjefm-64	195	19	,	,	PUNCT
arjefm-64	195	20	1	1	NUM
arjefm-64	195	21	)	)	PUNCT
arjefm-64	195	22	process	process	NOUN
arjefm-64	195	23	(	(	PUNCT
arjefm-64	195	24	bollerslev	bollerslev	ADJ
arjefm-64	195	25	,	,	PUNCT
arjefm-64	195	26	1986	1986	NUM
arjefm-64	195	27	):	):	PUNCT
arjefm-64	195	28	(	(	PUNCT
arjefm-64	195	29	ri−1,t	ri−1,t	ADV
arjefm-64	195	30	−	−	PROPN
arjefm-64	195	31	)	)	PUNCT
arjefm-64	195	32	2	2	NUM
arjefm-64	195	33	gi	gi	NOUN
arjefm-64	195	34	t	t	PROPN
arjefm-64	195	35	,	,	PUNCT
arjefm-64	195	36	=	=	PUNCT
arjefm-64	196	1	−	−	PROPN
arjefm-64	197	1	−	−	PROPN
arjefm-64	198	1	+	+	ADJ
arjefm-64	198	2	(	(	PUNCT
arjefm-64	198	3	1	1	NUM
arjefm-64	198	4	)	)	PUNCT
arjefm-64	198	5	gi−1,t	gi−1,t	NOUN
arjefm-64	198	6	(	(	PUNCT
arjefm-64	198	7	2	2	NUM
arjefm-64	198	8	)	)	PUNCT
arjefm-64	198	9	t	t	NOUN
arjefm-64	198	10	low	low	ADJ
arjefm-64	198	11	-	-	PUNCT
arjefm-64	198	12	frequency	frequency	NOUN
arjefm-64	198	13	variables	variable	NOUN
arjefm-64	198	14	,	,	PUNCT
arjefm-64	198	15	such	such	ADJ
arjefm-64	198	16	as	as	ADP
arjefm-64	198	17	realized	realize	VERB
arjefm-64	198	18	volatility	volatility	NOUN
arjefm-64	198	19	or	or	CCONJ
arjefm-64	198	20	macro	macro	ADJ
arjefm-64	198	21	variables	variable	NOUN
arjefm-64	198	22	,	,	PUNCT
arjefm-64	198	23	can	can	AUX
arjefm-64	198	24	describe	describe	VERB
arjefm-64	198	25	the	the	DET
arjefm-64	198	26	long	long	ADJ
arjefm-64	198	27	-	-	PUNCT
arjefm-64	198	28	term	term	NOUN
arjefm-64	198	29	component	component	NOUN
arjefm-64	198	30	t	t	NOUN
arjefm-64	198	31	.	.	PUNCT
arjefm-64	199	1	two	two	NUM
arjefm-64	199	2	different	different	ADJ
arjefm-64	199	3	specifications	specification	NOUN
arjefm-64	199	4	for	for	ADP
arjefm-64	199	5	the	the	DET
arjefm-64	199	6	long	long	ADJ
arjefm-64	199	7	-	-	PUNCT
arjefm-64	199	8	term	term	NOUN
arjefm-64	199	9	component	component	NOUN
arjefm-64	199	10	without	without	ADP
arjefm-64	199	11	changes	change	NOUN
arjefm-64	199	12	in	in	ADP
arjefm-64	199	13	the	the	DET
arjefm-64	199	14	shortterm	shortterm	NOUN
arjefm-64	199	15	equation	equation	NOUN
arjefm-64	199	16	exist	exist	VERB
arjefm-64	199	17	.	.	PUNCT
arjefm-64	200	1	the	the	DET
arjefm-64	200	2	first	first	ADJ
arjefm-64	200	3	specification	specification	NOUN
arjefm-64	200	4	examines	examine	VERB
arjefm-64	200	5	the	the	DET
arjefm-64	200	6	effect	effect	NOUN
arjefm-64	200	7	of	of	ADP
arjefm-64	200	8	realized	realize	VERB
arjefm-64	200	9	volatility	volatility	NOUN
arjefm-64	200	10	on	on	ADP
arjefm-64	200	11	the	the	DET
arjefm-64	200	12	long	long	ADJ
arjefm-64	200	13	-	-	PUNCT
arjefm-64	200	14	term	term	NOUN
arjefm-64	200	15	component	component	NOUN
arjefm-64	200	16	of	of	ADP
arjefm-64	200	17	the	the	DET
arjefm-64	200	18	total	total	ADJ
arjefm-64	200	19	volatility	volatility	NOUN
arjefm-64	200	20	.	.	PUNCT
arjefm-64	201	1	smoothed	smooth	VERB
arjefm-64	201	2	realized	realize	VERB
arjefm-64	201	3	volatility	volatility	NOUN
arjefm-64	201	4	is	be	AUX
arjefm-64	201	5	defined	define	VERB
arjefm-64	201	6	as	as	ADP
arjefm-64	201	7	the	the	DET
arjefm-64	201	8	variable	variable	NOUN
arjefm-64	201	9	in	in	ADP
arjefm-64	201	10	the	the	DET
arjefm-64	201	11	spirit	spirit	NOUN
arjefm-64	201	12	of	of	ADP
arjefm-64	201	13	midas	midas	PROPN
arjefm-64	201	14	regression	regression	PROPN
arjefm-64	201	15	.	.	PUNCT
arjefm-64	202	1	the	the	DET
arjefm-64	202	2	following	follow	VERB
arjefm-64	202	3	t	t	PROPN
arjefm-64	202	4	is	be	AUX
arjefm-64	202	5	the	the	DET
arjefm-64	202	6	specification	specification	NOUN
arjefm-64	202	7	for	for	ADP
arjefm-64	202	8	the	the	DET
arjefm-64	202	9	midas	midas	PROPN
arjefm-64	202	10	filtering	filtering	PROPN
arjefm-64	202	11	.	.	PUNCT
arjefm-64	203	1	k	k	PROPN
arjefm-64	203	2	t	t	PROPN
arjefm-64	204	1	=	=	PUNCT
arjefm-64	205	1	+	+	NOUN
arjefm-64	205	2	m	m	VERB
arjefm-64	205	3	rv	rv	X
arjefm-64	205	4	k	k	PROPN
arjefm-64	205	5	(	(	PUNCT
arjefm-64	205	6	)	)	PUNCT
arjefm-64	205	7	w	w	PROPN
arjefm-64	205	8	rv1	rv1	PROPN
arjefm-64	205	9	t	t	PROPN
arjefm-64	205	10	k−	k−	PROPN
arjefm-64	205	11	(	(	PUNCT
arjefm-64	205	12	3	3	X
arjefm-64	205	13	)	)	PUNCT
arjefm-64	205	14	k−1	k−1	PROPN
arjefm-64	205	15	monthly	monthly	ADV
arjefm-64	205	16	smoothed	smooth	VERB
arjefm-64	205	17	realized	realize	VERB
arjefm-64	205	18	volatility	volatility	NOUN
arjefm-64	205	19	is	be	AUX
arjefm-64	205	20	denoted	denote	VERB
arjefm-64	205	21	by	by	ADP
arjefm-64	205	22	nt	not	PART
arjefm-64	205	23	(	(	PUNCT
arjefm-64	205	24	rvt	rvt	PROPN
arjefm-64	205	25	ri	ri	PROPN
arjefm-64	205	26	t2	t2	PROPN
arjefm-64	205	27	,	,	PUNCT
arjefm-64	205	28	)	)	PUNCT
arjefm-64	205	29	with	with	ADP
arjefm-64	205	30	a	a	DET
arjefm-64	205	31	fixed	fix	VERB
arjefm-64	205	32	span	span	NOUN
arjefm-64	205	33	of	of	ADP
arjefm-64	205	34	time	time	NOUN
arjefm-64	205	35	representing	represent	VERB
arjefm-64	205	36	the	the	DET
arjefm-64	205	37	number	number	NOUN
arjefm-64	205	38	i=1	i=1	PRON
arjefm-64	205	39	of	of	ADP
arjefm-64	205	40	periods	period	NOUN
arjefm-64	205	41	k	k	PROPN
arjefm-64	205	42	used	use	VERB
arjefm-64	205	43	to	to	PART
arjefm-64	205	44	smooth	smooth	VERB
arjefm-64	205	45	the	the	DET
arjefm-64	205	46	realized	realize	VERB
arjefm-64	205	47	volatility	volatility	NOUN
arjefm-64	205	48	.	.	PUNCT
arjefm-64	206	1	the	the	DET
arjefm-64	206	2	second	second	ADJ
arjefm-64	206	3	specification	specification	NOUN
arjefm-64	206	4	involves	involve	VERB
arjefm-64	206	5	directly	directly	ADV
arjefm-64	206	6	inserting	insert	VERB
arjefm-64	206	7	macroeconomic	macroeconomic	ADJ
arjefm-64	206	8	variables	variable	NOUN
arjefm-64	206	9	into	into	ADP
arjefm-64	206	10	the	the	DET
arjefm-64	206	11	long	long	ADJ
arjefm-64	206	12	-	-	PUNCT
arjefm-64	206	13	term	term	NOUN
arjefm-64	206	14	component	component	NOUN
arjefm-64	206	15	.	.	PUNCT
arjefm-64	207	1	t	t	NOUN
arjefm-64	208	1	=	=	PUNCT
arjefm-64	209	1	+	+	NOUN
arjefm-64	209	2	m	m	VERB
arjefm-64	209	3	rv	rv	X
arjefm-64	209	4	k	k	PROPN
arjefm-64	209	5	(	(	PUNCT
arjefm-64	209	6	)	)	PUNCT
arjefm-64	209	7	w	w	PROPN
arjefm-64	209	8	rv1	rv1	PROPN
arjefm-64	209	9	t	t	PROPN
arjefm-64	209	10	k−	k−	PROPN
arjefm-64	209	11	gepu	gepu	PROPN
arjefm-64	209	12	k	k	PROPN
arjefm-64	209	13	(	(	PUNCT
arjefm-64	209	14	)	)	PUNCT
arjefm-64	209	15	w	w	PROPN
arjefm-64	209	16	gepu1	gepu1	PROPN
arjefm-64	209	17	t	t	PROPN
arjefm-64	209	18	k−	k−	PROPN
arjefm-64	209	19	k=1	k=1	PUNCT
arjefm-64	210	1	k=1	k=1	X
arjefm-64	210	2	(	(	PUNCT
arjefm-64	210	3	4	4	X
arjefm-64	210	4	)	)	PUNCT
arjefm-64	210	5	the	the	DET
arjefm-64	210	6	log	log	NOUN
arjefm-64	210	7	difference	difference	NOUN
arjefm-64	210	8	of	of	ADP
arjefm-64	210	9	geput	geput	NOUN
arjefm-64	210	10	k−	k−	PROPN
arjefm-64	210	11	denotes	denote	VERB
arjefm-64	210	12	the	the	DET
arjefm-64	210	13	level	level	NOUN
arjefm-64	210	14	of	of	ADP
arjefm-64	210	15	change	change	NOUN
arjefm-64	210	16	rate	rate	NOUN
arjefm-64	210	17	of	of	ADP
arjefm-64	210	18	monthly	monthly	ADJ
arjefm-64	210	19	global	global	ADJ
arjefm-64	210	20	economic	economic	ADJ
arjefm-64	210	21	policy	policy	NOUN
arjefm-64	210	22	uncertainty	uncertainty	NOUN
arjefm-64	210	23	.	.	PUNCT
arjefm-64	211	1	equation	equation	NOUN
arjefm-64	211	2	4	4	NUM
arjefm-64	211	3	,	,	PUNCT
arjefm-64	211	4	as	as	SCONJ
arjefm-64	211	5	used	use	VERB
arjefm-64	211	6	by	by	ADP
arjefm-64	211	7	yu	yu	PROPN
arjefm-64	211	8	et	et	PROPN
arjefm-64	211	9	al	al	PROPN
arjefm-64	211	10	.	.	PROPN
arjefm-64	211	11	(	(	PUNCT
arjefm-64	211	12	2021	2021	NUM
arjefm-64	211	13	)	)	PUNCT
arjefm-64	211	14	,	,	PUNCT
arjefm-64	211	15	captures	capture	VERB
arjefm-64	211	16	information	information	NOUN
arjefm-64	211	17	explained	explain	VERB
arjefm-64	211	18	by	by	ADP
arjefm-64	211	19	both	both	CCONJ
arjefm-64	211	20	the	the	DET
arjefm-64	211	21	realized	realize	VERB
arjefm-64	211	22	volatility	volatility	NOUN
arjefm-64	211	23	and	and	CCONJ
arjefm-64	211	24	economic	economic	ADJ
arjefm-64	211	25	policy	policy	NOUN
arjefm-64	211	26	uncertainty	uncertainty	NOUN
arjefm-64	211	27	and	and	CCONJ
arjefm-64	211	28	is	be	AUX
arjefm-64	211	29	compared	compare	VERB
arjefm-64	211	30	to	to	ADP
arjefm-64	211	31	a	a	DET
arjefm-64	211	32	basic	basic	ADJ
arjefm-64	211	33	model	model	NOUN
arjefm-64	211	34	in	in	ADP
arjefm-64	211	35	which	which	PRON
arjefm-64	211	36	the	the	DET
arjefm-64	211	37	long	long	ADJ
arjefm-64	211	38	-	-	PUNCT
arjefm-64	211	39	term	term	NOUN
arjefm-64	211	40	component	component	NOUN
arjefm-64	211	41	does	do	AUX
arjefm-64	211	42	not	not	PART
arjefm-64	211	43	involve	involve	VERB
arjefm-64	211	44	gepu	gepu	NOUN
arjefm-64	211	45	information	information	NOUN
arjefm-64	211	46	.	.	PUNCT
arjefm-64	212	1	the	the	DET
arjefm-64	212	2	weightage	weightage	NOUN
arjefm-64	212	3	method	method	NOUN
arjefm-64	212	4	utilized	utilize	VERB
arjefm-64	212	5	in	in	ADP
arjefm-64	212	6	both	both	DET
arjefm-64	212	7	equations	equation	NOUN
arjefm-64	212	8	3	3	NUM
arjefm-64	212	9	and	and	CCONJ
arjefm-64	212	10	4	4	NUM
arjefm-64	212	11	is	be	AUX
arjefm-64	212	12	explained	explain	VERB
arjefm-64	212	13	using	use	VERB
arjefm-64	212	14	a	a	DET
arjefm-64	212	15	beta	beta	NOUN
arjefm-64	212	16	lag	lag	NOUN
arjefm-64	212	17	polynomial	polynomial	ADJ
arjefm-64	212	18	as	as	ADP
arjefm-64	212	19	:	:	PUNCT
arjefm-64	212	20	k	k	PROPN
arjefm-64	212	21	(	(	PUNCT
arjefm-64	212	22	w1	w1	NOUN
arjefm-64	212	23	)	)	PUNCT
arjefm-64	212	24	=	=	PUNCT
arjefm-64	213	1	k(k	k(k	NOUN
arjefm-64	213	2	k/	k/	NOUN
arjefm-64	213	3	)	)	PUNCT
arjefm-64	213	4	w1−1	w1−1	X
arjefm-64	213	5	(	(	PUNCT
arjefm-64	213	6	5	5	NUM
arjefm-64	213	7	)	)	PUNCT
arjefm-64	213	8	(	(	PUNCT
arjefm-64	213	9	j	j	PROPN
arjefm-64	213	10	k/	k/	PROPN
arjefm-64	213	11	)	)	PUNCT
arjefm-64	213	12	w1−1	w1−1	PROPN
arjefm-64	214	1	j=1	j=1	NOUN
arjefm-64	214	2	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	214	3	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	215	1	american	american	PROPN
arjefm-64	215	2	research	research	PROPN
arjefm-64	215	3	journal	journal	PROPN
arjefm-64	215	4	of	of	ADP
arjefm-64	215	5	economics	economic	NOUN
arjefm-64	215	6	,	,	PUNCT
arjefm-64	215	7	finance	finance	NOUN
arjefm-64	215	8	and	and	CCONJ
arjefm-64	215	9	management	management	NOUN
arjefm-64	215	10	volume	volume	NOUN
arjefm-64	215	11	12	12	NUM
arjefm-64	215	12	issue	issue	NOUN
arjefm-64	215	13	1	1	NUM
arjefm-64	215	14	,	,	PUNCT
arjefm-64	215	15	january	january	PROPN
arjefm-64	215	16	-	-	PUNCT
arjefm-64	215	17	february	february	PROPN
arjefm-64	215	18	2024	2024	NUM
arjefm-64	215	19	issn	issn	NOUN
arjefm-64	215	20	:	:	PUNCT
arjefm-64	215	21	2836	2836	NUM
arjefm-64	215	22	-	-	SYM
arjefm-64	215	23	9416	9416	NUM
arjefm-64	215	24	impact	impact	NOUN
arjefm-64	215	25	factor	factor	NOUN
arjefm-64	215	26	:	:	PUNCT
arjefm-64	215	27	5.57	5.57	NUM
arjefm-64	215	28	journal	journal	NOUN
arjefm-64	215	29	homepage	homepage	NOUN
arjefm-64	215	30	:	:	PUNCT
arjefm-64	215	31	https://	https://	PROPN
arjefm-64	215	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	215	33	,	,	PUNCT
arjefm-64	215	34	email	email	NOUN
arjefm-64	215	35	:	:	PUNCT
arjefm-64	215	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	215	37	official	official	ADJ
arjefm-64	215	38	journal	journal	PROPN
arjefm-64	215	39	of	of	ADP
arjefm-64	215	40	america	america	PROPN
arjefm-64	215	41	serial	serial	PROPN
arjefm-64	215	42	publication	publication	NOUN
arjefm-64	215	43	american	american	PROPN
arjefm-64	215	44	research	research	PROPN
arjefm-64	215	45	journal	journal	PROPN
arjefm-64	215	46	of	of	ADP
arjefm-64	215	47	economics	economic	NOUN
arjefm-64	215	48	,	,	PUNCT
arjefm-64	215	49	finance	finance	NOUN
arjefm-64	215	50	and	and	CCONJ
arjefm-64	215	51	management	management	NOUN
arjefm-64	215	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	215	53	,	,	PUNCT
arjefm-64	215	54	email	email	NOUN
arjefm-64	215	55	:	:	PUNCT
arjefm-64	215	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	215	57	31	31	NUM
arjefm-64	216	1	|	|	ADV
arjefm-64	216	2	p	p	X
arjefm-64	216	3	a	a	DET
arjefm-64	216	4	g	g	NOUN
arjefm-64	216	5	e	e	NOUN
arjefm-64	216	6	where	where	SCONJ
arjefm-64	216	7	the	the	DET
arjefm-64	216	8	coefficients	coefficient	NOUN
arjefm-64	216	9	in	in	ADP
arjefm-64	216	10	equation	equation	NOUN
arjefm-64	216	11	5	5	NUM
arjefm-64	216	12	equate	equate	ADJ
arjefm-64	216	13	to	to	ADP
arjefm-64	216	14	1	1	NUM
arjefm-64	216	15	,	,	PUNCT
arjefm-64	216	16	we	we	PRON
arjefm-64	216	17	examine	examine	VERB
arjefm-64	216	18	how	how	SCONJ
arjefm-64	216	19	gepu	gepu	NOUN
arjefm-64	216	20	affects	affect	VERB
arjefm-64	216	21	stock	stock	NOUN
arjefm-64	216	22	volatility	volatility	NOUN
arjefm-64	216	23	.	.	PUNCT
arjefm-64	217	1	we	we	PRON
arjefm-64	217	2	utilize	utilize	VERB
arjefm-64	217	3	the	the	DET
arjefm-64	217	4	estimated	estimate	VERB
arjefm-64	217	5	daily	daily	ADJ
arjefm-64	217	6	total	total	ADJ
arjefm-64	217	7	variance	variance	NOUN
arjefm-64	217	8	i	i	PRON
arjefm-64	217	9	t2	t2	NOUN
arjefm-64	217	10	,	,	PUNCT
arjefm-64	217	11	as	as	ADP
arjefm-64	217	12	a	a	DET
arjefm-64	217	13	measure	measure	NOUN
arjefm-64	217	14	of	of	ADP
arjefm-64	217	15	the	the	DET
arjefm-64	217	16	total	total	ADJ
arjefm-64	217	17	variance	variance	NOUN
arjefm-64	217	18	's	's	PART
arjefm-64	217	19	accuracy	accuracy	NOUN
arjefm-64	217	20	.	.	PUNCT
arjefm-64	218	1	the	the	DET
arjefm-64	218	2	realized	realize	VERB
arjefm-64	218	3	total	total	ADJ
arjefm-64	218	4	volatility	volatility	NOUN
arjefm-64	218	5	is	be	AUX
arjefm-64	218	6	denoted	denote	VERB
arjefm-64	218	7	ri	ri	PROPN
arjefm-64	218	8	t2	t2	NOUN
arjefm-64	218	9	,	,	PUNCT
arjefm-64	218	10	as	as	ADP
arjefm-64	218	11	the	the	DET
arjefm-64	218	12	variable	variable	NOUN
arjefm-64	218	13	.	.	PUNCT
arjefm-64	219	1	the	the	DET
arjefm-64	219	2	garch	garch	NOUN
arjefm-64	219	3	midas	midas	PROPN
arjefm-64	219	4	-	-	PUNCT
arjefm-64	219	5	rv+gepu	rv+gepu	NOUN
arjefm-64	219	6	model	model	NOUN
arjefm-64	219	7	,	,	PUNCT
arjefm-64	219	8	developed	develop	VERB
arjefm-64	219	9	using	use	VERB
arjefm-64	219	10	equations	equation	NOUN
arjefm-64	219	11	1	1	NUM
arjefm-64	219	12	,	,	PUNCT
arjefm-64	219	13	2	2	NUM
arjefm-64	219	14	,	,	PUNCT
arjefm-64	219	15	4	4	NUM
arjefm-64	219	16	,	,	PUNCT
arjefm-64	219	17	and	and	CCONJ
arjefm-64	219	18	5	5	NUM
arjefm-64	219	19	,	,	PUNCT
arjefm-64	219	20	is	be	AUX
arjefm-64	219	21	assessed	assess	VERB
arjefm-64	219	22	against	against	ADP
arjefm-64	219	23	the	the	DET
arjefm-64	219	24	conventional	conventional	ADJ
arjefm-64	219	25	garch	garch	NOUN
arjefm-64	219	26	-	-	PUNCT
arjefm-64	219	27	midas	midas	PROPN
arjefm-64	219	28	-	-	PUNCT
arjefm-64	219	29	rv	rv	PROPN
arjefm-64	219	30	model	model	NOUN
arjefm-64	219	31	that	that	PRON
arjefm-64	219	32	is	be	AUX
arjefm-64	219	33	constructed	construct	VERB
arjefm-64	219	34	by	by	ADP
arjefm-64	219	35	equations	equation	NOUN
arjefm-64	219	36	1	1	NUM
arjefm-64	219	37	,	,	PUNCT
arjefm-64	219	38	2	2	NUM
arjefm-64	219	39	,	,	PUNCT
arjefm-64	219	40	3	3	NUM
arjefm-64	219	41	,	,	PUNCT
arjefm-64	219	42	and	and	CCONJ
arjefm-64	219	43	5	5	NUM
arjefm-64	219	44	,	,	PUNCT
arjefm-64	219	45	to	to	PART
arjefm-64	219	46	determine	determine	VERB
arjefm-64	219	47	its	its	PRON
arjefm-64	219	48	predictive	predictive	ADJ
arjefm-64	219	49	capability	capability	NOUN
arjefm-64	219	50	.	.	PUNCT
arjefm-64	220	1	comparison	comparison	NOUN
arjefm-64	220	2	is	be	AUX
arjefm-64	220	3	also	also	ADV
arjefm-64	220	4	made	make	VERB
arjefm-64	220	5	with	with	ADP
arjefm-64	220	6	a	a	DET
arjefm-64	220	7	simplistic	simplistic	ADJ
arjefm-64	220	8	garch	garch	NOUN
arjefm-64	220	9	(	(	PUNCT
arjefm-64	220	10	1	1	NUM
arjefm-64	220	11	,	,	PUNCT
arjefm-64	220	12	1	1	NUM
arjefm-64	220	13	)	)	PUNCT
arjefm-64	220	14	model	model	NOUN
arjefm-64	220	15	(	(	PUNCT
arjefm-64	220	16	bollerslev	bollerslev	ADJ
arjefm-64	220	17	,	,	PUNCT
arjefm-64	220	18	1986	1986	NUM
arjefm-64	220	19	)	)	PUNCT
arjefm-64	220	20	,	,	PUNCT
arjefm-64	220	21	shown	show	VERB
arjefm-64	220	22	.	.	PUNCT
arjefm-64	221	1	rt	rt	PROPN
arjefm-64	221	2	t	t	PROPN
arjefm-64	221	3	(	(	PUNCT
arjefm-64	221	4	6	6	NUM
arjefm-64	221	5	)	)	PUNCT
arjefm-64	221	6	where	where	SCONJ
arjefm-64	221	7	t	t	NOUN
arjefm-64	221	8	=	=	SYM
arjefm-64	221	9	t	t	PROPN
arjefm-64	221	10	zt	zt	PROPN
arjefm-64	221	11	,	,	PUNCT
arjefm-64	221	12	,	,	PUNCT
arjefm-64	221	13	and	and	CCONJ
arjefm-64	221	14	the	the	DET
arjefm-64	221	15	conditional	conditional	ADJ
arjefm-64	221	16	variance	variance	NOUN
arjefm-64	221	17	process	process	NOUN
arjefm-64	221	18	,	,	PUNCT
arjefm-64	221	19	t2	t2	PROPN
arjefm-64	221	20	,	,	PUNCT
arjefm-64	221	21	has	have	VERB
arjefm-64	221	22	the	the	DET
arjefm-64	221	23	form	form	NOUN
arjefm-64	221	24	:	:	PUNCT
arjefm-64	221	25	t2	t2	NOUN
arjefm-64	221	26	=	=	PUNCT
arjefm-64	222	1	+	+	PROPN
arjefm-64	222	2	k	k	X
arjefm-64	222	3	t2−1	t2−1	ADP
arjefm-64	222	4	+	+	CCONJ
arjefm-64	222	5	t2−1	t2−1	X
arjefm-64	222	6	(	(	PUNCT
arjefm-64	222	7	7	7	NUM
arjefm-64	222	8	)	)	PUNCT
arjefm-64	222	9	secondly	secondly	ADV
arjefm-64	222	10	,	,	PUNCT
arjefm-64	222	11	in	in	ADP
arjefm-64	222	12	order	order	NOUN
arjefm-64	222	13	to	to	PART
arjefm-64	222	14	assess	assess	VERB
arjefm-64	222	15	the	the	DET
arjefm-64	222	16	predictability	predictability	NOUN
arjefm-64	222	17	of	of	ADP
arjefm-64	222	18	volatility	volatility	NOUN
arjefm-64	222	19	in	in	ADP
arjefm-64	222	20	a	a	DET
arjefm-64	222	21	particular	particular	ADJ
arjefm-64	222	22	model	model	NOUN
arjefm-64	222	23	,	,	PUNCT
arjefm-64	222	24	we	we	PRON
arjefm-64	222	25	utilize	utilize	VERB
arjefm-64	222	26	various	various	ADJ
arjefm-64	222	27	loss	loss	NOUN
arjefm-64	222	28	functions	function	NOUN
arjefm-64	222	29	that	that	PRON
arjefm-64	222	30	compare	compare	VERB
arjefm-64	222	31	the	the	DET
arjefm-64	222	32	estimated	estimate	VERB
arjefm-64	222	33	predicted	predict	VERB
arjefm-64	222	34	variance	variance	NOUN
arjefm-64	222	35	to	to	ADP
arjefm-64	222	36	the	the	DET
arjefm-64	222	37	realized	realize	VERB
arjefm-64	222	38	volatility	volatility	NOUN
arjefm-64	222	39	.	.	PUNCT
arjefm-64	223	1	the	the	DET
arjefm-64	223	2	six	six	NUM
arjefm-64	223	3	loss	loss	NOUN
arjefm-64	223	4	functions	function	NOUN
arjefm-64	223	5	employed	employ	VERB
arjefm-64	223	6	in	in	ADP
arjefm-64	223	7	this	this	DET
arjefm-64	223	8	study	study	NOUN
arjefm-64	223	9	are	be	AUX
arjefm-64	223	10	presented	present	VERB
arjefm-64	223	11	in	in	ADP
arjefm-64	223	12	the	the	DET
arjefm-64	223	13	following	follow	VERB
arjefm-64	223	14	equations	equation	NOUN
arjefm-64	223	15	.	.	PUNCT
arjefm-64	224	1	mse=	mse=	PROPN
arjefm-64	224	2	1	1	NUM
arjefm-64	224	3	t	t	NOUN
arjefm-64	224	4	(	(	PUNCT
arjefm-64	224	5	ˆt2	ˆt2	NOUN
arjefm-64	224	6	−	−	PROPN
arjefm-64	224	7	t2	t2	NOUN
arjefm-64	224	8	2	2	NUM
arjefm-64	224	9	)	)	PUNCT
arjefm-64	224	10	(	(	PUNCT
arjefm-64	224	11	8)	8)	NUM
arjefm-64	224	12	t	t	X
arjefm-64	224	13	i=1	i=1	PROPN
arjefm-64	225	1	rmse=	rmse=	ADJ
arjefm-64	225	2	t1	t1	NOUN
arjefm-64	225	3	it=1	it=1	ADV
arjefm-64	225	4	(	(	PUNCT
arjefm-64	225	5	ˆt2	ˆt2	NOUN
arjefm-64	225	6	−	−	PROPN
arjefm-64	225	7	t2	t2	NOUN
arjefm-64	225	8	2	2	NUM
arjefm-64	225	9	)	)	PUNCT
arjefm-64	225	10	(	(	PUNCT
arjefm-64	225	11	9	9	NUM
arjefm-64	225	12	)	)	SYM
arjefm-64	225	13	90	90	NUM
arjefm-64	225	14	j.	j.	PROPN
arjefm-64	225	15	econ	econ	PROPN
arjefm-64	225	16	.	.	PUNCT
arjefm-64	226	1	int	int	NOUN
arjefm-64	226	2	.	.	PUNCT
arjefm-64	227	1	finance	finance	VERB
arjefm-64	227	2	the	the	DET
arjefm-64	227	3	data	datum	NOUN
arjefm-64	227	4	three	three	NUM
arjefm-64	227	5	stock	stock	NOUN
arjefm-64	227	6	markets	market	NOUN
arjefm-64	227	7	in	in	ADP
arjefm-64	227	8	sadc	sadc	PROPN
arjefm-64	227	9	countries	country	NOUN
arjefm-64	227	10	,	,	PUNCT
arjefm-64	227	11	namely	namely	ADV
arjefm-64	227	12	,	,	PUNCT
arjefm-64	227	13	botswana	botswana	PROPN
arjefm-64	227	14	,	,	PUNCT
arjefm-64	227	15	mauritius	mauritius	PROPN
arjefm-64	227	16	and	and	CCONJ
arjefm-64	227	17	south	south	PROPN
arjefm-64	227	18	africa	africa	PROPN
arjefm-64	227	19	were	be	AUX
arjefm-64	227	20	considered	consider	VERB
arjefm-64	227	21	.	.	PUNCT
arjefm-64	228	1	the	the	DET
arjefm-64	228	2	countries	country	NOUN
arjefm-64	228	3	were	be	AUX
arjefm-64	228	4	selected	select	VERB
arjefm-64	228	5	based	base	VERB
arjefm-64	228	6	on	on	ADP
arjefm-64	228	7	data	datum	NOUN
arjefm-64	228	8	availability	availability	NOUN
arjefm-64	228	9	.	.	PUNCT
arjefm-64	229	1	the	the	DET
arjefm-64	229	2	authors	author	NOUN
arjefm-64	229	3	use	use	VERB
arjefm-64	229	4	daily	daily	ADJ
arjefm-64	229	5	data	datum	NOUN
arjefm-64	229	6	from	from	ADP
arjefm-64	229	7	the	the	DET
arjefm-64	229	8	http://www.investing.com/	http://www.investing.com/	NOUN
arjefm-64	229	9	database	database	NOUN
arjefm-64	229	10	for	for	ADP
arjefm-64	229	11	the	the	DET
arjefm-64	229	12	period	period	NOUN
arjefm-64	229	13	from	from	ADP
arjefm-64	229	14	01/05/2008	01/05/2008	NUM
arjefm-64	229	15	to	to	ADP
arjefm-64	229	16	24/04/2022	24/04/2022	NUM
arjefm-64	229	17	.	.	PUNCT
arjefm-64	230	1	their	their	PRON
arjefm-64	230	2	data	datum	NOUN
arjefm-64	230	3	are	be	AUX
arjefm-64	230	4	divided	divide	VERB
arjefm-64	230	5	into	into	ADP
arjefm-64	230	6	two	two	NUM
arjefm-64	230	7	periods	period	NOUN
arjefm-64	230	8	.	.	PUNCT
arjefm-64	231	1	the	the	DET
arjefm-64	231	2	first	first	ADJ
arjefm-64	231	3	period	period	NOUN
arjefm-64	231	4	(	(	PUNCT
arjefm-64	231	5	before	before	SCONJ
arjefm-64	231	6	covid-19	covid-19	PROPN
arjefm-64	231	7	pandemic	pandemic	NOUN
arjefm-64	231	8	)	)	PUNCT
arjefm-64	231	9	goes	go	VERB
arjefm-64	231	10	from	from	ADP
arjefm-64	231	11	01/05/2008	01/05/2008	NUM
arjefm-64	231	12	to	to	ADP
arjefm-64	231	13	04/03/2020	04/03/2020	NUM
arjefm-64	231	14	,	,	PUNCT
arjefm-64	231	15	the	the	DET
arjefm-64	231	16	second	second	ADJ
arjefm-64	231	17	period	period	NOUN
arjefm-64	231	18	(	(	PUNCT
arjefm-64	231	19	during	during	ADP
arjefm-64	231	20	covid-19	covid-19	PROPN
arjefm-64	231	21	)	)	PUNCT
arjefm-64	231	22	goes	go	VERB
arjefm-64	231	23	from	from	ADP
arjefm-64	231	24	05/03/2020	05/03/2020	NUM
arjefm-64	231	25	to	to	ADP
arjefm-64	231	26	24/04/2022	24/04/2022	NUM
arjefm-64	231	27	.	.	PUNCT
arjefm-64	232	1	they	they	PRON
arjefm-64	232	2	opt	opt	VERB
arjefm-64	232	3	for	for	ADP
arjefm-64	232	4	the	the	DET
arjefm-64	232	5	monthly	monthly	ADJ
arjefm-64	232	6	gepu	gepu	NOUN
arjefm-64	232	7	index	index	NOUN
arjefm-64	232	8	computed	compute	VERB
arjefm-64	232	9	by	by	ADP
arjefm-64	232	10	baker	baker	PROPN
arjefm-64	232	11	et	et	PROPN
arjefm-64	232	12	al	al	PROPN
arjefm-64	232	13	.	.	PUNCT
arjefm-64	233	1	(	(	PUNCT
arjefm-64	233	2	2016	2016	NUM
arjefm-64	233	3	)	)	PUNCT
arjefm-64	233	4	,	,	PUNCT
arjefm-64	233	5	which	which	PRON
arjefm-64	233	6	is	be	AUX
arjefm-64	233	7	deemed	deem	VERB
arjefm-64	233	8	a	a	DET
arjefm-64	233	9	reputable	reputable	ADJ
arjefm-64	233	10	proxy	proxy	NOUN
arjefm-64	233	11	for	for	ADP
arjefm-64	233	12	real	real	ADJ
arjefm-64	233	13	-	-	PUNCT
arjefm-64	233	14	world	world	NOUN
arjefm-64	233	15	economic	economic	ADJ
arjefm-64	233	16	policy	policy	NOUN
arjefm-64	233	17	uncertainty	uncertainty	NOUN
arjefm-64	233	18	.	.	PUNCT
arjefm-64	234	1	it	it	PRON
arjefm-64	234	2	can	can	AUX
arjefm-64	234	3	be	be	AUX
arjefm-64	234	4	obtained	obtain	VERB
arjefm-64	234	5	from	from	ADP
arjefm-64	234	6	their	their	PRON
arjefm-64	234	7	website	website	NOUN
arjefm-64	234	8	(	(	PUNCT
arjefm-64	234	9	http://www.policyuncertainty.com/	http://www.policyuncertainty.com/	NOUN
arjefm-64	234	10	)	)	PUNCT
arjefm-64	234	11	.	.	PUNCT
arjefm-64	235	1	additionally	additionally	ADV
arjefm-64	235	2	,	,	PUNCT
arjefm-64	235	3	we	we	PRON
arjefm-64	235	4	incorporate	incorporate	VERB
arjefm-64	235	5	the	the	DET
arjefm-64	235	6	monthly	monthly	ADJ
arjefm-64	235	7	oil	oil	NOUN
arjefm-64	235	8	consumption	consumption	NOUN
arjefm-64	235	9	shock	shock	NOUN
arjefm-64	235	10	,	,	PUNCT
arjefm-64	235	11	available	available	ADJ
arjefm-64	235	12	on	on	ADP
arjefm-64	235	13	baumeister	baumeister	PROPN
arjefm-64	235	14	and	and	CCONJ
arjefm-64	235	15	hamilton	hamilton	PROPN
arjefm-64	235	16	's	's	PART
arjefm-64	235	17	(	(	PUNCT
arjefm-64	235	18	2019	2019	NUM
arjefm-64	235	19	)	)	PUNCT
arjefm-64	235	20	website	website	NOUN
arjefm-64	235	21	.	.	PUNCT
arjefm-64	236	1	the	the	DET
arjefm-64	236	2	analysis	analysis	NOUN
arjefm-64	236	3	encompasses	encompass	VERB
arjefm-64	236	4	gepu	gepu	NOUN
arjefm-64	236	5	and	and	CCONJ
arjefm-64	236	6	oil	oil	NOUN
arjefm-64	236	7	consumption	consumption	NOUN
arjefm-64	236	8	shocks	shock	NOUN
arjefm-64	236	9	that	that	PRON
arjefm-64	236	10	occurred	occur	VERB
arjefm-64	236	11	from	from	ADP
arjefm-64	236	12	may	may	PROPN
arjefm-64	236	13	2008	2008	NUM
arjefm-64	236	14	to	to	ADP
arjefm-64	236	15	april	april	PROPN
arjefm-64	236	16	2022	2022	NUM
arjefm-64	236	17	,	,	PUNCT
arjefm-64	236	18	including	include	VERB
arjefm-64	236	19	the	the	DET
arjefm-64	236	20	financial	financial	ADJ
arjefm-64	236	21	crisis	crisis	NOUN
arjefm-64	236	22	around	around	ADP
arjefm-64	236	23	june	june	PROPN
arjefm-64	236	24	2009	2009	NUM
arjefm-64	236	25	,	,	PUNCT
arjefm-64	236	26	the	the	DET
arjefm-64	236	27	european	european	ADJ
arjefm-64	236	28	sovereign	sovereign	ADJ
arjefm-64	236	29	debt	debt	NOUN
arjefm-64	236	30	crises	crisis	NOUN
arjefm-64	236	31	,	,	PUNCT
arjefm-64	236	32	us	us	PROPN
arjefm-64	236	33	-	-	PUNCT
arjefm-64	236	34	china	china	PROPN
arjefm-64	236	35	trade	trade	NOUN
arjefm-64	236	36	tensions	tension	NOUN
arjefm-64	236	37	,	,	PUNCT
arjefm-64	236	38	brexit	brexit	NOUN
arjefm-64	236	39	,	,	PUNCT
arjefm-64	236	40	and	and	CCONJ
arjefm-64	236	41	the	the	DET
arjefm-64	236	42	new	new	ADJ
arjefm-64	236	43	context	context	NOUN
arjefm-64	236	44	of	of	ADP
arjefm-64	236	45	covid-19	covid-19	PROPN
arjefm-64	236	46	as	as	ADP
arjefm-64	236	47	a	a	DET
arjefm-64	236	48	global	global	ADJ
arjefm-64	236	49	pandemic	pandemic	NOUN
arjefm-64	236	50	.	.	PUNCT
arjefm-64	237	1	the	the	DET
arjefm-64	237	2	study	study	NOUN
arjefm-64	237	3	utilized	utilize	VERB
arjefm-64	237	4	a	a	DET
arjefm-64	237	5	total	total	NOUN
arjefm-64	237	6	of	of	ADP
arjefm-64	237	7	3,258	3,258	NUM
arjefm-64	237	8	observations	observation	NOUN
arjefm-64	237	9	.	.	PUNCT
arjefm-64	238	1	results	result	NOUN
arjefm-64	238	2	and	and	CCONJ
arjefm-64	238	3	discussion	discussion	NOUN
arjefm-64	238	4	table	table	NOUN
arjefm-64	238	5	1	1	NUM
arjefm-64	238	6	displays	display	VERB
arjefm-64	238	7	the	the	DET
arjefm-64	238	8	descriptive	descriptive	ADJ
arjefm-64	238	9	statistics	statistic	NOUN
arjefm-64	238	10	for	for	ADP
arjefm-64	238	11	three	three	NUM
arjefm-64	238	12	data	datum	NOUN
arjefm-64	238	13	series	series	NOUN
arjefm-64	238	14	of	of	ADP
arjefm-64	238	15	stock	stock	NOUN
arjefm-64	238	16	indices	index	NOUN
arjefm-64	238	17	and	and	CCONJ
arjefm-64	238	18	the	the	DET
arjefm-64	238	19	gepu	gepu	PROPN
arjefm-64	238	20	index	index	NOUN
arjefm-64	238	21	.	.	PUNCT
arjefm-64	239	1	the	the	DET
arjefm-64	239	2	sample	sample	NOUN
arjefm-64	239	3	size	size	NOUN
arjefm-64	239	4	for	for	ADP
arjefm-64	239	5	each	each	DET
arjefm-64	239	6	selected	select	VERB
arjefm-64	239	7	sadc	sadc	PROPN
arjefm-64	239	8	stock	stock	NOUN
arjefm-64	239	9	market	market	NOUN
arjefm-64	239	10	's	's	PART
arjefm-64	239	11	stock	stock	NOUN
arjefm-64	239	12	index	index	NOUN
arjefm-64	239	13	series	series	NOUN
arjefm-64	239	14	is	be	AUX
arjefm-64	239	15	3258	3258	NUM
arjefm-64	239	16	,	,	PUNCT
arjefm-64	239	17	while	while	SCONJ
arjefm-64	239	18	the	the	DET
arjefm-64	239	19	gepu	gepu	NOUN
arjefm-64	239	20	index	index	NOUN
arjefm-64	239	21	and	and	CCONJ
arjefm-64	239	22	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	239	23	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	239	24	http://www.investing.com/	http://www.investing.com/	PROPN
arjefm-64	239	25	http://www.investing.com/	http://www.investing.com/	PROPN
arjefm-64	239	26	american	american	PROPN
arjefm-64	239	27	research	research	PROPN
arjefm-64	239	28	journal	journal	PROPN
arjefm-64	239	29	of	of	ADP
arjefm-64	239	30	economics	economic	NOUN
arjefm-64	239	31	,	,	PUNCT
arjefm-64	239	32	finance	finance	NOUN
arjefm-64	239	33	and	and	CCONJ
arjefm-64	239	34	management	management	NOUN
arjefm-64	239	35	volume	volume	NOUN
arjefm-64	239	36	12	12	NUM
arjefm-64	239	37	issue	issue	NOUN
arjefm-64	239	38	1	1	NUM
arjefm-64	239	39	,	,	PUNCT
arjefm-64	239	40	january	january	PROPN
arjefm-64	239	41	-	-	PUNCT
arjefm-64	239	42	february	february	PROPN
arjefm-64	239	43	2024	2024	NUM
arjefm-64	239	44	issn	issn	NOUN
arjefm-64	239	45	:	:	PUNCT
arjefm-64	239	46	2836	2836	NUM
arjefm-64	239	47	-	-	SYM
arjefm-64	239	48	9416	9416	NUM
arjefm-64	239	49	impact	impact	NOUN
arjefm-64	239	50	factor	factor	NOUN
arjefm-64	239	51	:	:	PUNCT
arjefm-64	239	52	5.57	5.57	NUM
arjefm-64	239	53	journal	journal	NOUN
arjefm-64	239	54	homepage	homepage	NOUN
arjefm-64	239	55	:	:	PUNCT
arjefm-64	239	56	https://	https://	PROPN
arjefm-64	239	57	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	239	58	,	,	PUNCT
arjefm-64	239	59	email	email	NOUN
arjefm-64	239	60	:	:	PUNCT
arjefm-64	239	61	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	239	62	official	official	ADJ
arjefm-64	239	63	journal	journal	PROPN
arjefm-64	239	64	of	of	ADP
arjefm-64	239	65	america	america	PROPN
arjefm-64	239	66	serial	serial	PROPN
arjefm-64	239	67	publication	publication	NOUN
arjefm-64	239	68	american	american	PROPN
arjefm-64	239	69	research	research	PROPN
arjefm-64	239	70	journal	journal	PROPN
arjefm-64	239	71	of	of	ADP
arjefm-64	239	72	economics	economic	NOUN
arjefm-64	239	73	,	,	PUNCT
arjefm-64	239	74	finance	finance	NOUN
arjefm-64	239	75	and	and	CCONJ
arjefm-64	239	76	management	management	NOUN
arjefm-64	239	77	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	239	78	,	,	PUNCT
arjefm-64	239	79	email	email	NOUN
arjefm-64	239	80	:	:	PUNCT
arjefm-64	239	81	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	240	1	32	32	NUM
arjefm-64	241	1	|	|	ADV
arjefm-64	241	2	p	p	X
arjefm-64	241	3	a	a	DET
arjefm-64	241	4	g	g	NOUN
arjefm-64	241	5	e	e	NOUN
arjefm-64	241	6	oil	oil	NOUN
arjefm-64	241	7	consumption	consumption	NOUN
arjefm-64	241	8	each	each	PRON
arjefm-64	241	9	have	have	VERB
arjefm-64	241	10	168	168	NUM
arjefm-64	241	11	observations	observation	NOUN
arjefm-64	241	12	.	.	PUNCT
arjefm-64	242	1	the	the	DET
arjefm-64	242	2	stock	stock	NOUN
arjefm-64	242	3	index	index	NOUN
arjefm-64	242	4	has	have	VERB
arjefm-64	242	5	a	a	DET
arjefm-64	242	6	daily	daily	ADJ
arjefm-64	242	7	data	data	NOUN
arjefm-64	242	8	frequency	frequency	NOUN
arjefm-64	242	9	,	,	PUNCT
arjefm-64	242	10	whereas	whereas	SCONJ
arjefm-64	242	11	the	the	DET
arjefm-64	242	12	gepu	gepu	NOUN
arjefm-64	242	13	index	index	NOUN
arjefm-64	242	14	has	have	VERB
arjefm-64	242	15	a	a	DET
arjefm-64	242	16	monthly	monthly	ADJ
arjefm-64	242	17	frequency	frequency	NOUN
arjefm-64	242	18	.	.	PUNCT
arjefm-64	243	1	table	table	NOUN
arjefm-64	243	2	2	2	NUM
arjefm-64	243	3	presents	present	VERB
arjefm-64	243	4	the	the	DET
arjefm-64	243	5	descriptive	descriptive	ADJ
arjefm-64	243	6	statistics	statistic	NOUN
arjefm-64	243	7	for	for	ADP
arjefm-64	243	8	the	the	DET
arjefm-64	243	9	stock	stock	NOUN
arjefm-64	243	10	returns	return	NOUN
arjefm-64	243	11	of	of	ADP
arjefm-64	243	12	the	the	DET
arjefm-64	243	13	sadc	sadc	PROPN
arjefm-64	243	14	markets	market	NOUN
arjefm-64	243	15	examined	examine	VERB
arjefm-64	243	16	,	,	PUNCT
arjefm-64	243	17	along	along	ADP
arjefm-64	243	18	with	with	ADP
arjefm-64	243	19	the	the	DET
arjefm-64	243	20	logarithms	logarithm	NOUN
arjefm-64	243	21	of	of	ADP
arjefm-64	243	22	the	the	DET
arjefm-64	243	23	gepu	gepu	NOUN
arjefm-64	243	24	change	change	VERB
arjefm-64	243	25	rate	rate	NOUN
arjefm-64	243	26	and	and	CCONJ
arjefm-64	243	27	oil	oil	NOUN
arjefm-64	243	28	consumption	consumption	NOUN
arjefm-64	243	29	.	.	PUNCT
arjefm-64	244	1	the	the	DET
arjefm-64	244	2	table	table	NOUN
arjefm-64	244	3	includes	include	VERB
arjefm-64	244	4	3257	3257	NUM
arjefm-64	244	5	stock	stock	NOUN
arjefm-64	244	6	return	return	NOUN
arjefm-64	244	7	observations	observation	NOUN
arjefm-64	244	8	for	for	ADP
arjefm-64	244	9	each	each	DET
arjefm-64	244	10	country	country	NOUN
arjefm-64	244	11	,	,	PUNCT
arjefm-64	244	12	167	167	NUM
arjefm-64	244	13	gepu	gepu	NOUN
arjefm-64	244	14	observations	observation	NOUN
arjefm-64	244	15	and	and	CCONJ
arjefm-64	244	16	93	93	NUM
arjefm-64	244	17	oil	oil	NOUN
arjefm-64	244	18	consumption	consumption	NOUN
arjefm-64	244	19	observations	observation	NOUN
arjefm-64	244	20	.	.	PUNCT
arjefm-64	245	1	tables	table	NOUN
arjefm-64	245	2	1	1	NUM
arjefm-64	245	3	and	and	CCONJ
arjefm-64	245	4	2	2	NUM
arjefm-64	245	5	indicate	indicate	VERB
arjefm-64	245	6	that	that	SCONJ
arjefm-64	245	7	the	the	DET
arjefm-64	245	8	kurtosis	kurtosis	NOUN
arjefm-64	245	9	values	value	NOUN
arjefm-64	245	10	of	of	ADP
arjefm-64	245	11	both	both	CCONJ
arjefm-64	245	12	the	the	DET
arjefm-64	245	13	stock	stock	NOUN
arjefm-64	245	14	index	index	NOUN
arjefm-64	245	15	and	and	CCONJ
arjefm-64	245	16	return	return	NOUN
arjefm-64	245	17	series	series	NOUN
arjefm-64	245	18	are	be	AUX
arjefm-64	245	19	positive	positive	ADJ
arjefm-64	245	20	.	.	PUNCT
arjefm-64	246	1	however	however	ADV
arjefm-64	246	2	,	,	PUNCT
arjefm-64	246	3	the	the	DET
arjefm-64	246	4	south	south	PROPN
arjefm-64	246	5	africa	africa	PROPN
arjefm-64	246	6	stock	stock	PROPN
arjefm-64	246	7	index	index	PROPN
arjefm-64	246	8	series	series	NOUN
arjefm-64	246	9	and	and	CCONJ
arjefm-64	246	10	logarithm	logarithm	NOUN
arjefm-64	246	11	of	of	ADP
arjefm-64	246	12	oil	oil	NOUN
arjefm-64	246	13	consumption	consumption	NOUN
arjefm-64	246	14	exhibit	exhibit	VERB
arjefm-64	246	15	negative	negative	ADJ
arjefm-64	246	16	skewness	skewness	NOUN
arjefm-64	246	17	,	,	PUNCT
arjefm-64	246	18	while	while	SCONJ
arjefm-64	246	19	the	the	DET
arjefm-64	246	20	remaining	remain	VERB
arjefm-64	246	21	stock	stock	NOUN
arjefm-64	246	22	index	index	NOUN
arjefm-64	246	23	and	and	CCONJ
arjefm-64	246	24	return	return	NOUN
arjefm-64	246	25	series	series	NOUN
arjefm-64	246	26	for	for	ADP
arjefm-64	246	27	all	all	DET
arjefm-64	246	28	sadc	sadc	PROPN
arjefm-64	246	29	stock	stock	NOUN
arjefm-64	246	30	markets	market	NOUN
arjefm-64	246	31	have	have	VERB
arjefm-64	246	32	positive	positive	ADJ
arjefm-64	246	33	skewness	skewness	NOUN
arjefm-64	246	34	.	.	PUNCT
arjefm-64	247	1	statistical	statistical	ADJ
arjefm-64	247	2	properties	property	NOUN
arjefm-64	247	3	of	of	ADP
arjefm-64	247	4	the	the	DET
arjefm-64	247	5	variables	variable	NOUN
arjefm-64	247	6	in	in	ADP
arjefm-64	247	7	our	our	PRON
arjefm-64	247	8	study	study	NOUN
arjefm-64	247	9	are	be	AUX
arjefm-64	247	10	presented	present	VERB
arjefm-64	247	11	in	in	ADP
arjefm-64	247	12	table	table	NOUN
arjefm-64	247	13	3	3	NUM
arjefm-64	247	14	.	.	PUNCT
arjefm-64	247	15	based	base	VERB
arjefm-64	247	16	on	on	ADP
arjefm-64	247	17	the	the	DET
arjefm-64	247	18	results	result	NOUN
arjefm-64	247	19	from	from	ADP
arjefm-64	247	20	the	the	DET
arjefm-64	247	21	augmented	augment	VERB
arjefm-64	247	22	dickey	dickey	NOUN
arjefm-64	247	23	-	-	PUNCT
arjefm-64	247	24	fuller	full	ADJ
arjefm-64	247	25	(	(	PUNCT
arjefm-64	247	26	adf	adf	NOUN
arjefm-64	247	27	)	)	PUNCT
arjefm-64	247	28	,	,	PUNCT
arjefm-64	247	29	phillipsperron	phillipsperron	NOUN
arjefm-64	247	30	(	(	PUNCT
arjefm-64	247	31	pp	pp	ADJ
arjefm-64	247	32	)	)	PUNCT
arjefm-64	247	33	,	,	PUNCT
arjefm-64	247	34	and	and	CCONJ
arjefm-64	247	35	vratio	vratio	NOUN
arjefm-64	247	36	(	(	PUNCT
arjefm-64	247	37	vr	vr	NOUN
arjefm-64	247	38	)	)	PUNCT
arjefm-64	247	39	tests	test	NOUN
arjefm-64	247	40	,	,	PUNCT
arjefm-64	247	41	all	all	DET
arjefm-64	247	42	statistics	statistic	NOUN
arjefm-64	247	43	significantly	significantly	ADV
arjefm-64	247	44	reject	reject	VERB
arjefm-64	247	45	the	the	DET
arjefm-64	247	46	null	null	ADJ
arjefm-64	247	47	hypothesis	hypothesis	NOUN
arjefm-64	247	48	of	of	ADP
arjefm-64	247	49	a	a	DET
arjefm-64	247	50	unit	unit	NOUN
arjefm-64	247	51	root	root	NOUN
arjefm-64	247	52	at	at	ADP
arjefm-64	247	53	the	the	DET
arjefm-64	247	54	1	1	NUM
arjefm-64	247	55	%	%	NOUN
arjefm-64	247	56	level	level	NOUN
arjefm-64	247	57	.	.	PUNCT
arjefm-64	248	1	this	this	PRON
arjefm-64	248	2	confirms	confirm	VERB
arjefm-64	248	3	that	that	SCONJ
arjefm-64	248	4	all	all	PRON
arjefm-64	248	5	of	of	ADP
arjefm-64	248	6	our	our	PRON
arjefm-64	248	7	series	series	NOUN
arjefm-64	248	8	are	be	AUX
arjefm-64	248	9	stationary	stationary	ADJ
arjefm-64	248	10	.	.	PUNCT
arjefm-64	249	1	additionally	additionally	ADV
arjefm-64	249	2	,	,	PUNCT
arjefm-64	249	3	the	the	DET
arjefm-64	249	4	jarque	jarque	NOUN
arjefm-64	249	5	-	-	PUNCT
arjefm-64	249	6	bera	bera	NOUN
arjefm-64	249	7	(	(	PUNCT
arjefm-64	249	8	jb	jb	PROPN
arjefm-64	249	9	)	)	PUNCT
arjefm-64	249	10	test	test	NOUN
arjefm-64	249	11	of	of	ADP
arjefm-64	249	12	all	all	DET
arjefm-64	249	13	stock	stock	NOUN
arjefm-64	249	14	returns	return	NOUN
arjefm-64	249	15	,	,	PUNCT
arjefm-64	249	16	gepu	gepu	NOUN
arjefm-64	249	17	,	,	PUNCT
arjefm-64	249	18	and	and	CCONJ
arjefm-64	249	19	oil	oil	NOUN
arjefm-64	249	20	consumption	consumption	NOUN
arjefm-64	249	21	indicates	indicate	VERB
arjefm-64	249	22	that	that	SCONJ
arjefm-64	249	23	all	all	PRON
arjefm-64	249	24	of	of	ADP
arjefm-64	249	25	their	their	PRON
arjefm-64	249	26	distributions	distribution	NOUN
arjefm-64	249	27	deviate	deviate	VERB
arjefm-64	249	28	significantly	significantly	ADV
arjefm-64	249	29	from	from	ADP
arjefm-64	249	30	normality	normality	NOUN
arjefm-64	249	31	at	at	ADP
arjefm-64	249	32	the	the	DET
arjefm-64	249	33	1	1	NUM
arjefm-64	249	34	%	%	NOUN
arjefm-64	249	35	level	level	NOUN
arjefm-64	249	36	.	.	PUNCT
arjefm-64	250	1	furthermore	furthermore	ADV
arjefm-64	250	2	,	,	PUNCT
arjefm-64	250	3	the	the	DET
arjefm-64	250	4	autoregressive	autoregressive	ADJ
arjefm-64	250	5	conditional	conditional	ADJ
arjefm-64	250	6	heteroscedasticity	heteroscedasticity	NOUN
arjefm-64	250	7	(	(	PUNCT
arjefm-64	250	8	arch	arch	NOUN
arjefm-64	250	9	)	)	PUNCT
arjefm-64	250	10	test	test	NOUN
arjefm-64	250	11	statistics	statistic	NOUN
arjefm-64	250	12	for	for	ADP
arjefm-64	250	13	each	each	DET
arjefm-64	250	14	individual	individual	ADJ
arjefm-64	250	15	stock	stock	NOUN
arjefm-64	250	16	return	return	NOUN
arjefm-64	250	17	exceeded	exceed	VERB
arjefm-64	250	18	100	100	NUM
arjefm-64	250	19	according	accord	VERB
arjefm-64	250	20	to	to	ADP
arjefm-64	250	21	engle	engle	PROPN
arjefm-64	250	22	's	's	PART
arjefm-64	250	23	(	(	PUNCT
arjefm-64	250	24	1982	1982	NUM
arjefm-64	250	25	)	)	PUNCT
arjefm-64	250	26	analysis	analysis	NOUN
arjefm-64	250	27	,	,	PUNCT
arjefm-64	250	28	with	with	ADP
arjefm-64	250	29	critical	critical	ADJ
arjefm-64	250	30	values	value	NOUN
arjefm-64	250	31	of	of	ADP
arjefm-64	250	32	the	the	DET
arjefm-64	250	33	arch	arch	ADJ
arjefm-64	250	34	test	test	NOUN
arjefm-64	250	35	at	at	ADP
arjefm-64	250	36	the	the	DET
arjefm-64	250	37	1	1	NUM
arjefm-64	250	38	%	%	NOUN
arjefm-64	250	39	level	level	NOUN
arjefm-64	250	40	of	of	ADP
arjefm-64	250	41	6.6635	6.6635	NUM
arjefm-64	250	42	.	.	PUNCT
arjefm-64	251	1	this	this	PRON
arjefm-64	251	2	implies	imply	VERB
arjefm-64	251	3	noteworthy	noteworthy	ADJ
arjefm-64	251	4	heteroskedastic	heteroskedastic	ADJ
arjefm-64	251	5	effects	effect	NOUN
arjefm-64	251	6	.	.	PUNCT
arjefm-64	252	1	notably	notably	ADV
arjefm-64	252	2	,	,	PUNCT
arjefm-64	252	3	the	the	DET
arjefm-64	252	4	descriptive	descriptive	ADJ
arjefm-64	252	5	statistics	statistic	NOUN
arjefm-64	252	6	obtained	obtain	VERB
arjefm-64	252	7	over	over	ADP
arjefm-64	252	8	the	the	DET
arjefm-64	252	9	study	study	NOUN
arjefm-64	252	10	period	period	NOUN
arjefm-64	252	11	take	take	VERB
arjefm-64	252	12	precedence	precedence	NOUN
arjefm-64	252	13	for	for	ADP
arjefm-64	252	14	both	both	PRON
arjefm-64	252	15	in	in	ADP
arjefm-64	252	16	-	-	PUNCT
arjefm-64	252	17	sample	sample	NOUN
arjefm-64	252	18	(	(	PUNCT
arjefm-64	252	19	before	before	ADP
arjefm-64	252	20	covid19	covid19	NOUN
arjefm-64	252	21	)	)	PUNCT
arjefm-64	252	22	and	and	CCONJ
arjefm-64	252	23	out	out	ADV
arjefm-64	252	24	-	-	PUNCT
arjefm-64	252	25	of	of	ADP
arjefm-64	252	26	-	-	PUNCT
arjefm-64	252	27	sample	sample	NOUN
arjefm-64	252	28	(	(	PUNCT
arjefm-64	252	29	during	during	ADP
arjefm-64	252	30	covid-19	covid-19	PROPN
arjefm-64	252	31	)	)	PUNCT
arjefm-64	252	32	data	datum	NOUN
arjefm-64	252	33	.	.	PUNCT
arjefm-64	253	1	furthermore	furthermore	ADV
arjefm-64	253	2	,	,	PUNCT
arjefm-64	253	3	the	the	DET
arjefm-64	253	4	estimated	estimate	VERB
arjefm-64	253	5	parameters	parameter	NOUN
arjefm-64	253	6	of	of	ADP
arjefm-64	253	7	the	the	DET
arjefm-64	253	8	impact	impact	NOUN
arjefm-64	253	9	that	that	PRON
arjefm-64	253	10	gepu	gepu	NOUN
arjefm-64	253	11	and	and	CCONJ
arjefm-64	253	12	oil	oil	NOUN
arjefm-64	253	13	consumption	consumption	NOUN
arjefm-64	253	14	demand	demand	NOUN
arjefm-64	253	15	shock	shock	NOUN
arjefm-64	253	16	(	(	PUNCT
arjefm-64	253	17	ocds	ocds	PROPN
arjefm-64	253	18	)	)	PUNCT
arjefm-64	253	19	have	have	VERB
arjefm-64	253	20	on	on	ADP
arjefm-64	253	21	stock	stock	NOUN
arjefm-64	253	22	market	market	NOUN
arjefm-64	253	23	volatility	volatility	NOUN
arjefm-64	253	24	in	in	ADP
arjefm-64	253	25	three	three	NUM
arjefm-64	253	26	sadc	sadc	PROPN
arjefm-64	253	27	countries	country	NOUN
arjefm-64	253	28	are	be	AUX
arjefm-64	253	29	presented	present	VERB
arjefm-64	253	30	.	.	PUNCT
arjefm-64	254	1	tables	table	NOUN
arjefm-64	254	2	4	4	NUM
arjefm-64	254	3	and	and	CCONJ
arjefm-64	254	4	5	5	NUM
arjefm-64	254	5	display	display	VERB
arjefm-64	254	6	the	the	DET
arjefm-64	254	7	findings	finding	NOUN
arjefm-64	254	8	from	from	ADP
arjefm-64	254	9	the	the	DET
arjefm-64	254	10	garch	garch	NOUN
arjefm-64	254	11	and	and	CCONJ
arjefm-64	254	12	garch	garch	NOUN
arjefm-64	254	13	-	-	PUNCT
arjefm-64	254	14	midas	midas	PROPN
arjefm-64	254	15	models	model	NOUN
arjefm-64	254	16	,	,	PUNCT
arjefm-64	254	17	which	which	PRON
arjefm-64	254	18	include	include	VERB
arjefm-64	254	19	the	the	DET
arjefm-64	254	20	entire	entire	ADJ
arjefm-64	254	21	sample	sample	NOUN
arjefm-64	254	22	(	(	PUNCT
arjefm-64	254	23	01/05/2008	01/05/2008	NUM
arjefm-64	254	24	to	to	ADP
arjefm-64	254	25	24/04/2022	24/04/2022	NUM
arjefm-64	254	26	)	)	PUNCT
arjefm-64	254	27	divided	divide	VERB
arjefm-64	254	28	into	into	ADP
arjefm-64	254	29	subsamples	subsample	NOUN
arjefm-64	254	30	.	.	PUNCT
arjefm-64	255	1	the	the	DET
arjefm-64	255	2	study	study	NOUN
arjefm-64	255	3	consists	consist	VERB
arjefm-64	255	4	of	of	ADP
arjefm-64	255	5	two	two	NUM
arjefm-64	255	6	datasets	dataset	NOUN
arjefm-64	255	7	:	:	PUNCT
arjefm-64	255	8	insample	insample	ADJ
arjefm-64	255	9	data	datum	NOUN
arjefm-64	255	10	(	(	PUNCT
arjefm-64	255	11	01/05/2008	01/05/2008	NUM
arjefm-64	255	12	to	to	ADP
arjefm-64	255	13	04/03/2020	04/03/2020	NUM
arjefm-64	255	14	)	)	PUNCT
arjefm-64	255	15	,	,	PUNCT
arjefm-64	255	16	representing	represent	VERB
arjefm-64	255	17	the	the	DET
arjefm-64	255	18	pre	pre	ADJ
arjefm-64	255	19	-	-	ADJ
arjefm-64	255	20	covid-19	covid-19	ADJ
arjefm-64	255	21	period	period	NOUN
arjefm-64	255	22	,	,	PUNCT
arjefm-64	255	23	and	and	CCONJ
arjefm-64	255	24	out	out	ADV
arjefm-64	255	25	-	-	PUNCT
arjefm-64	255	26	of	of	ADP
arjefm-64	255	27	-	-	PUNCT
arjefm-64	255	28	sample	sample	NOUN
arjefm-64	255	29	data	datum	NOUN
arjefm-64	255	30	(	(	PUNCT
arjefm-64	255	31	05/03/2020	05/03/2020	NUM
arjefm-64	255	32	to	to	ADP
arjefm-64	255	33	24/04/2022	24/04/2022	NUM
arjefm-64	255	34	)	)	PUNCT
arjefm-64	255	35	,	,	PUNCT
arjefm-64	255	36	representing	represent	VERB
arjefm-64	255	37	the	the	DET
arjefm-64	255	38	duringcovid-19	duringcovid-19	PROPN
arjefm-64	255	39	period	period	NOUN
arjefm-64	255	40	.	.	PUNCT
arjefm-64	256	1	the	the	DET
arjefm-64	256	2	garch	garch	NOUN
arjefm-64	256	3	(	(	PUNCT
arjefm-64	256	4	1	1	NUM
arjefm-64	256	5	,	,	PUNCT
arjefm-64	256	6	1	1	X
arjefm-64	256	7	)	)	PUNCT
arjefm-64	256	8	model	model	NOUN
arjefm-64	256	9	parameters	parameter	NOUN
arjefm-64	256	10	are	be	AUX
arjefm-64	256	11	significant	significant	ADJ
arjefm-64	256	12	at	at	ADP
arjefm-64	256	13	the	the	DET
arjefm-64	256	14	1	1	NUM
arjefm-64	256	15	%	%	NOUN
arjefm-64	256	16	level	level	NOUN
arjefm-64	256	17	in	in	ADP
arjefm-64	256	18	all	all	DET
arjefm-64	256	19	cases	case	NOUN
arjefm-64	256	20	,	,	PUNCT
arjefm-64	256	21	except	except	SCONJ
arjefm-64	256	22	for	for	ADP
arjefm-64	256	23	in	in	ADP
arjefm-64	256	24	south	south	PROPN
arjefm-64	256	25	africa	africa	PROPN
arjefm-64	256	26	,	,	PUNCT
arjefm-64	256	27	where	where	SCONJ
arjefm-64	256	28	they	they	PRON
arjefm-64	256	29	are	be	AUX
arjefm-64	256	30	significant	significant	ADJ
arjefm-64	256	31	at	at	ADP
arjefm-64	256	32	the	the	DET
arjefm-64	256	33	5	5	NUM
arjefm-64	256	34	%	%	NOUN
arjefm-64	256	35	level	level	NOUN
arjefm-64	256	36	,	,	PUNCT
arjefm-64	256	37	and	and	CCONJ
arjefm-64	256	38	for	for	ADP
arjefm-64	256	39	k	k	PROPN
arjefm-64	256	40	,	,	PUNCT
arjefm-64	256	41	which	which	PRON
arjefm-64	256	42	is	be	AUX
arjefm-64	256	43	non	non	ADJ
arjefm-64	256	44	-	-	ADJ
arjefm-64	256	45	significant	significant	ADJ
arjefm-64	256	46	in	in	ADP
arjefm-64	256	47	botswana	botswana	PROPN
arjefm-64	256	48	.	.	PUNCT
arjefm-64	257	1	these	these	DET
arjefm-64	257	2	findings	finding	NOUN
arjefm-64	257	3	suggest	suggest	VERB
arjefm-64	257	4	that	that	SCONJ
arjefm-64	257	5	the	the	DET
arjefm-64	257	6	garch	garch	NOUN
arjefm-64	257	7	(	(	PUNCT
arjefm-64	257	8	1	1	NUM
arjefm-64	257	9	,	,	PUNCT
arjefm-64	257	10	1	1	X
arjefm-64	257	11	)	)	PUNCT
arjefm-64	257	12	model	model	NOUN
arjefm-64	257	13	is	be	AUX
arjefm-64	257	14	a	a	DET
arjefm-64	257	15	good	good	ADJ
arjefm-64	257	16	fit	fit	NOUN
arjefm-64	257	17	for	for	ADP
arjefm-64	257	18	the	the	DET
arjefm-64	257	19	daily	daily	ADJ
arjefm-64	257	20	data	datum	NOUN
arjefm-64	257	21	.	.	PUNCT
arjefm-64	258	1	the	the	DET
arjefm-64	258	2	garch	garch	NOUN
arjefm-64	258	3	-	-	PUNCT
arjefm-64	258	4	midas	midas	PROPN
arjefm-64	258	5	model	model	NOUN
arjefm-64	258	6	,	,	PUNCT
arjefm-64	258	7	,	,	PUNCT
arjefm-64	258	8	,	,	PUNCT
arjefm-64	258	9	rv	rv	PROPN
arjefm-64	258	10	,	,	PUNCT
arjefm-64	258	11	and	and	CCONJ
arjefm-64	258	12	mshows	mshow	VERB
arjefm-64	258	13	positive	positive	ADJ
arjefm-64	258	14	and	and	CCONJ
arjefm-64	258	15	significant	significant	ADJ
arjefm-64	258	16	coefficients	coefficient	NOUN
arjefm-64	258	17	,	,	PUNCT
arjefm-64	258	18	confirming	confirm	VERB
arjefm-64	258	19	its	its	PRON
arjefm-64	258	20	suitability	suitability	NOUN
arjefm-64	258	21	for	for	ADP
arjefm-64	258	22	the	the	DET
arjefm-64	258	23	mixed	mixed	ADJ
arjefm-64	258	24	data	datum	NOUN
arjefm-64	258	25	sampling	sample	VERB
arjefm-64	258	26	model	model	NOUN
arjefm-64	258	27	.	.	PUNCT
arjefm-64	259	1	the	the	DET
arjefm-64	259	2	importance	importance	NOUN
arjefm-64	259	3	lies	lie	VERB
arjefm-64	259	4	in	in	ADP
arjefm-64	259	5	examining	examine	VERB
arjefm-64	259	6	the	the	DET
arjefm-64	259	7	statistical	statistical	ADJ
arjefm-64	259	8	significance	significance	NOUN
arjefm-64	259	9	of	of	ADP
arjefm-64	259	10	the	the	DET
arjefm-64	259	11	coefficient	coefficient	NOUN
arjefm-64	259	12	rv	rv	PROPN
arjefm-64	259	13	to	to	PART
arjefm-64	259	14	understand	understand	VERB
arjefm-64	259	15	if	if	SCONJ
arjefm-64	259	16	ocds	ocds	PROPN
arjefm-64	259	17	or	or	CCONJ
arjefm-64	259	18	gepu	gepu	NOUN
arjefm-64	259	19	impact	impact	VERB
arjefm-64	259	20	the	the	DET
arjefm-64	259	21	long	long	ADJ
arjefm-64	259	22	-	-	PUNCT
arjefm-64	259	23	term	term	NOUN
arjefm-64	259	24	volatility	volatility	NOUN
arjefm-64	259	25	of	of	ADP
arjefm-64	259	26	sadc	sadc	PROPN
arjefm-64	259	27	countries	country	NOUN
arjefm-64	259	28	.	.	PUNCT
arjefm-64	260	1	additionally	additionally	ADV
arjefm-64	260	2	,	,	PUNCT
arjefm-64	260	3	the	the	DET
arjefm-64	260	4	sum	sum	NOUN
arjefm-64	260	5	of	of	ADP
arjefm-64	260	6	arch	arch	ADJ
arjefm-64	260	7	and	and	CCONJ
arjefm-64	260	8	garch	garch	NOUN
arjefm-64	260	9	terms	term	NOUN
arjefm-64	260	10	and	and	CCONJ
arjefm-64	260	11	is	be	AUX
arjefm-64	260	12	less	less	ADJ
arjefm-64	260	13	than	than	ADP
arjefm-64	260	14	one	one	NUM
arjefm-64	260	15	(	(	PUNCT
arjefm-64	260	16	1	1	NUM
arjefm-64	260	17	)	)	PUNCT
arjefm-64	260	18	,	,	PUNCT
arjefm-64	260	19	inferring	infer	VERB
arjefm-64	260	20	that	that	SCONJ
arjefm-64	260	21	ocds	ocds	PROPN
arjefm-64	260	22	does	do	AUX
arjefm-64	260	23	not	not	PART
arjefm-64	260	24	have	have	VERB
arjefm-64	260	25	a	a	DET
arjefm-64	260	26	permanent	permanent	ADJ
arjefm-64	260	27	effect	effect	NOUN
arjefm-64	260	28	on	on	ADP
arjefm-64	260	29	stock	stock	NOUN
arjefm-64	260	30	market	market	NOUN
arjefm-64	260	31	returns	return	NOUN
arjefm-64	260	32	.	.	PUNCT
arjefm-64	261	1	the	the	DET
arjefm-64	261	2	empirical	empirical	ADJ
arjefm-64	261	3	results	result	NOUN
arjefm-64	261	4	from	from	ADP
arjefm-64	261	5	table	table	NOUN
arjefm-64	261	6	5	5	NUM
arjefm-64	261	7	for	for	ADP
arjefm-64	261	8	the	the	DET
arjefm-64	261	9	garch	garch	NOUN
arjefm-64	261	10	-	-	PUNCT
arjefm-64	261	11	midas	midas	PROPN
arjefm-64	261	12	-	-	PUNCT
arjefm-64	261	13	rv+ocds	rv+ocds	PROPN
arjefm-64	261	14	model	model	NOUN
arjefm-64	261	15	demonstrate	demonstrate	VERB
arjefm-64	261	16	significant	significant	ADJ
arjefm-64	261	17	coefficients	coefficient	NOUN
arjefm-64	261	18	rv	rv	PROPN
arjefm-64	261	19	for	for	ADP
arjefm-64	261	20	botswana	botswana	PROPN
arjefm-64	261	21	,	,	PUNCT
arjefm-64	261	22	mauritius	mauritius	PROPN
arjefm-64	261	23	,	,	PUNCT
arjefm-64	261	24	and	and	CCONJ
arjefm-64	261	25	south	south	PROPN
arjefm-64	261	26	africa	africa	PROPN
arjefm-64	261	27	at	at	ADP
arjefm-64	261	28	1	1	NUM
arjefm-64	261	29	%	%	NOUN
arjefm-64	261	30	,	,	PUNCT
arjefm-64	261	31	indicating	indicate	VERB
arjefm-64	261	32	a	a	DET
arjefm-64	261	33	positive	positive	ADJ
arjefm-64	261	34	response	response	NOUN
arjefm-64	261	35	in	in	ADP
arjefm-64	261	36	stock	stock	NOUN
arjefm-64	261	37	returns	return	NOUN
arjefm-64	261	38	to	to	ADP
arjefm-64	261	39	changes	change	NOUN
arjefm-64	261	40	in	in	ADP
arjefm-64	261	41	oil	oil	NOUN
arjefm-64	261	42	consumption	consumption	NOUN
arjefm-64	261	43	demand	demand	NOUN
arjefm-64	261	44	shocks	shock	NOUN
arjefm-64	261	45	.	.	PUNCT
arjefm-64	262	1	the	the	DET
arjefm-64	262	2	estimated	estimate	VERB
arjefm-64	262	3	coefficients	coefficient	NOUN
arjefm-64	262	4	for	for	ADP
arjefm-64	262	5	botswana	botswana	PROPN
arjefm-64	262	6	,	,	PUNCT
arjefm-64	262	7	mauritius	mauritius	PROPN
arjefm-64	262	8	,	,	PUNCT
arjefm-64	262	9	and	and	CCONJ
arjefm-64	262	10	south	south	PROPN
arjefm-64	262	11	africa	africa	PROPN
arjefm-64	262	12	were	be	AUX
arjefm-64	262	13	0.076	0.076	NUM
arjefm-64	262	14	,	,	PUNCT
arjefm-64	262	15	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	262	16	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	263	1	american	american	PROPN
arjefm-64	263	2	research	research	PROPN
arjefm-64	263	3	journal	journal	PROPN
arjefm-64	263	4	of	of	ADP
arjefm-64	263	5	economics	economic	NOUN
arjefm-64	263	6	,	,	PUNCT
arjefm-64	263	7	finance	finance	NOUN
arjefm-64	263	8	and	and	CCONJ
arjefm-64	263	9	management	management	NOUN
arjefm-64	263	10	volume	volume	NOUN
arjefm-64	263	11	12	12	NUM
arjefm-64	263	12	issue	issue	NOUN
arjefm-64	263	13	1	1	NUM
arjefm-64	263	14	,	,	PUNCT
arjefm-64	263	15	january	january	PROPN
arjefm-64	263	16	-	-	PUNCT
arjefm-64	263	17	february	february	PROPN
arjefm-64	263	18	2024	2024	NUM
arjefm-64	263	19	issn	issn	NOUN
arjefm-64	263	20	:	:	PUNCT
arjefm-64	263	21	2836	2836	NUM
arjefm-64	263	22	-	-	SYM
arjefm-64	263	23	9416	9416	NUM
arjefm-64	263	24	impact	impact	NOUN
arjefm-64	263	25	factor	factor	NOUN
arjefm-64	263	26	:	:	PUNCT
arjefm-64	263	27	5.57	5.57	NUM
arjefm-64	263	28	journal	journal	NOUN
arjefm-64	263	29	homepage	homepage	NOUN
arjefm-64	263	30	:	:	PUNCT
arjefm-64	263	31	https://	https://	PROPN
arjefm-64	263	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	263	33	,	,	PUNCT
arjefm-64	263	34	email	email	NOUN
arjefm-64	263	35	:	:	PUNCT
arjefm-64	263	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	263	37	official	official	ADJ
arjefm-64	263	38	journal	journal	PROPN
arjefm-64	263	39	of	of	ADP
arjefm-64	263	40	america	america	PROPN
arjefm-64	263	41	serial	serial	PROPN
arjefm-64	263	42	publication	publication	NOUN
arjefm-64	263	43	american	american	PROPN
arjefm-64	263	44	research	research	PROPN
arjefm-64	263	45	journal	journal	PROPN
arjefm-64	263	46	of	of	ADP
arjefm-64	263	47	economics	economic	NOUN
arjefm-64	263	48	,	,	PUNCT
arjefm-64	263	49	finance	finance	NOUN
arjefm-64	263	50	and	and	CCONJ
arjefm-64	263	51	management	management	NOUN
arjefm-64	263	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	263	53	,	,	PUNCT
arjefm-64	263	54	email	email	NOUN
arjefm-64	263	55	:	:	PUNCT
arjefm-64	263	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	264	1	33	33	NUM
arjefm-64	265	1	|	|	ADV
arjefm-64	265	2	p	p	X
arjefm-64	265	3	a	a	DET
arjefm-64	265	4	g	g	NOUN
arjefm-64	265	5	e	e	NOUN
arjefm-64	265	6	0.001	0.001	NUM
arjefm-64	265	7	,	,	PUNCT
arjefm-64	265	8	and	and	CCONJ
arjefm-64	265	9	0.119	0.119	NUM
arjefm-64	265	10	,	,	PUNCT
arjefm-64	265	11	respectively	respectively	ADV
arjefm-64	265	12	.	.	PUNCT
arjefm-64	266	1	this	this	PRON
arjefm-64	266	2	contradicts	contradict	VERB
arjefm-64	266	3	the	the	DET
arjefm-64	266	4	findings	finding	NOUN
arjefm-64	266	5	of	of	ADP
arjefm-64	266	6	salisu	salisu	NOUN
arjefm-64	266	7	and	and	CCONJ
arjefm-64	266	8	gupta	gupta	PROPN
arjefm-64	266	9	(	(	PUNCT
arjefm-64	266	10	2021	2021	NUM
arjefm-64	266	11	)	)	PUNCT
arjefm-64	266	12	,	,	PUNCT
arjefm-64	266	13	who	who	PRON
arjefm-64	266	14	reported	report	VERB
arjefm-64	266	15	a	a	DET
arjefm-64	266	16	negative	negative	ADJ
arjefm-64	266	17	response	response	NOUN
arjefm-64	266	18	for	for	ADP
arjefm-64	266	19	south	south	PROPN
arjefm-64	266	20	africa	africa	PROPN
arjefm-64	266	21	.	.	PUNCT
arjefm-64	267	1	the	the	DET
arjefm-64	267	2	impact	impact	NOUN
arjefm-64	267	3	of	of	ADP
arjefm-64	267	4	gepu	gepu	NOUN
arjefm-64	267	5	on	on	ADP
arjefm-64	267	6	stock	stock	NOUN
arjefm-64	267	7	market	market	NOUN
arjefm-64	267	8	returns	return	NOUN
arjefm-64	267	9	is	be	AUX
arjefm-64	267	10	not	not	PART
arjefm-64	267	11	permanent	permanent	ADJ
arjefm-64	267	12	.	.	PUNCT
arjefm-64	268	1	in	in	ADP
arjefm-64	268	2	the	the	DET
arjefm-64	268	3	garch	garch	NOUN
arjefm-64	268	4	-	-	PUNCT
arjefm-64	268	5	midas	midas	PROPN
arjefm-64	268	6	-	-	PUNCT
arjefm-64	268	7	rv+gepu	rv+gepu	NOUN
arjefm-64	268	8	model	model	NOUN
arjefm-64	268	9	,	,	PUNCT
arjefm-64	268	10	the	the	DET
arjefm-64	268	11	estimated	estimate	VERB
arjefm-64	268	12	coefficients	coefficient	NOUN
arjefm-64	268	13	for	for	ADP
arjefm-64	268	14	botswana	botswana	PROPN
arjefm-64	268	15	,	,	PUNCT
arjefm-64	268	16	mauritius	mauritius	PROPN
arjefm-64	268	17	,	,	PUNCT
arjefm-64	268	18	and	and	CCONJ
arjefm-64	268	19	south	south	PROPN
arjefm-64	268	20	africa	africa	PROPN
arjefm-64	268	21	are	be	AUX
arjefm-64	268	22	0.056	0.056	NUM
arjefm-64	268	23	,	,	PUNCT
arjefm-64	268	24	4.052e-04	4.052e-04	NUM
arjefm-64	268	25	,	,	PUNCT
arjefm-64	268	26	and	and	CCONJ
arjefm-64	268	27	0.033	0.033	NUM
arjefm-64	268	28	,	,	PUNCT
arjefm-64	268	29	respectively	respectively	ADV
arjefm-64	268	30	.	.	PUNCT
arjefm-64	269	1	these	these	DET
arjefm-64	269	2	outcomes	outcome	NOUN
arjefm-64	269	3	indicate	indicate	VERB
arjefm-64	269	4	that	that	SCONJ
arjefm-64	269	5	gepu	gepu	NOUN
arjefm-64	269	6	has	have	VERB
arjefm-64	269	7	a	a	DET
arjefm-64	269	8	significant	significant	ADJ
arjefm-64	269	9	and	and	CCONJ
arjefm-64	269	10	positive	positive	ADJ
arjefm-64	269	11	effect	effect	NOUN
arjefm-64	269	12	on	on	ADP
arjefm-64	269	13	sadc	sadc	ADJ
arjefm-64	269	14	stock	stock	NOUN
arjefm-64	269	15	markets	market	NOUN
arjefm-64	269	16	for	for	ADP
arjefm-64	269	17	the	the	DET
arjefm-64	269	18	insample	insample	ADJ
arjefm-64	269	19	data	datum	NOUN
arjefm-64	269	20	.	.	PUNCT
arjefm-64	270	1	this	this	DET
arjefm-64	270	2	conclusion	conclusion	NOUN
arjefm-64	270	3	aligns	align	VERB
arjefm-64	270	4	with	with	ADP
arjefm-64	270	5	the	the	DET
arjefm-64	270	6	findings	finding	NOUN
arjefm-64	270	7	of	of	ADP
arjefm-64	270	8	yu	yu	PROPN
arjefm-64	270	9	et	et	PROPN
arjefm-64	270	10	al	al	PROPN
arjefm-64	270	11	.	.	PROPN
arjefm-64	271	1	(	(	PUNCT
arjefm-64	271	2	2021	2021	NUM
arjefm-64	271	3	)	)	PUNCT
arjefm-64	271	4	.	.	PUNCT
arjefm-64	272	1	the	the	DET
arjefm-64	272	2	same	same	ADJ
arjefm-64	272	3	positive	positive	ADJ
arjefm-64	272	4	impact	impact	NOUN
arjefm-64	272	5	of	of	ADP
arjefm-64	272	6	ocds	ocds	PROPN
arjefm-64	272	7	and	and	CCONJ
arjefm-64	272	8	gepu	gepu	NOUN
arjefm-64	272	9	on	on	ADP
arjefm-64	272	10	stock	stock	NOUN
arjefm-64	272	11	markets	market	NOUN
arjefm-64	272	12	is	be	AUX
arjefm-64	272	13	obtained	obtain	VERB
arjefm-64	272	14	for	for	ADP
arjefm-64	272	15	all	all	DET
arjefm-64	272	16	three	three	NUM
arjefm-64	272	17	countries	country	NOUN
arjefm-64	272	18	in	in	ADP
arjefm-64	272	19	the	the	DET
arjefm-64	272	20	full	full	ADJ
arjefm-64	272	21	sample	sample	NOUN
arjefm-64	272	22	(	(	PUNCT
arjefm-64	272	23	table	table	NOUN
arjefm-64	272	24	6	6	NUM
arjefm-64	272	25	)	)	PUNCT
arjefm-64	272	26	.	.	PUNCT
arjefm-64	273	1	the	the	DET
arjefm-64	273	2	estimated	estimate	VERB
arjefm-64	273	3	coefficient	coefficient	NOUN
arjefm-64	273	4	rv	rv	PROPN
arjefm-64	273	5	,	,	PUNCT
arjefm-64	273	6	which	which	PRON
arjefm-64	273	7	is	be	AUX
arjefm-64	273	8	realized	realize	VERB
arjefm-64	273	9	volatilities	volatility	NOUN
arjefm-64	273	10	,	,	PUNCT
arjefm-64	273	11	is	be	AUX
arjefm-64	273	12	0.117	0.117	NUM
arjefm-64	273	13	for	for	ADP
arjefm-64	273	14	botswana	botswana	PROPN
arjefm-64	273	15	,	,	PUNCT
arjefm-64	273	16	0.170	0.170	NUM
arjefm-64	273	17	for	for	ADP
arjefm-64	273	18	mauritius	mauritius	NOUN
arjefm-64	273	19	,	,	PUNCT
arjefm-64	273	20	and	and	CCONJ
arjefm-64	273	21	0.119	0.119	NUM
arjefm-64	273	22	for	for	ADP
arjefm-64	273	23	south	south	PROPN
arjefm-64	273	24	africa	africa	PROPN
arjefm-64	273	25	in	in	ADP
arjefm-64	273	26	for	for	ADP
arjefm-64	273	27	ocds	ocds	PROPN
arjefm-64	273	28	.	.	PUNCT
arjefm-64	274	1	for	for	ADP
arjefm-64	274	2	gepu	gepu	NOUN
arjefm-64	274	3	case	case	NOUN
arjefm-64	274	4	,	,	PUNCT
arjefm-64	274	5	rv	rv	PROPN
arjefm-64	274	6	is	be	AUX
arjefm-64	274	7	0.016	0.016	NUM
arjefm-64	274	8	,	,	PUNCT
arjefm-64	274	9	0.099	0.099	NUM
arjefm-64	274	10	,	,	PUNCT
arjefm-64	274	11	and	and	CCONJ
arjefm-64	274	12	0.014	0.014	NUM
arjefm-64	274	13	for	for	ADP
arjefm-64	274	14	botswana	botswana	PROPN
arjefm-64	274	15	,	,	PUNCT
arjefm-64	274	16	mauritius	mauritius	PROPN
arjefm-64	274	17	,	,	PUNCT
arjefm-64	274	18	and	and	CCONJ
arjefm-64	274	19	south	south	PROPN
arjefm-64	274	20	africa	africa	PROPN
arjefm-64	274	21	respectively	respectively	ADV
arjefm-64	274	22	.	.	PUNCT
arjefm-64	275	1	in	in	ADP
arjefm-64	275	2	all	all	DET
arjefm-64	275	3	cases	case	NOUN
arjefm-64	275	4	(	(	PUNCT
arjefm-64	275	5	full	full	ADJ
arjefm-64	275	6	sample	sample	NOUN
arjefm-64	275	7	and	and	CCONJ
arjefm-64	275	8	in	in	ADP
arjefm-64	275	9	-	-	PUNCT
arjefm-64	275	10	sample	sample	NOUN
arjefm-64	275	11	)	)	PUNCT
arjefm-64	275	12	,	,	PUNCT
arjefm-64	275	13	the	the	DET
arjefm-64	275	14	coefficient	coefficient	NOUN
arjefm-64	275	15	of	of	ADP
arjefm-64	275	16	the	the	DET
arjefm-64	275	17	unconditional	unconditional	ADJ
arjefm-64	275	18	mean	mean	NOUN
arjefm-64	275	19	for	for	ADP
arjefm-64	275	20	stock	stock	NOUN
arjefm-64	275	21	returns	return	NOUN
arjefm-64	275	22	is	be	AUX
arjefm-64	275	23	not	not	PART
arjefm-64	275	24	significant	significant	ADJ
arjefm-64	275	25	,	,	PUNCT
arjefm-64	275	26	except	except	SCONJ
arjefm-64	275	27	for	for	ADP
arjefm-64	275	28	south	south	PROPN
arjefm-64	275	29	africa	africa	PROPN
arjefm-64	275	30	.	.	PUNCT
arjefm-64	276	1	to	to	PART
arjefm-64	276	2	assess	assess	VERB
arjefm-64	276	3	efficacy	efficacy	NOUN
arjefm-64	276	4	of	of	ADP
arjefm-64	276	5	the	the	DET
arjefm-64	276	6	models	model	NOUN
arjefm-64	276	7	garch	garch	NOUN
arjefm-64	276	8	and	and	CCONJ
arjefm-64	276	9	garch	garch	NOUN
arjefm-64	276	10	-	-	PUNCT
arjefm-64	276	11	midas	midas	PROPN
arjefm-64	276	12	-	-	PUNCT
arjefm-64	276	13	rv+ocds	rv+ocds	NOUN
arjefm-64	276	14	/	/	SYM
arjefm-64	276	15	garch	garch	NOUN
arjefm-64	276	16	-	-	PUNCT
arjefm-64	276	17	midasrv+gepu	midasrv+gepu	PROPN
arjefm-64	276	18	,	,	PUNCT
arjefm-64	276	19	we	we	PRON
arjefm-64	276	20	employed	employ	VERB
arjefm-64	276	21	the	the	DET
arjefm-64	276	22	optimal	optimal	ADJ
arjefm-64	276	23	log	log	NOUN
arjefm-64	276	24	-	-	PUNCT
arjefm-64	276	25	likelihood	likelihood	NOUN
arjefm-64	276	26	function	function	NOUN
arjefm-64	276	27	(	(	PUNCT
arjefm-64	276	28	log	log	NOUN
arjefm-64	276	29	-	-	PUNCT
arjefm-64	276	30	l	l	NOUN
arjefm-64	276	31	)	)	PUNCT
arjefm-64	276	32	,	,	PUNCT
arjefm-64	276	33	the	the	DET
arjefm-64	276	34	akaike	akaike	ADJ
arjefm-64	276	35	information	information	NOUN
arjefm-64	276	36	criterion	criterion	NOUN
arjefm-64	276	37	(	(	PUNCT
arjefm-64	276	38	aic	aic	PROPN
arjefm-64	276	39	)	)	PUNCT
arjefm-64	276	40	,	,	PUNCT
arjefm-64	276	41	and	and	CCONJ
arjefm-64	276	42	the	the	DET
arjefm-64	276	43	bayesian	bayesian	ADJ
arjefm-64	276	44	information	information	NOUN
arjefm-64	276	45	criterion	criterion	NOUN
arjefm-64	276	46	(	(	PUNCT
arjefm-64	276	47	bic	bic	PROPN
arjefm-64	276	48	)	)	PUNCT
arjefm-64	276	49	.	.	PUNCT
arjefm-64	277	1	table	table	NOUN
arjefm-64	277	2	7	7	NUM
arjefm-64	277	3	presents	present	VERB
arjefm-64	277	4	the	the	DET
arjefm-64	277	5	insample	insample	ADJ
arjefm-64	277	6	results	result	NOUN
arjefm-64	277	7	.	.	PUNCT
arjefm-64	278	1	upon	upon	SCONJ
arjefm-64	278	2	comparison	comparison	NOUN
arjefm-64	278	3	of	of	ADP
arjefm-64	278	4	the	the	DET
arjefm-64	278	5	traditional	traditional	ADJ
arjefm-64	278	6	garch	garch	NOUN
arjefm-64	278	7	(	(	PUNCT
arjefm-64	278	8	1	1	NUM
arjefm-64	278	9	,	,	PUNCT
arjefm-64	278	10	1	1	X
arjefm-64	278	11	)	)	PUNCT
arjefm-64	278	12	model	model	NOUN
arjefm-64	278	13	with	with	ADP
arjefm-64	278	14	garch	garch	NOUN
arjefm-64	278	15	-	-	PUNCT
arjefm-64	278	16	midas	midas	PROPN
arjefm-64	278	17	-	-	PUNCT
arjefm-64	278	18	rv+ocds	rv+ocds	PROPN
arjefm-64	278	19	based	base	VERB
arjefm-64	278	20	on	on	ADP
arjefm-64	278	21	criterion	criterion	NOUN
arjefm-64	278	22	information	information	NOUN
arjefm-64	278	23	and	and	CCONJ
arjefm-64	278	24	log	log	NOUN
arjefm-64	278	25	-	-	PUNCT
arjefm-64	278	26	likelihood	likelihood	NOUN
arjefm-64	278	27	function	function	NOUN
arjefm-64	278	28	selection	selection	NOUN
arjefm-64	278	29	,	,	PUNCT
arjefm-64	278	30	the	the	DET
arjefm-64	278	31	garch	garch	NOUN
arjefm-64	278	32	-	-	PUNCT
arjefm-64	278	33	midas	midas	PROPN
arjefm-64	278	34	-	-	PUNCT
arjefm-64	278	35	rv+ocds	rv+ocds	PROPN
arjefm-64	278	36	model	model	NOUN
arjefm-64	278	37	outperformed	outperform	VERB
arjefm-64	278	38	garch	garch	NOUN
arjefm-64	278	39	(	(	PUNCT
arjefm-64	278	40	1	1	NUM
arjefm-64	278	41	,	,	PUNCT
arjefm-64	278	42	1	1	NUM
arjefm-64	278	43	)	)	PUNCT
arjefm-64	278	44	.	.	PUNCT
arjefm-64	279	1	comparing	compare	VERB
arjefm-64	279	2	the	the	DET
arjefm-64	279	3	fitness	fitness	NOUN
arjefm-64	279	4	of	of	ADP
arjefm-64	279	5	garch	garch	NOUN
arjefm-64	279	6	(	(	PUNCT
arjefm-64	279	7	1,1	1,1	NUM
arjefm-64	279	8	)	)	PUNCT
arjefm-64	279	9	and	and	CCONJ
arjefm-64	279	10	garchmidas	garchmidas	ADJ
arjefm-64	279	11	-	-	PUNCT
arjefm-64	279	12	rv+gepu	rv+gepu	NOUN
arjefm-64	279	13	models	model	NOUN
arjefm-64	279	14	shows	show	VERB
arjefm-64	279	15	that	that	SCONJ
arjefm-64	279	16	the	the	DET
arjefm-64	279	17	latter	latter	NOUN
arjefm-64	279	18	has	have	VERB
arjefm-64	279	19	superior	superior	ADJ
arjefm-64	279	20	fitness	fitness	NOUN
arjefm-64	279	21	for	for	ADP
arjefm-64	279	22	the	the	DET
arjefm-64	279	23	given	give	VERB
arjefm-64	279	24	countries	country	NOUN
arjefm-64	279	25	.	.	PUNCT
arjefm-64	280	1	heteroscedasticity	heteroscedasticity	NOUN
arjefm-64	280	2	5	5	NUM
arjefm-64	280	3	.	.	PUNCT
arjefm-64	280	4	in	in	ADP
arjefm-64	280	5	-	-	PUNCT
arjefm-64	280	6	sample	sample	NOUN
arjefm-64	280	7	estimates	estimate	NOUN
arjefm-64	280	8	of	of	ADP
arjefm-64	280	9	the	the	DET
arjefm-64	280	10	garch	garch	NOUN
arjefm-64	280	11	-	-	PUNCT
arjefm-64	280	12	midas	midas	PROPN
arjefm-64	280	13	model	model	NOUN
arjefm-64	280	14	for	for	ADP
arjefm-64	280	15	three	three	NUM
arjefm-64	280	16	stock	stock	NOUN
arjefm-64	280	17	returns	return	NOUN
arjefm-64	280	18	.	.	PUNCT
arjefm-64	281	1	oil	oil	NOUN
arjefm-64	281	2	consumption	consumption	NOUN
arjefm-64	281	3	demand	demand	NOUN
arjefm-64	281	4	shock	shock	NOUN
arjefm-64	281	5	botswa	botswa	NOUN
arjefm-64	281	6	na	na	ADP
arjefm-64	281	7	-1.586e-06	-1.586e-06	PRON
arjefm-64	281	8	(	(	PUNCT
arjefm-64	281	9	3.466e-05	3.466e-05	NUM
arjefm-64	281	10	)	)	PUNCT
arjefm-64	281	11	0.179	0.179	NOUN
arjefm-64	281	12	*	*	PUNCT
arjefm-64	281	13	*	*	PUNCT
arjefm-64	281	14	*	*	PUNCT
arjefm-64	281	15	(	(	PUNCT
arjefm-64	281	16	0.007	0.007	NUM
arjefm-64	281	17	)	)	PUNCT
arjefm-64	281	18	0.317	0.317	NUM
arjefm-64	281	19	*	*	PUNCT
arjefm-64	281	20	*	*	PUNCT
arjefm-64	281	21	*	*	PUNCT
arjefm-64	281	22	(	(	PUNCT
arjefm-64	281	23	0.014	0.014	NUM
arjefm-64	281	24	)	)	PUNCT
arjefm-64	281	25	0.076	0.076	NUM
arjefm-64	281	26	*	*	PUNCT
arjefm-64	281	27	*	*	PUNCT
arjefm-64	281	28	*	*	PUNCT
arjefm-64	281	29	(	(	PUNCT
arjefm-64	281	30	0.002	0.002	NUM
arjefm-64	281	31	)	)	PUNCT
arjefm-64	281	32	6.744	6.744	NUM
arjefm-64	281	33	*	*	PUNCT
arjefm-64	281	34	*	*	PUNCT
arjefm-64	281	35	*	*	PUNCT
arjefm-64	281	36	(	(	PUNCT
arjefm-64	281	37	1.169	1.169	NUM
arjefm-64	281	38	)	)	PUNCT
arjefm-64	281	39	0.001	0.001	NUM
arjefm-64	281	40	*	*	PUNCT
arjefm-64	281	41	*	*	PUNCT
arjefm-64	281	42	*	*	PUNCT
arjefm-64	281	43	(	(	PUNCT
arjefm-64	281	44	1.078e-05	1.078e-05	NUM
arjefm-64	281	45	)	)	PUNCT
arjefm-64	281	46	mauriti	mauriti	NOUN
arjefm-64	281	47	us	we	PRON
arjefm-64	281	48	3.449e-06	3.449e-06	NUM
arjefm-64	281	49	(	(	PUNCT
arjefm-64	281	50	2.903e-05	2.903e-05	NUM
arjefm-64	281	51	)	)	PUNCT
arjefm-64	281	52	0.251	0.251	NUM
arjefm-64	281	53	*	*	PUNCT
arjefm-64	281	54	*	*	PUNCT
arjefm-64	281	55	*	*	PUNCT
arjefm-64	281	56	(	(	PUNCT
arjefm-64	281	57	0.019	0.019	NUM
arjefm-64	281	58	)	)	PUNCT
arjefm-64	281	59	0.444	0.444	NUM
arjefm-64	281	60	*	*	PUNCT
arjefm-64	281	61	*	*	PUNCT
arjefm-64	281	62	*	*	PUNCT
arjefm-64	281	63	(	(	PUNCT
arjefm-64	281	64	0.039	0.039	NUM
arjefm-64	281	65	)	)	PUNCT
arjefm-64	281	66	0.001	0.001	NUM
arjefm-64	281	67	*	*	PUNCT
arjefm-64	281	68	*	*	PUNCT
arjefm-64	281	69	*	*	PUNCT
arjefm-64	281	70	(	(	PUNCT
arjefm-64	281	71	4.147e-04	4.147e-04	NUM
arjefm-64	281	72	)	)	PUNCT
arjefm-64	281	73	2.096	2.096	NUM
arjefm-64	281	74	*	*	PUNCT
arjefm-64	281	75	*	*	PUNCT
arjefm-64	281	76	*	*	PUNCT
arjefm-64	281	77	(	(	PUNCT
arjefm-64	281	78	0.501	0.501	NUM
arjefm-64	281	79	)	)	PUNCT
arjefm-64	281	80	0.001	0.001	NUM
arjefm-64	281	81	*	*	PUNCT
arjefm-64	281	82	*	*	PUNCT
arjefm-64	281	83	*	*	PUNCT
arjefm-64	281	84	(	(	PUNCT
arjefm-64	281	85	2.958e-05	2.958e-05	NUM
arjefm-64	281	86	)	)	PUNCT
arjefm-64	281	87	south	south	PROPN
arjefm-64	281	88	africa	africa	PROPN
arjefm-64	282	1	-1.991e-04	-1.991e-04	PROPN
arjefm-64	282	2	*	*	PROPN
arjefm-64	282	3	*	*	PUNCT
arjefm-64	282	4	(	(	PUNCT
arjefm-64	282	5	8.980e-05	8.980e-05	NUM
arjefm-64	282	6	)	)	PUNCT
arjefm-64	282	7	0.083	0.083	NUM
arjefm-64	282	8	*	*	PUNCT
arjefm-64	282	9	*	*	PUNCT
arjefm-64	282	10	*	*	PUNCT
arjefm-64	282	11	(	(	PUNCT
arjefm-64	282	12	0.010	0.010	NUM
arjefm-64	282	13	)	)	PUNCT
arjefm-64	282	14	0.881	0.881	NUM
arjefm-64	282	15	*	*	PUNCT
arjefm-64	282	16	*	*	PUNCT
arjefm-64	282	17	*	*	PUNCT
arjefm-64	282	18	(	(	PUNCT
arjefm-64	282	19	0.018	0.018	NUM
arjefm-64	282	20	)	)	PUNCT
arjefm-64	282	21	0.119	0.119	NUM
arjefm-64	282	22	*	*	PUNCT
arjefm-64	282	23	*	*	PUNCT
arjefm-64	282	24	*	*	PUNCT
arjefm-64	282	25	(	(	PUNCT
arjefm-64	282	26	0.037	0.037	NUM
arjefm-64	282	27	)	)	PUNCT
arjefm-64	282	28	8.639	8.639	NUM
arjefm-64	282	29	(	(	PUNCT
arjefm-64	282	30	10.173	10.173	NUM
arjefm-64	282	31	)	)	PUNCT
arjefm-64	282	32	0.004	0.004	NUM
arjefm-64	283	1	*	*	PUNCT
arjefm-64	283	2	*	*	PUNCT
arjefm-64	283	3	*	*	PUNCT
arjefm-64	283	4	(	(	PUNCT
arjefm-64	283	5	5.735e-04	5.735e-04	NUM
arjefm-64	283	6	)	)	PUNCT
arjefm-64	283	7	gepu	gepu	NOUN
arjefm-64	283	8	variable	variable	NOUN
arjefm-64	283	9	rv	rv	PROPN
arjefm-64	283	10	w	w	PROPN
arjefm-64	283	11	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	283	12	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	284	1	american	american	PROPN
arjefm-64	284	2	research	research	PROPN
arjefm-64	284	3	journal	journal	PROPN
arjefm-64	284	4	of	of	ADP
arjefm-64	284	5	economics	economic	NOUN
arjefm-64	284	6	,	,	PUNCT
arjefm-64	284	7	finance	finance	NOUN
arjefm-64	284	8	and	and	CCONJ
arjefm-64	284	9	management	management	NOUN
arjefm-64	284	10	volume	volume	NOUN
arjefm-64	284	11	12	12	NUM
arjefm-64	284	12	issue	issue	NOUN
arjefm-64	284	13	1	1	NUM
arjefm-64	284	14	,	,	PUNCT
arjefm-64	284	15	january	january	PROPN
arjefm-64	284	16	-	-	PUNCT
arjefm-64	284	17	february	february	PROPN
arjefm-64	284	18	2024	2024	NUM
arjefm-64	284	19	issn	issn	NOUN
arjefm-64	284	20	:	:	PUNCT
arjefm-64	284	21	2836	2836	NUM
arjefm-64	284	22	-	-	SYM
arjefm-64	284	23	9416	9416	NUM
arjefm-64	284	24	impact	impact	NOUN
arjefm-64	284	25	factor	factor	NOUN
arjefm-64	284	26	:	:	PUNCT
arjefm-64	284	27	5.57	5.57	NUM
arjefm-64	284	28	journal	journal	NOUN
arjefm-64	284	29	homepage	homepage	NOUN
arjefm-64	284	30	:	:	PUNCT
arjefm-64	284	31	https://	https://	PROPN
arjefm-64	284	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	284	33	,	,	PUNCT
arjefm-64	284	34	email	email	NOUN
arjefm-64	284	35	:	:	PUNCT
arjefm-64	284	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	284	37	official	official	ADJ
arjefm-64	284	38	journal	journal	PROPN
arjefm-64	284	39	of	of	ADP
arjefm-64	284	40	america	america	PROPN
arjefm-64	284	41	serial	serial	PROPN
arjefm-64	284	42	publication	publication	NOUN
arjefm-64	284	43	american	american	PROPN
arjefm-64	284	44	research	research	PROPN
arjefm-64	284	45	journal	journal	PROPN
arjefm-64	284	46	of	of	ADP
arjefm-64	284	47	economics	economic	NOUN
arjefm-64	284	48	,	,	PUNCT
arjefm-64	284	49	finance	finance	NOUN
arjefm-64	284	50	and	and	CCONJ
arjefm-64	284	51	management	management	NOUN
arjefm-64	284	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	284	53	,	,	PUNCT
arjefm-64	284	54	email	email	NOUN
arjefm-64	284	55	:	:	PUNCT
arjefm-64	284	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	285	1	34	34	NUM
arjefm-64	286	1	|	|	ADV
arjefm-64	286	2	p	p	X
arjefm-64	286	3	a	a	DET
arjefm-64	286	4	g	g	NOUN
arjefm-64	286	5	e	e	NOUN
arjefm-64	286	6	table	table	NOUN
arjefm-64	286	7	1	1	NUM
arjefm-64	286	8	.	.	PUNCT
arjefm-64	286	9	descriptive	descriptive	ADJ
arjefm-64	286	10	statistics	statistic	NOUN
arjefm-64	286	11	of	of	ADP
arjefm-64	286	12	the	the	DET
arjefm-64	286	13	gepu	gepu	PROPN
arjefm-64	286	14	index	index	PROPN
arjefm-64	286	15	,	,	PUNCT
arjefm-64	286	16	stock	stock	NOUN
arjefm-64	286	17	index	index	NOUN
arjefm-64	286	18	series	series	NOUN
arjefm-64	286	19	and	and	CCONJ
arjefm-64	286	20	oil	oil	NOUN
arjefm-64	286	21	consumption	consumption	NOUN
arjefm-64	286	22	.	.	PUNCT
arjefm-64	287	1	variable	variable	ADJ
arjefm-64	287	2	obs	obs	PROPN
arjefm-64	287	3	.	.	PROPN
arjefm-64	287	4	freq	freq	PROPN
arjefm-64	287	5	.	.	PUNCT
arjefm-64	288	1	mean	mean	ADJ
arjefm-64	288	2	median	median	ADJ
arjefm-64	288	3	min	min	PROPN
arjefm-64	288	4	max	max	PROPN
arjefm-64	288	5	std	std	PROPN
arjefm-64	288	6	.	.	PROPN
arjefm-64	288	7	skew	skew	NOUN
arjefm-64	288	8	.	.	PUNCT
arjefm-64	289	1	kurt	kurt	PROPN
arjefm-64	289	2	.	.	PUNCT
arjefm-64	290	1	botswana	botswana	PROPN
arjefm-64	290	2	3258	3258	NUM
arjefm-64	290	3	daily	daily	ADJ
arjefm-64	290	4	8.074	8.074	NUM
arjefm-64	290	5	7.599	7.599	NUM
arjefm-64	290	6	6.074	6.074	NUM
arjefm-64	290	7	11.097	11.097	NUM
arjefm-64	290	8	1.205	1.205	NUM
arjefm-64	290	9	0.610	0.610	NUM
arjefm-64	290	10	2.292	2.292	NUM
arjefm-64	290	11	mauritius	mauritius	PROPN
arjefm-64	290	12	3258	3258	NUM
arjefm-64	290	13	daily	daily	ADJ
arjefm-64	290	14	617.048	617.048	NUM
arjefm-64	290	15	1.916	1.916	NUM
arjefm-64	290	16	1.001	1.001	NUM
arjefm-64	290	17	9986.00	9986.00	NUM
arjefm-64	290	18	7641.027	7641.027	PROPN
arjefm-64	290	19	12.347	12.347	NUM
arjefm-64	290	20	153.547	153.547	NUM
arjefm-64	290	21	south	south	NOUN
arjefm-64	290	22	af	af	PROPN
arjefm-64	290	23	.	.	PROPN
arjefm-64	290	24	3258	3258	NUM
arjefm-64	290	25	daily	daily	ADJ
arjefm-64	290	26	2.766	2.766	NUM
arjefm-64	290	27	3.085	3.085	NUM
arjefm-64	290	28	1.086	1.086	NUM
arjefm-64	290	29	4.226	4.226	NUM
arjefm-64	290	30	0.784	0.784	NUM
arjefm-64	290	31	-0.407	-0.407	NUM
arjefm-64	290	32	1.820	1.820	NUM
arjefm-64	290	33	gepuindex	gepuindex	NOUN
arjefm-64	290	34	168	168	NUM
arjefm-64	290	35	month	month	NOUN
arjefm-64	290	36	171.899	171.899	NUM
arjefm-64	290	37	151.220	151.220	NUM
arjefm-64	290	38	79.848	79.848	NUM
arjefm-64	290	39	437.144	437.144	NUM
arjefm-64	290	40	70.618	70.618	NUM
arjefm-64	290	41	1.179	1.179	NUM
arjefm-64	290	42	4.003	4.003	NUM
arjefm-64	290	43	oilcons	oilcon	NOUN
arjefm-64	290	44	168	168	NUM
arjefm-64	290	45	month	month	NOUN
arjefm-64	290	46	0.139	0.139	NUM
arjefm-64	290	47	0.629	0.629	NUM
arjefm-64	290	48	-2.420	-2.420	NUM
arjefm-64	290	49	8.732	8.732	NUM
arjefm-64	290	50	4.210	4.210	NUM
arjefm-64	290	51	-0.929	-0.929	NOUN
arjefm-64	290	52	6.354	6.354	NUM
arjefm-64	290	53	source	source	NOUN
arjefm-64	290	54	:	:	PUNCT
arjefm-64	290	55	author	author	NOUN
arjefm-64	290	56	calculations	calculation	NOUN
arjefm-64	290	57	using	use	VERB
arjefm-64	290	58	the	the	DET
arjefm-64	290	59	data	datum	NOUN
arjefm-64	290	60	of	of	ADP
arjefm-64	290	61	the	the	DET
arjefm-64	290	62	regression	regression	NOUN
arjefm-64	290	63	(	(	PUNCT
arjefm-64	290	64	www.investing.com	www.investing.com	X
arjefm-64	290	65	and	and	CCONJ
arjefm-64	290	66	www.policyuncertainty.com	www.policyuncertainty.com	NUM
arjefm-64	290	67	)	)	PUNCT
arjefm-64	290	68	.	.	PUNCT
arjefm-64	291	1	gepu	gepu	NOUN
arjefm-64	291	2	=	=	PUNCT
arjefm-64	292	1	global	global	ADJ
arjefm-64	292	2	economic	economic	ADJ
arjefm-64	292	3	policy	policy	NOUN
arjefm-64	292	4	uncertainty	uncertainty	NOUN
arjefm-64	292	5	;	;	PUNCT
arjefm-64	292	6	oilcons	oilcon	NOUN
arjefm-64	292	7	=	=	PUNCT
arjefm-64	292	8	oil	oil	NOUN
arjefm-64	292	9	consumption	consumption	NOUN
arjefm-64	292	10	.	.	PUNCT
arjefm-64	293	1	table	table	NOUN
arjefm-64	293	2	2	2	NUM
arjefm-64	293	3	.	.	PUNCT
arjefm-64	293	4	descriptive	descriptive	ADJ
arjefm-64	293	5	statistics	statistic	NOUN
arjefm-64	293	6	of	of	ADP
arjefm-64	293	7	the	the	DET
arjefm-64	293	8	gepu	gepu	NOUN
arjefm-64	293	9	change	change	NOUN
arjefm-64	293	10	rate	rate	NOUN
arjefm-64	293	11	,	,	PUNCT
arjefm-64	293	12	stock	stock	NOUN
arjefm-64	293	13	return	return	NOUN
arjefm-64	293	14	series	series	NOUN
arjefm-64	293	15	and	and	CCONJ
arjefm-64	293	16	oil	oil	NOUN
arjefm-64	293	17	consumption	consumption	NOUN
arjefm-64	293	18	.	.	PUNCT
arjefm-64	294	1	variable	variable	PROPN
arjefm-64	294	2	botswana	botswana	PROPN
arjefm-64	294	3	obs	obs	PROPN
arjefm-64	294	4	.	.	PROPN
arjefm-64	294	5	3257	3257	NUM
arjefm-64	294	6	freq	freq	NOUN
arjefm-64	294	7	.	.	PUNCT
arjefm-64	295	1	daily	daily	ADJ
arjefm-64	295	2	mean	mean	NOUN
arjefm-64	295	3	-6.46e-05	-6.46e-05	PROPN
arjefm-64	295	4	median	median	NOUN
arjefm-64	295	5	0.000	0.000	NUM
arjefm-64	295	6	min	min	NOUN
arjefm-64	295	7	1.897	1.897	NUM
arjefm-64	295	8	max	max	PROPN
arjefm-64	295	9	2.074	2.074	NUM
arjefm-64	295	10	std	std	NOUN
arjefm-64	295	11	.	.	PROPN
arjefm-64	295	12	0.151	0.151	NUM
arjefm-64	295	13	skew	skew	NOUN
arjefm-64	295	14	.	.	PUNCT
arjefm-64	296	1	0.852	0.852	NUM
arjefm-64	296	2	kurt	kurt	NOUN
arjefm-64	296	3	.	.	PUNCT
arjefm-64	297	1	63.024	63.024	NUM
arjefm-64	297	2	mauritius	mauritius	NOUN
arjefm-64	297	3	3257	3257	NUM
arjefm-64	297	4	daily	daily	ADJ
arjefm-64	297	5	-0.003	-0.003	NOUN
arjefm-64	297	6	-0.002	-0.002	PUNCT
arjefm-64	297	7	-499.51	-499.51	PROPN
arjefm-64	297	8	499.934	499.934	NUM
arjefm-64	297	9	17.496	17.496	NUM
arjefm-64	297	10	0.003	0.003	NUM
arjefm-64	297	11	814.215	814.215	NUM
arjefm-64	297	12	south	south	NOUN
arjefm-64	297	13	af	af	PROPN
arjefm-64	297	14	3257	3257	NUM
arjefm-64	297	15	daily	daily	ADV
arjefm-64	297	16	-0.011	-0.011	NUM
arjefm-64	297	17	-0.018	-0.018	PUNCT
arjefm-64	297	18	-3.970	-3.970	X
arjefm-64	297	19	4.115	4.115	NUM
arjefm-64	297	20	0.565	0.565	NUM
arjefm-64	297	21	0.405	0.405	NUM
arjefm-64	297	22	9.209	9.209	NUM
arjefm-64	297	23	urgepu	urgepu	ADJ
arjefm-64	297	24	167	167	NUM
arjefm-64	297	25	monthly	monthly	ADJ
arjefm-64	297	26	5.073	5.073	NUM
arjefm-64	297	27	5.019	5.019	NUM
arjefm-64	297	28	4.380	4.380	NUM
arjefm-64	297	29	6.080	6.080	NUM
arjefm-64	297	30	0.376	0.376	NUM
arjefm-64	297	31	0.462	0.462	NUM
arjefm-64	297	32	2.376	2.376	NUM
arjefm-64	297	33	oilcons	oilcon	NOUN
arjefm-64	297	34	93	93	NUM
arjefm-64	297	35	monthly	monthly	ADJ
arjefm-64	297	36	0.751	0.751	NUM
arjefm-64	297	37	0.913	0.913	NUM
arjefm-64	297	38	-2.859	-2.859	NUM
arjefm-64	297	39	2.167	2.167	NUM
arjefm-64	297	40	0.928	0.928	NUM
arjefm-64	297	41	-0.869	-0.869	SYM
arjefm-64	297	42	4.260	4.260	NUM
arjefm-64	297	43	source	source	NOUN
arjefm-64	297	44	:	:	PUNCT
arjefm-64	297	45	author	author	NOUN
arjefm-64	297	46	calculations	calculation	NOUN
arjefm-64	297	47	using	use	VERB
arjefm-64	297	48	the	the	DET
arjefm-64	297	49	data	datum	NOUN
arjefm-64	297	50	of	of	ADP
arjefm-64	297	51	the	the	DET
arjefm-64	297	52	regression	regression	NOUN
arjefm-64	297	53	(	(	PUNCT
arjefm-64	297	54	www.investing.com	www.investing.com	X
arjefm-64	297	55	and	and	CCONJ
arjefm-64	297	56	www.policyuncertainty.com	www.policyuncertainty.com	NUM
arjefm-64	297	57	)	)	PUNCT
arjefm-64	297	58	.	.	PUNCT
arjefm-64	298	1	gepu	gepu	PROPN
arjefm-64	298	2	=	=	SYM
arjefm-64	298	3	global	global	ADJ
arjefm-64	298	4	economic	economic	ADJ
arjefm-64	298	5	policy	policy	NOUN
arjefm-64	298	6	uncertainty	uncertainty	NOUN
arjefm-64	298	7	;	;	PUNCT
arjefm-64	298	8	oilcons	oilcon	NOUN
arjefm-64	298	9	=	=	NOUN
arjefm-64	298	10	oil	oil	NOUN
arjefm-64	298	11	consumption	consumption	NOUN
arjefm-64	298	12	;	;	PUNCT
arjefm-64	298	13	urgepu	urgepu	PROPN
arjefm-64	298	14	=	=	NOUN
arjefm-64	298	15	gepu	gepu	NOUN
arjefm-64	298	16	change	change	NOUN
arjefm-64	298	17	rate	rate	NOUN
arjefm-64	298	18	.	.	PUNCT
arjefm-64	299	1	table	table	NOUN
arjefm-64	299	2	3	3	NUM
arjefm-64	299	3	.	.	PUNCT
arjefm-64	300	1	statistical	statistical	ADJ
arjefm-64	300	2	properties	property	NOUN
arjefm-64	300	3	of	of	ADP
arjefm-64	300	4	gepu	gepu	NOUN
arjefm-64	300	5	,	,	PUNCT
arjefm-64	300	6	stock	stock	NOUN
arjefm-64	300	7	return	return	NOUN
arjefm-64	300	8	series	series	NOUN
arjefm-64	300	9	and	and	CCONJ
arjefm-64	300	10	oil	oil	NOUN
arjefm-64	300	11	consumption	consumption	NOUN
arjefm-64	300	12	.	.	PUNCT
arjefm-64	301	1	variable	variable	ADJ
arjefm-64	301	2	adf	adf	PROPN
arjefm-64	301	3	pp	pp	INTJ
arjefm-64	301	4	vr	vr	PROPN
arjefm-64	301	5	jb	jb	PROPN
arjefm-64	301	6	arch	arch	PROPN
arjefm-64	301	7	botswana	botswana	PROPN
arjefm-64	301	8	-15.302	-15.302	PROPN
arjefm-64	301	9	*	*	PUNCT
arjefm-64	301	10	*	*	PUNCT
arjefm-64	301	11	*	*	PUNCT
arjefm-64	301	12	-63.621	-63.621	PUNCT
arjefm-64	301	13	*	*	PUNCT
arjefm-64	301	14	*	*	PUNCT
arjefm-64	301	15	*	*	PUNCT
arjefm-64	301	16	4.819	4.819	NUM
arjefm-64	301	17	*	*	PUNCT
arjefm-64	301	18	*	*	PUNCT
arjefm-64	301	19	*	*	PUNCT
arjefm-64	301	20	489629.5	489629.5	NUM
arjefm-64	301	21	*	*	PUNCT
arjefm-64	301	22	*	*	PUNCT
arjefm-64	301	23	*	*	PUNCT
arjefm-64	301	24	188.165	188.165	NUM
arjefm-64	301	25	*	*	PUNCT
arjefm-64	301	26	*	*	PROPN
arjefm-64	301	27	*	*	PROPN
arjefm-64	301	28	mauritius	mauritius	PROPN
arjefm-64	301	29	-12.903	-12.903	PROPN
arjefm-64	301	30	*	*	PUNCT
arjefm-64	302	1	*	*	PUNCT
arjefm-64	302	2	*	*	PUNCT
arjefm-64	303	1	-57.140	-57.140	ADJ
arjefm-64	303	2	*	*	PUNCT
arjefm-64	303	3	*	*	PUNCT
arjefm-64	303	4	*	*	PUNCT
arjefm-64	304	1	11.977	11.977	PUNCT
arjefm-64	304	2	*	*	PUNCT
arjefm-64	304	3	*	*	PUNCT
arjefm-64	304	4	*	*	PUNCT
arjefm-64	304	5	89360408	89360408	NUM
arjefm-64	304	6	*	*	PUNCT
arjefm-64	304	7	*	*	PUNCT
arjefm-64	304	8	*	*	PUNCT
arjefm-64	304	9	365.836	365.836	NUM
arjefm-64	304	10	*	*	PUNCT
arjefm-64	304	11	*	*	PUNCT
arjefm-64	304	12	*	*	PUNCT
arjefm-64	304	13	south	south	X
arjefm-64	304	14	af	af	PROPN
arjefm-64	304	15	-42.784	-42.784	PROPN
arjefm-64	304	16	*	*	PROPN
arjefm-64	304	17	*	*	PUNCT
arjefm-64	304	18	*	*	PUNCT
arjefm-64	304	19	-57.647	-57.647	PUNCT
arjefm-64	304	20	*	*	PUNCT
arjefm-64	304	21	*	*	PUNCT
arjefm-64	304	22	*	*	PUNCT
arjefm-64	305	1	13.072	13.072	NUM
arjefm-64	305	2	*	*	PUNCT
arjefm-64	305	3	*	*	PUNCT
arjefm-64	305	4	*	*	PUNCT
arjefm-64	305	5	5324.812	5324.812	NUM
arjefm-64	305	6	*	*	NOUN
arjefm-64	305	7	*	*	PUNCT
arjefm-64	305	8	*	*	PUNCT
arjefm-64	306	1	687.59	687.59	NUM
arjefm-64	306	2	*	*	PUNCT
arjefm-64	306	3	*	*	PUNCT
arjefm-64	306	4	*	*	PUNCT
arjefm-64	306	5	urgepu	urgepu	ADJ
arjefm-64	306	6	-4.711	-4.711	PUNCT
arjefm-64	306	7	*	*	PROPN
arjefm-64	306	8	*	*	PUNCT
arjefm-64	306	9	*	*	PUNCT
arjefm-64	306	10	-4.563	-4.563	PROPN
arjefm-64	306	11	*	*	PUNCT
arjefm-64	306	12	*	*	PUNCT
arjefm-64	306	13	*	*	PUNCT
arjefm-64	306	14	3.019	3.019	NUM
arjefm-64	306	15	*	*	PUNCT
arjefm-64	306	16	*	*	PUNCT
arjefm-64	306	17	8.705	8.705	NUM
arjefm-64	306	18	*	*	SYM
arjefm-64	306	19	*	*	NOUN
arjefm-64	306	20	0.308	0.308	NUM
arjefm-64	306	21	oilcons	oilcon	NOUN
arjefm-64	306	22	0.360	0.360	NUM
arjefm-64	306	23	*	*	SYM
arjefm-64	306	24	*	*	PUNCT
arjefm-64	306	25	-9.015	-9.015	PUNCT
arjefm-64	306	26	*	*	PUNCT
arjefm-64	306	27	*	*	PUNCT
arjefm-64	306	28	*	*	PUNCT
arjefm-64	306	29	3.188	3.188	NUM
arjefm-64	306	30	*	*	PUNCT
arjefm-64	306	31	*	*	PUNCT
arjefm-64	306	32	*	*	PUNCT
arjefm-64	306	33	17.853	17.853	NUM
arjefm-64	306	34	*	*	PUNCT
arjefm-64	306	35	*	*	PUNCT
arjefm-64	306	36	*	*	PUNCT
arjefm-64	307	1	0.110	0.110	NUM
arjefm-64	307	2	*	*	PUNCT
arjefm-64	307	3	*	*	PUNCT
arjefm-64	307	4	*	*	PUNCT
arjefm-64	307	5	and	and	CCONJ
arjefm-64	307	6	*	*	NOUN
arjefm-64	307	7	*	*	NOUN
arjefm-64	307	8	denote	denote	NOUN
arjefm-64	307	9	significance	significance	NOUN
arjefm-64	307	10	at	at	ADP
arjefm-64	307	11	1	1	NUM
arjefm-64	307	12	and	and	CCONJ
arjefm-64	307	13	5	5	NUM
arjefm-64	307	14	%	%	NOUN
arjefm-64	307	15	levels	level	NOUN
arjefm-64	307	16	,	,	PUNCT
arjefm-64	307	17	respectively	respectively	ADV
arjefm-64	307	18	.	.	PUNCT
arjefm-64	308	1	adf	adf	PROPN
arjefm-64	308	2	=	=	PROPN
arjefm-64	308	3	augmented	augment	VERB
arjefm-64	308	4	dickey	dickey	NOUN
arjefm-64	308	5	-	-	PUNCT
arjefm-64	308	6	fuller	fuller	NOUN
arjefm-64	308	7	;	;	PUNCT
arjefm-64	308	8	pp	pp	ADP
arjefm-64	308	9	=	=	SYM
arjefm-64	308	10	phillipsperron	phillipsperron	NOUN
arjefm-64	308	11	;	;	PUNCT
arjefm-64	308	12	vr	vr	PROPN
arjefm-64	308	13	=	=	PROPN
arjefm-64	308	14	vratio	vratio	NOUN
arjefm-64	308	15	;	;	PUNCT
arjefm-64	308	16	jb	jb	PROPN
arjefm-64	308	17	=	=	NOUN
arjefm-64	308	18	jarque	jarque	NOUN
arjefm-64	308	19	-	-	PUNCT
arjefm-64	308	20	bera	bera	NOUN
arjefm-64	308	21	;	;	PUNCT
arjefm-64	308	22	gepu	gepu	NOUN
arjefm-64	308	23	=	=	SYM
arjefm-64	308	24	global	global	ADJ
arjefm-64	308	25	economic	economic	ADJ
arjefm-64	308	26	policy	policy	NOUN
arjefm-64	308	27	uncertainty	uncertainty	NOUN
arjefm-64	308	28	;	;	PUNCT
arjefm-64	308	29	oilcons	oilcon	NOUN
arjefm-64	308	30	=	=	NOUN
arjefm-64	308	31	oil	oil	NOUN
arjefm-64	308	32	consumption	consumption	NOUN
arjefm-64	308	33	;	;	PUNCT
arjefm-64	308	34	urgepu	urgepu	PROPN
arjefm-64	308	35	=	=	NOUN
arjefm-64	308	36	gepu	gepu	NOUN
arjefm-64	308	37	change	change	NOUN
arjefm-64	308	38	rate	rate	NOUN
arjefm-64	308	39	.	.	PUNCT
arjefm-64	309	1	mailto:contact@americaserial.com	mailto:contact@americaserial.com	X
arjefm-64	309	2	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	309	3	http://www.investing.com/	http://www.investing.com/	PROPN
arjefm-64	309	4	http://www.investing.com/	http://www.investing.com/	PROPN
arjefm-64	309	5	http://www.policyuncertainty.com/	http://www.policyuncertainty.com/	PROPN
arjefm-64	309	6	http://www.policyuncertainty.com/	http://www.policyuncertainty.com/	PROPN
arjefm-64	309	7	http://www.policyuncertainty.com/	http://www.policyuncertainty.com/	PROPN
arjefm-64	309	8	american	american	PROPN
arjefm-64	309	9	research	research	PROPN
arjefm-64	309	10	journal	journal	PROPN
arjefm-64	309	11	of	of	ADP
arjefm-64	309	12	economics	economic	NOUN
arjefm-64	309	13	,	,	PUNCT
arjefm-64	309	14	finance	finance	NOUN
arjefm-64	309	15	and	and	CCONJ
arjefm-64	309	16	management	management	NOUN
arjefm-64	309	17	volume	volume	NOUN
arjefm-64	309	18	12	12	NUM
arjefm-64	309	19	issue	issue	NOUN
arjefm-64	309	20	1	1	NUM
arjefm-64	309	21	,	,	PUNCT
arjefm-64	309	22	january	january	PROPN
arjefm-64	309	23	-	-	PUNCT
arjefm-64	309	24	february	february	PROPN
arjefm-64	309	25	2024	2024	NUM
arjefm-64	309	26	issn	issn	NOUN
arjefm-64	309	27	:	:	PUNCT
arjefm-64	309	28	2836	2836	NUM
arjefm-64	309	29	-	-	SYM
arjefm-64	309	30	9416	9416	NUM
arjefm-64	309	31	impact	impact	NOUN
arjefm-64	309	32	factor	factor	NOUN
arjefm-64	309	33	:	:	PUNCT
arjefm-64	309	34	5.57	5.57	NUM
arjefm-64	309	35	journal	journal	NOUN
arjefm-64	309	36	homepage	homepage	NOUN
arjefm-64	309	37	:	:	PUNCT
arjefm-64	309	38	https://	https://	PROPN
arjefm-64	309	39	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	309	40	,	,	PUNCT
arjefm-64	309	41	email	email	NOUN
arjefm-64	309	42	:	:	PUNCT
arjefm-64	309	43	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	309	44	official	official	ADJ
arjefm-64	309	45	journal	journal	PROPN
arjefm-64	309	46	of	of	ADP
arjefm-64	309	47	america	america	PROPN
arjefm-64	309	48	serial	serial	PROPN
arjefm-64	309	49	publication	publication	NOUN
arjefm-64	309	50	american	american	PROPN
arjefm-64	309	51	research	research	PROPN
arjefm-64	309	52	journal	journal	PROPN
arjefm-64	309	53	of	of	ADP
arjefm-64	309	54	economics	economic	NOUN
arjefm-64	309	55	,	,	PUNCT
arjefm-64	309	56	finance	finance	NOUN
arjefm-64	309	57	and	and	CCONJ
arjefm-64	309	58	management	management	NOUN
arjefm-64	309	59	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	309	60	,	,	PUNCT
arjefm-64	309	61	email	email	NOUN
arjefm-64	309	62	:	:	PUNCT
arjefm-64	309	63	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	309	64	35	35	NUM
arjefm-64	310	1	|	|	ADV
arjefm-64	310	2	p	p	NOUN
arjefm-64	310	3	a	a	DET
arjefm-64	310	4	g	g	NOUN
arjefm-64	310	5	e	e	NOUN
arjefm-64	310	6	botswa	botswa	NOUN
arjefm-64	310	7	na	na	X
arjefm-64	310	8	-1.020e-05	-1.020e-05	PROPN
arjefm-64	310	9	(	(	PUNCT
arjefm-64	310	10	3.861e-05	3.861e-05	NUM
arjefm-64	310	11	)	)	PUNCT
arjefm-64	310	12	0.050	0.050	NUM
arjefm-64	310	13	*	*	PUNCT
arjefm-64	310	14	*	*	PUNCT
arjefm-64	310	15	*	*	PUNCT
arjefm-64	310	16	(	(	PUNCT
arjefm-64	310	17	0.003	0.003	NUM
arjefm-64	310	18	)	)	PUNCT
arjefm-64	310	19	0.900	0.900	NUM
arjefm-64	310	20	*	*	PUNCT
arjefm-64	310	21	*	*	PUNCT
arjefm-64	310	22	*	*	PUNCT
arjefm-64	310	23	(	(	PUNCT
arjefm-64	310	24	0.004	0.004	NUM
arjefm-64	310	25	)	)	PUNCT
arjefm-64	310	26	0.056	0.056	NUM
arjefm-64	310	27	*	*	X
arjefm-64	310	28	*	*	PUNCT
arjefm-64	310	29	(	(	PUNCT
arjefm-64	310	30	0.025	0.025	NUM
arjefm-64	310	31	)	)	PUNCT
arjefm-64	310	32	6.22	6.22	NUM
arjefm-64	310	33	(	(	PUNCT
arjefm-64	310	34	1.620e+1	1.620e+1	NUM
arjefm-64	310	35	6	6	NUM
arjefm-64	310	36	)	)	PUNCT
arjefm-64	310	37	0.044	0.044	NUM
arjefm-64	310	38	*	*	PUNCT
arjefm-64	310	39	*	*	PUNCT
arjefm-64	310	40	(	(	PUNCT
arjefm-64	310	41	0.0192	0.0192	NUM
arjefm-64	310	42	)	)	PUNCT
arjefm-64	310	43	mauriti	mauriti	NOUN
arjefm-64	310	44	us	us	PROPN
arjefm-64	310	45	8.396e-06	8.396e-06	NUM
arjefm-64	310	46	(	(	PUNCT
arjefm-64	310	47	2.943e-05	2.943e-05	NUM
arjefm-64	310	48	)	)	PUNCT
arjefm-64	310	49	0.265	0.265	NOUN
arjefm-64	310	50	*	*	PUNCT
arjefm-64	310	51	*	*	PUNCT
arjefm-64	310	52	*	*	PUNCT
arjefm-64	310	53	(	(	PUNCT
arjefm-64	310	54	0.020	0.020	NUM
arjefm-64	310	55	)	)	PUNCT
arjefm-64	310	56	0.362	0.362	NUM
arjefm-64	311	1	*	*	PUNCT
arjefm-64	311	2	*	*	PUNCT
arjefm-64	311	3	*	*	PUNCT
arjefm-64	311	4	(	(	PUNCT
arjefm-64	311	5	0.045	0.045	NUM
arjefm-64	311	6	)	)	PUNCT
arjefm-64	311	7	0.001	0.001	NUM
arjefm-64	311	8	*	*	PUNCT
arjefm-64	311	9	*	*	PUNCT
arjefm-64	311	10	*	*	PUNCT
arjefm-64	311	11	(	(	PUNCT
arjefm-64	311	12	4.052e-04	4.052e-04	NUM
arjefm-64	311	13	)	)	PUNCT
arjefm-64	311	14	2.105	2.105	NUM
arjefm-64	311	15	*	*	PUNCT
arjefm-64	311	16	*	*	PUNCT
arjefm-64	311	17	*	*	PUNCT
arjefm-64	311	18	(	(	PUNCT
arjefm-64	311	19	0.483	0.483	NUM
arjefm-64	311	20	)	)	PUNCT
arjefm-64	311	21	0.001	0.001	NUM
arjefm-64	311	22	*	*	PUNCT
arjefm-64	311	23	*	*	PUNCT
arjefm-64	311	24	*	*	PUNCT
arjefm-64	311	25	(	(	PUNCT
arjefm-64	311	26	2.690e-05	2.690e-05	NUM
arjefm-64	311	27	)	)	PUNCT
arjefm-64	311	28	south	south	PROPN
arjefm-64	311	29	africa	africa	PROPN
arjefm-64	311	30	-2.087e-04	-2.087e-04	PROPN
arjefm-64	311	31	*	*	PROPN
arjefm-64	311	32	*	*	PROPN
arjefm-64	311	33	(	(	PUNCT
arjefm-64	311	34	8.923e-05	8.923e-05	NUM
arjefm-64	311	35	)	)	PUNCT
arjefm-64	312	1	0.087	0.087	NUM
arjefm-64	312	2	*	*	PUNCT
arjefm-64	312	3	*	*	PUNCT
arjefm-64	312	4	*	*	PUNCT
arjefm-64	312	5	(	(	PUNCT
arjefm-64	312	6	0.013	0.013	NUM
arjefm-64	312	7	)	)	PUNCT
arjefm-64	312	8	0.872	0.872	NUM
arjefm-64	312	9	*	*	PUNCT
arjefm-64	312	10	*	*	PUNCT
arjefm-64	312	11	*	*	PUNCT
arjefm-64	312	12	(	(	PUNCT
arjefm-64	312	13	0.023	0.023	NUM
arjefm-64	312	14	)	)	PUNCT
arjefm-64	312	15	0.126	0.126	NUM
arjefm-64	312	16	*	*	PUNCT
arjefm-64	312	17	*	*	PUNCT
arjefm-64	312	18	*	*	PUNCT
arjefm-64	312	19	(	(	PUNCT
arjefm-64	312	20	0.033	0.033	NUM
arjefm-64	312	21	)	)	PUNCT
arjefm-64	312	22	8.385	8.385	NUM
arjefm-64	312	23	(	(	PUNCT
arjefm-64	312	24	8.906	8.906	NUM
arjefm-64	312	25	)	)	PUNCT
arjefm-64	312	26	0.003	0.003	NUM
arjefm-64	312	27	*	*	PUNCT
arjefm-64	312	28	*	*	PUNCT
arjefm-64	312	29	*	*	PUNCT
arjefm-64	312	30	(	(	PUNCT
arjefm-64	312	31	5.465e-04	5.465e-04	NUM
arjefm-64	312	32	)	)	PUNCT
arjefm-64	313	1	*	*	PUNCT
arjefm-64	314	1	*	*	PUNCT
arjefm-64	314	2	*	*	PUNCT
arjefm-64	314	3	,	,	PUNCT
arjefm-64	314	4	*	*	PUNCT
arjefm-64	314	5	*	*	PUNCT
arjefm-64	314	6	and	and	CCONJ
arjefm-64	314	7	*	*	PUNCT
arjefm-64	314	8	represent	represent	VERB
arjefm-64	314	9	1	1	NUM
arjefm-64	314	10	,	,	PUNCT
arjefm-64	314	11	5	5	NUM
arjefm-64	314	12	,	,	PUNCT
arjefm-64	314	13	and	and	CCONJ
arjefm-64	314	14	10	10	NUM
arjefm-64	314	15	%	%	NOUN
arjefm-64	314	16	level	level	NOUN
arjefm-64	314	17	of	of	ADP
arjefm-64	314	18	significance	significance	NOUN
arjefm-64	314	19	,	,	PUNCT
arjefm-64	314	20	respectively	respectively	ADV
arjefm-64	314	21	.	.	PUNCT
arjefm-64	315	1	garch	garch	NOUN
arjefm-64	315	2	=	=	NOUN
arjefm-64	315	3	generalized	generalize	VERB
arjefm-64	315	4	autoregressive	autoregressive	ADJ
arjefm-64	315	5	conditional	conditional	ADJ
arjefm-64	315	6	heteroskedasticity	heteroskedasticity	NOUN
arjefm-64	315	7	.	.	PUNCT
arjefm-64	316	1	table	table	NOUN
arjefm-64	316	2	6	6	NUM
arjefm-64	316	3	.	.	PUNCT
arjefm-64	317	1	full	full	ADJ
arjefm-64	317	2	sample	sample	NOUN
arjefm-64	317	3	estimates	estimate	NOUN
arjefm-64	317	4	of	of	ADP
arjefm-64	317	5	garch	garch	NOUN
arjefm-64	317	6	-	-	PUNCT
arjefm-64	317	7	midas	midas	PROPN
arjefm-64	317	8	for	for	ADP
arjefm-64	317	9	three	three	NUM
arjefm-64	317	10	stock	stock	NOUN
arjefm-64	317	11	returns	return	NOUN
arjefm-64	317	12	.	.	PUNCT
arjefm-64	318	1	botswana	botswana	PROPN
arjefm-64	318	2	south	south	PROPN
arjefm-64	318	3	africa	africa	PROPN
arjefm-64	318	4	garch	garch	NOUN
arjefm-64	318	5	-	-	PUNCT
arjefm-64	318	6	midas+oil	midas+oil	NOUN
arjefm-64	318	7	consumption	consumption	NOUN
arjefm-64	318	8	oil	oil	NOUN
arjefm-64	318	9	1.510e-05	1.510e-05	NUM
arjefm-64	318	10	(	(	PUNCT
arjefm-64	318	11	2.680	2.680	NUM
arjefm-64	318	12	)	)	PUNCT
arjefm-64	318	13	0.157	0.157	NUM
arjefm-64	318	14	*	*	PUNCT
arjefm-64	318	15	*	*	PUNCT
arjefm-64	318	16	*	*	PUNCT
arjefm-64	318	17	(	(	PUNCT
arjefm-64	318	18	5.975e03	5.975e03	NUM
arjefm-64	318	19	)	)	PUNCT
arjefm-64	318	20	0.341	0.341	NUM
arjefm-64	318	21	*	*	PUNCT
arjefm-64	318	22	*	*	PUNCT
arjefm-64	318	23	*	*	PUNCT
arjefm-64	318	24	(	(	PUNCT
arjefm-64	318	25	0.014	0.014	NUM
arjefm-64	318	26	)	)	PUNCT
arjefm-64	318	27	0.117	0.117	NUM
arjefm-64	318	28	*	*	PUNCT
arjefm-64	318	29	*	*	PUNCT
arjefm-64	318	30	*	*	PUNCT
arjefm-64	318	31	(	(	PUNCT
arjefm-64	318	32	1.971e-3	1.971e-3	NUM
arjefm-64	318	33	)	)	PUNCT
arjefm-64	318	34	-1.731e-05	-1.731e-05	PROPN
arjefm-64	318	35	(	(	PUNCT
arjefm-64	318	36	2.807e05	2.807e05	NUM
arjefm-64	318	37	)	)	PUNCT
arjefm-64	318	38	0.316	0.316	NUM
arjefm-64	318	39	*	*	PUNCT
arjefm-64	318	40	*	*	PUNCT
arjefm-64	318	41	*	*	PUNCT
arjefm-64	318	42	(	(	PUNCT
arjefm-64	318	43	0.015	0.015	NUM
arjefm-64	318	44	)	)	PUNCT
arjefm-64	318	45	0.441	0.441	NUM
arjefm-64	318	46	*	*	PUNCT
arjefm-64	318	47	*	*	PUNCT
arjefm-64	318	48	*	*	PUNCT
arjefm-64	318	49	(	(	PUNCT
arjefm-64	318	50	0.020	0.020	NUM
arjefm-64	318	51	)	)	PUNCT
arjefm-64	318	52	0.170	0.170	NUM
arjefm-64	318	53	*	*	PUNCT
arjefm-64	318	54	*	*	PUNCT
arjefm-64	318	55	*	*	PUNCT
arjefm-64	318	56	(	(	PUNCT
arjefm-64	318	57	5.266e03	5.266e03	NUM
arjefm-64	318	58	)	)	PUNCT
arjefm-64	318	59	-2.064e-04	-2.064e-04	PROPN
arjefm-64	318	60	*	*	PUNCT
arjefm-64	318	61	*	*	PUNCT
arjefm-64	318	62	(	(	PUNCT
arjefm-64	318	63	8.224e-05	8.224e-05	NUM
arjefm-64	318	64	)	)	PUNCT
arjefm-64	318	65	0.100	0.100	NUM
arjefm-64	318	66	*	*	PUNCT
arjefm-64	318	67	*	*	PUNCT
arjefm-64	318	68	*	*	PUNCT
arjefm-64	318	69	(	(	PUNCT
arjefm-64	318	70	0.011	0.011	NUM
arjefm-64	318	71	)	)	PUNCT
arjefm-64	318	72	0.843	0.843	NUM
arjefm-64	318	73	*	*	PUNCT
arjefm-64	318	74	*	*	PUNCT
arjefm-64	318	75	*	*	PUNCT
arjefm-64	318	76	(	(	PUNCT
arjefm-64	318	77	0.019	0.019	NUM
arjefm-64	318	78	)	)	PUNCT
arjefm-64	318	79	0.119	0.119	NUM
arjefm-64	318	80	*	*	PUNCT
arjefm-64	319	1	*	*	PUNCT
arjefm-64	319	2	*	*	PUNCT
arjefm-64	319	3	(	(	PUNCT
arjefm-64	319	4	0.019	0.019	NUM
arjefm-64	319	5	)	)	PUNCT
arjefm-64	319	6	w	w	ADP
arjefm-64	319	7	6.030	6.030	NUM
arjefm-64	319	8	*	*	NOUN
arjefm-64	319	9	*	*	PUNCT
arjefm-64	319	10	*	*	PUNCT
arjefm-64	319	11	(	(	PUNCT
arjefm-64	319	12	0.388	0.388	NUM
arjefm-64	319	13	)	)	PUNCT
arjefm-64	319	14	26.616	26.616	NUM
arjefm-64	319	15	*	*	PUNCT
arjefm-64	319	16	*	*	PUNCT
arjefm-64	319	17	*	*	PUNCT
arjefm-64	319	18	(	(	PUNCT
arjefm-64	319	19	1.893	1.893	NUM
arjefm-64	319	20	)	)	PUNCT
arjefm-64	319	21	8.168	8.168	NUM
arjefm-64	319	22	*	*	NOUN
arjefm-64	319	23	*	*	PUNCT
arjefm-64	319	24	(	(	PUNCT
arjefm-64	319	25	4.130	4.130	NUM
arjefm-64	319	26	)	)	PUNCT
arjefm-64	319	27	m	m	VERB
arjefm-64	319	28	1.09e-03	1.09e-03	NUM
arjefm-64	319	29	*	*	NOUN
arjefm-64	319	30	*	*	PUNCT
arjefm-64	319	31	*	*	PUNCT
arjefm-64	319	32	(	(	PUNCT
arjefm-64	319	33	8.866e-06	8.866e-06	NUM
arjefm-64	319	34	)	)	PUNCT
arjefm-64	319	35	1.271e-03	1.271e-03	NUM
arjefm-64	319	36	*	*	PUNCT
arjefm-64	319	37	*	*	PUNCT
arjefm-64	319	38	*	*	PUNCT
arjefm-64	319	39	(	(	PUNCT
arjefm-64	319	40	4.473e-05	4.473e-05	NUM
arjefm-64	319	41	)	)	PUNCT
arjefm-64	319	42	4.083e-03	4.083e-03	NUM
arjefm-64	320	1	*	*	PUNCT
arjefm-64	320	2	*	*	PUNCT
arjefm-64	320	3	*	*	PUNCT
arjefm-64	320	4	(	(	PUNCT
arjefm-64	320	5	3.156e-4	3.156e-4	NUM
arjefm-64	320	6	)	)	PUNCT
arjefm-64	320	7	table	table	NOUN
arjefm-64	320	8	4	4	NUM
arjefm-64	320	9	.	.	PUNCT
arjefm-64	321	1	in	in	ADP
arjefm-64	321	2	-	-	PUNCT
arjefm-64	321	3	sample	sample	NOUN
arjefm-64	321	4	estimates	estimate	NOUN
arjefm-64	321	5	of	of	ADP
arjefm-64	321	6	the	the	DET
arjefm-64	321	7	garch	garch	NOUN
arjefm-64	321	8	model	model	NOUN
arjefm-64	321	9	for	for	ADP
arjefm-64	321	10	three	three	NUM
arjefm-64	321	11	stock	stock	NOUN
arjefm-64	321	12	returns	return	NOUN
arjefm-64	321	13	.	.	PUNCT
arjefm-64	322	1	variabl	variabl	NOUN
arjefm-64	322	2	e	e	PROPN
arjefm-64	322	3	k	k	PROPN
arjefm-64	322	4	botswana	botswana	PROPN
arjefm-64	322	5	-0.005(0.006	-0.005(0.006	PROPN
arjefm-64	322	6	)	)	PUNCT
arjefm-64	322	7	0.011***(3.780e04	0.011***(3.780e04	NUM
arjefm-64	322	8	)	)	PUNCT
arjefm-64	322	9	0.264***(0.012	0.264***(0.012	NUM
arjefm-64	322	10	)	)	PUNCT
arjefm-64	322	11	0.272***(0.021	0.272***(0.021	NOUN
arjefm-64	322	12	)	)	PUNCT
arjefm-64	322	13	mauritius	mauritius	NOUN
arjefm-64	322	14	0.004***(5.400e04	0.004***(5.400e04	NUM
arjefm-64	322	15	)	)	PUNCT
arjefm-64	322	16	0.243***0.339	0.243***0.339	PROPN
arjefm-64	322	17	)	)	PUNCT
arjefm-64	322	18	0.006***(0.001	0.006***(0.001	PROPN
arjefm-64	322	19	)	)	PUNCT
arjefm-64	322	20	8.960e04***(2.080e04	8.960e04***(2.080e04	NUM
arjefm-64	322	21	)	)	PUNCT
arjefm-64	322	22	south	south	PROPN
arjefm-64	322	23	africa	africa	PROPN
arjefm-64	322	24	0.004	0.004	NUM
arjefm-64	323	1	*	*	PUNCT
arjefm-64	323	2	*	*	PUNCT
arjefm-64	323	3	*	*	PUNCT
arjefm-64	323	4	(	(	PUNCT
arjefm-64	323	5	0.001	0.001	NUM
arjefm-64	323	6	)	)	PUNCT
arjefm-64	323	7	0.082***(0.008	0.082***(0.008	NOUN
arjefm-64	323	8	)	)	PUNCT
arjefm-64	323	9	0.901***(0.009	0.901***(0.009	NUM
arjefm-64	323	10	)	)	PUNCT
arjefm-64	324	1	-0.019**(0.008	-0.019**(0.008	PUNCT
arjefm-64	324	2	)	)	PUNCT
arjefm-64	325	1	*	*	PUNCT
arjefm-64	326	1	*	*	PUNCT
arjefm-64	326	2	*	*	PUNCT
arjefm-64	326	3	,	,	PUNCT
arjefm-64	326	4	*	*	PUNCT
arjefm-64	326	5	*	*	PUNCT
arjefm-64	326	6	and	and	CCONJ
arjefm-64	326	7	*	*	PUNCT
arjefm-64	326	8	represent	represent	VERB
arjefm-64	326	9	1	1	NUM
arjefm-64	326	10	,	,	PUNCT
arjefm-64	326	11	5	5	NUM
arjefm-64	326	12	,	,	PUNCT
arjefm-64	326	13	and	and	CCONJ
arjefm-64	326	14	10	10	NUM
arjefm-64	326	15	%	%	NOUN
arjefm-64	326	16	level	level	NOUN
arjefm-64	326	17	of	of	ADP
arjefm-64	326	18	significance	significance	NOUN
arjefm-64	326	19	,	,	PUNCT
arjefm-64	326	20	respectively	respectively	ADV
arjefm-64	326	21	.	.	PUNCT
arjefm-64	327	1	garch	garch	NOUN
arjefm-64	327	2	=	=	SYM
arjefm-64	327	3	generalized	generalize	VERB
arjefm-64	327	4	autoregressive	autoregressive	ADJ
arjefm-64	327	5	conditional	conditional	ADJ
arjefm-64	327	6	2008	2008	NUM
arjefm-64	327	7	2022	2022	NUM
arjefm-64	327	8	mauritius	mauritius	PROPN
arjefm-64	327	9	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	327	10	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	328	1	american	american	PROPN
arjefm-64	328	2	research	research	PROPN
arjefm-64	328	3	journal	journal	PROPN
arjefm-64	328	4	of	of	ADP
arjefm-64	328	5	economics	economic	NOUN
arjefm-64	328	6	,	,	PUNCT
arjefm-64	328	7	finance	finance	NOUN
arjefm-64	328	8	and	and	CCONJ
arjefm-64	328	9	management	management	NOUN
arjefm-64	328	10	volume	volume	NOUN
arjefm-64	328	11	12	12	NUM
arjefm-64	328	12	issue	issue	NOUN
arjefm-64	328	13	1	1	NUM
arjefm-64	328	14	,	,	PUNCT
arjefm-64	328	15	january	january	PROPN
arjefm-64	328	16	-	-	PUNCT
arjefm-64	328	17	february	february	PROPN
arjefm-64	328	18	2024	2024	NUM
arjefm-64	328	19	issn	issn	NOUN
arjefm-64	328	20	:	:	PUNCT
arjefm-64	328	21	2836	2836	NUM
arjefm-64	328	22	-	-	SYM
arjefm-64	328	23	9416	9416	NUM
arjefm-64	328	24	impact	impact	NOUN
arjefm-64	328	25	factor	factor	NOUN
arjefm-64	328	26	:	:	PUNCT
arjefm-64	328	27	5.57	5.57	NUM
arjefm-64	328	28	journal	journal	NOUN
arjefm-64	328	29	homepage	homepage	NOUN
arjefm-64	328	30	:	:	PUNCT
arjefm-64	328	31	https://	https://	PROPN
arjefm-64	328	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	328	33	,	,	PUNCT
arjefm-64	328	34	email	email	NOUN
arjefm-64	328	35	:	:	PUNCT
arjefm-64	328	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	328	37	official	official	ADJ
arjefm-64	328	38	journal	journal	PROPN
arjefm-64	328	39	of	of	ADP
arjefm-64	328	40	america	america	PROPN
arjefm-64	328	41	serial	serial	PROPN
arjefm-64	328	42	publication	publication	NOUN
arjefm-64	328	43	american	american	PROPN
arjefm-64	328	44	research	research	PROPN
arjefm-64	328	45	journal	journal	PROPN
arjefm-64	328	46	of	of	ADP
arjefm-64	328	47	economics	economic	NOUN
arjefm-64	328	48	,	,	PUNCT
arjefm-64	328	49	finance	finance	NOUN
arjefm-64	328	50	and	and	CCONJ
arjefm-64	328	51	management	management	NOUN
arjefm-64	328	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	328	53	,	,	PUNCT
arjefm-64	328	54	email	email	NOUN
arjefm-64	328	55	:	:	PUNCT
arjefm-64	328	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	329	1	36	36	NUM
arjefm-64	330	1	|	|	ADV
arjefm-64	330	2	p	p	X
arjefm-64	330	3	a	a	DET
arjefm-64	330	4	g	g	NOUN
arjefm-64	330	5	e	e	NOUN
arjefm-64	330	6	garch	garch	NOUN
arjefm-64	330	7	-	-	PUNCT
arjefm-64	330	8	midas+gepu	midas+gepu	PROPN
arjefm-64	330	9	gepu	gepu	NOUN
arjefm-64	330	10	1.653e-05	1.653e-05	NUM
arjefm-64	330	11	(	(	PUNCT
arjefm-64	330	12	0.532	0.532	NUM
arjefm-64	330	13	)	)	PUNCT
arjefm-64	330	14	0.151	0.151	NUM
arjefm-64	330	15	*	*	PUNCT
arjefm-64	330	16	*	*	PUNCT
arjefm-64	330	17	*	*	PUNCT
arjefm-64	330	18	(	(	PUNCT
arjefm-64	330	19	5.688e03	5.688e03	NUM
arjefm-64	330	20	)	)	PUNCT
arjefm-64	330	21	0.342	0.342	NUM
arjefm-64	330	22	*	*	PUNCT
arjefm-64	330	23	*	*	PUNCT
arjefm-64	330	24	*	*	PUNCT
arjefm-64	330	25	(	(	PUNCT
arjefm-64	330	26	0.0142	0.0142	NUM
arjefm-64	330	27	)	)	PUNCT
arjefm-64	330	28	0.016	0.016	NUM
arjefm-64	330	29	*	*	PUNCT
arjefm-64	330	30	*	*	PUNCT
arjefm-64	330	31	*	*	PUNCT
arjefm-64	330	32	(	(	PUNCT
arjefm-64	330	33	5.085e04	5.085e04	NOUN
arjefm-64	330	34	)	)	PUNCT
arjefm-64	330	35	-3.119e-05	-3.119e-05	PROPN
arjefm-64	330	36	(	(	PUNCT
arjefm-64	330	37	3.227e05	3.227e05	NUM
arjefm-64	330	38	)	)	PUNCT
arjefm-64	330	39	0.050	0.050	NUM
arjefm-64	330	40	*	*	PUNCT
arjefm-64	330	41	*	*	PUNCT
arjefm-64	330	42	*	*	PUNCT
arjefm-64	330	43	(	(	PUNCT
arjefm-64	330	44	1.720e03	1.720e03	NUM
arjefm-64	330	45	)	)	PUNCT
arjefm-64	330	46	0.900	0.900	NUM
arjefm-64	330	47	*	*	PUNCT
arjefm-64	330	48	*	*	PUNCT
arjefm-64	330	49	*	*	PUNCT
arjefm-64	330	50	(	(	PUNCT
arjefm-64	330	51	0.010	0.010	NUM
arjefm-64	330	52	)	)	PUNCT
arjefm-64	330	53	0.099	0.099	NUM
arjefm-64	330	54	*	*	PUNCT
arjefm-64	330	55	*	*	PUNCT
arjefm-64	330	56	*	*	PUNCT
arjefm-64	330	57	(	(	PUNCT
arjefm-64	330	58	6.770e03	6.770e03	NUM
arjefm-64	330	59	)	)	PUNCT
arjefm-64	330	60	2.008e-04	2.008e-04	NUM
arjefm-64	330	61	*	*	NOUN
arjefm-64	330	62	*	*	PUNCT
arjefm-64	330	63	(	(	PUNCT
arjefm-64	330	64	8.206e-05	8.206e-05	NUM
arjefm-64	330	65	)	)	PUNCT
arjefm-64	330	66	0.106	0.106	NUM
arjefm-64	330	67	*	*	PUNCT
arjefm-64	330	68	*	*	PUNCT
arjefm-64	330	69	*	*	PUNCT
arjefm-64	330	70	(	(	PUNCT
arjefm-64	330	71	0.011	0.011	NUM
arjefm-64	330	72	)	)	PUNCT
arjefm-64	330	73	0.833	0.833	NUM
arjefm-64	330	74	*	*	PUNCT
arjefm-64	330	75	*	*	PUNCT
arjefm-64	330	76	*	*	PUNCT
arjefm-64	330	77	(	(	PUNCT
arjefm-64	330	78	0.020	0.020	NUM
arjefm-64	330	79	)	)	PUNCT
arjefm-64	330	80	0.014	0.014	NUM
arjefm-64	330	81	*	*	PUNCT
arjefm-64	330	82	*	*	PUNCT
arjefm-64	330	83	*	*	PUNCT
arjefm-64	330	84	(	(	PUNCT
arjefm-64	330	85	4.737e03	4.737e03	NOUN
arjefm-64	330	86	)	)	PUNCT
arjefm-64	330	87	w	w	ADP
arjefm-64	330	88	5.681	5.681	NUM
arjefm-64	330	89	*	*	PUNCT
arjefm-64	330	90	*	*	PUNCT
arjefm-64	330	91	*	*	PUNCT
arjefm-64	330	92	(	(	PUNCT
arjefm-64	330	93	0.290	0.290	NUM
arjefm-64	330	94	)	)	PUNCT
arjefm-64	330	95	5	5	NUM
arjefm-64	330	96	*	*	PUNCT
arjefm-64	330	97	*	*	PUNCT
arjefm-64	330	98	*	*	PUNCT
arjefm-64	330	99	(	(	PUNCT
arjefm-64	330	100	0.133	0.133	NUM
arjefm-64	330	101	)	)	PUNCT
arjefm-64	330	102	8.118	8.118	NUM
arjefm-64	330	103	*	*	SYM
arjefm-64	330	104	*	*	PUNCT
arjefm-64	330	105	(	(	PUNCT
arjefm-64	330	106	4.026	4.026	NUM
arjefm-64	330	107	)	)	PUNCT
arjefm-64	330	108	m	m	VERB
arjefm-64	330	109	1.113e-06	1.113e-06	NUM
arjefm-64	330	110	*	*	PUNCT
arjefm-64	330	111	*	*	PUNCT
arjefm-64	330	112	*	*	PUNCT
arjefm-64	330	113	(	(	PUNCT
arjefm-64	330	114	1.894e-08	1.894e-08	NUM
arjefm-64	330	115	)	)	PUNCT
arjefm-64	330	116	-1.028e-6	-1.028e-6	NOUN
arjefm-64	330	117	*	*	PUNCT
arjefm-64	330	118	*	*	PUNCT
arjefm-64	330	119	*	*	PUNCT
arjefm-64	330	120	(	(	PUNCT
arjefm-64	330	121	1.754e-07	1.754e-07	NUM
arjefm-64	330	122	)	)	PUNCT
arjefm-64	330	123	1.711e-05	1.711e-05	NUM
arjefm-64	330	124	*	*	PUNCT
arjefm-64	330	125	*	*	PUNCT
arjefm-64	330	126	*	*	PUNCT
arjefm-64	330	127	(	(	PUNCT
arjefm-64	330	128	2.613e-06	2.613e-06	NUM
arjefm-64	330	129	)	)	PUNCT
arjefm-64	330	130	the	the	DET
arjefm-64	330	131	levels	level	NOUN
arjefm-64	330	132	of	of	ADP
arjefm-64	330	133	significance	significance	NOUN
arjefm-64	330	134	are	be	AUX
arjefm-64	330	135	represented	represent	VERB
arjefm-64	330	136	by	by	ADP
arjefm-64	330	137	*	*	PROPN
arjefm-64	330	138	*	*	PUNCT
arjefm-64	330	139	*	*	NOUN
arjefm-64	330	140	,	,	PUNCT
arjefm-64	330	141	*	*	PUNCT
arjefm-64	330	142	*	*	PUNCT
arjefm-64	330	143	,	,	PUNCT
arjefm-64	330	144	and	and	CCONJ
arjefm-64	330	145	*	*	NUM
arjefm-64	330	146	,	,	PUNCT
arjefm-64	330	147	respectively	respectively	ADV
arjefm-64	330	148	,	,	PUNCT
arjefm-64	330	149	indicating	indicate	VERB
arjefm-64	330	150	1	1	NUM
arjefm-64	330	151	,	,	PUNCT
arjefm-64	330	152	5	5	NUM
arjefm-64	330	153	,	,	PUNCT
arjefm-64	330	154	and	and	CCONJ
arjefm-64	330	155	10	10	NUM
arjefm-64	330	156	%	%	NOUN
arjefm-64	330	157	.	.	PUNCT
arjefm-64	331	1	garch	garch	NOUN
arjefm-64	331	2	-	-	PUNCT
arjefm-64	331	3	midas	midas	PROPN
arjefm-64	331	4	refers	refer	VERB
arjefm-64	331	5	to	to	ADP
arjefm-64	331	6	generalized	generalized	ADJ
arjefm-64	331	7	autoregressive	autoregressive	ADJ
arjefm-64	331	8	conditional	conditional	ADJ
arjefm-64	331	9	heteroskedasticity	heteroskedasticity	NOUN
arjefm-64	331	10	extended	extend	VERB
arjefm-64	331	11	mixed	mixed	ADJ
arjefm-64	331	12	data	datum	NOUN
arjefm-64	331	13	sampling	sampling	NOUN
arjefm-64	331	14	,	,	PUNCT
arjefm-64	331	15	while	while	SCONJ
arjefm-64	331	16	gepu	gepu	NOUN
arjefm-64	331	17	refers	refer	VERB
arjefm-64	331	18	to	to	ADP
arjefm-64	331	19	global	global	ADJ
arjefm-64	331	20	economic	economic	ADJ
arjefm-64	331	21	policy	policy	NOUN
arjefm-64	331	22	uncertainty	uncertainty	NOUN
arjefm-64	331	23	.	.	PUNCT
arjefm-64	332	1	this	this	PRON
arjefm-64	332	2	is	be	AUX
arjefm-64	332	3	owing	owe	VERB
arjefm-64	332	4	to	to	ADP
arjefm-64	332	5	the	the	DET
arjefm-64	332	6	smaller	small	ADJ
arjefm-64	332	7	aic	aic	PROPN
arjefm-64	332	8	and	and	CCONJ
arjefm-64	332	9	bic	bic	PROPN
arjefm-64	332	10	,	,	PUNCT
arjefm-64	332	11	and	and	CCONJ
arjefm-64	332	12	larger	large	ADJ
arjefm-64	332	13	log	log	NOUN
arjefm-64	332	14	l	l	NOUN
arjefm-64	332	15	than	than	ADP
arjefm-64	332	16	those	those	PRON
arjefm-64	332	17	of	of	ADP
arjefm-64	332	18	the	the	DET
arjefm-64	332	19	traditional	traditional	ADJ
arjefm-64	332	20	garch	garch	NOUN
arjefm-64	332	21	(	(	PUNCT
arjefm-64	332	22	1,1	1,1	NUM
arjefm-64	332	23	)	)	PUNCT
arjefm-64	332	24	model	model	NOUN
arjefm-64	332	25	.	.	PUNCT
arjefm-64	333	1	involving	involve	VERB
arjefm-64	333	2	ocds	ocds	PROPN
arjefm-64	333	3	and/or	and/or	CCONJ
arjefm-64	333	4	gepu	gepu	NOUN
arjefm-64	333	5	in	in	ADP
arjefm-64	333	6	the	the	DET
arjefm-64	333	7	garchmidas	garchmidas	PROPN
arjefm-64	333	8	-	-	PUNCT
arjefm-64	333	9	rv	rv	PROPN
arjefm-64	333	10	model	model	NOUN
arjefm-64	333	11	leads	lead	VERB
arjefm-64	333	12	to	to	ADP
arjefm-64	333	13	improved	improved	ADJ
arjefm-64	333	14	fitness	fitness	NOUN
arjefm-64	333	15	compared	compare	VERB
arjefm-64	333	16	to	to	ADP
arjefm-64	333	17	the	the	DET
arjefm-64	333	18	garch	garch	NOUN
arjefm-64	333	19	(	(	PUNCT
arjefm-64	333	20	1,1	1,1	NUM
arjefm-64	333	21	)	)	PUNCT
arjefm-64	333	22	model	model	NOUN
arjefm-64	333	23	.	.	PUNCT
arjefm-64	334	1	in	in	ADP
arjefm-64	334	2	conclusion	conclusion	NOUN
arjefm-64	334	3	,	,	PUNCT
arjefm-64	334	4	garch	garch	NOUN
arjefm-64	334	5	-	-	PUNCT
arjefm-64	334	6	midas	midas	NOUN
arjefm-64	334	7	-	-	PUNCT
arjefm-64	334	8	rv+gepu	rv+gepu	NOUN
arjefm-64	334	9	are	be	AUX
arjefm-64	334	10	recommended	recommend	VERB
arjefm-64	334	11	for	for	ADP
arjefm-64	334	12	better	well	ADJ
arjefm-64	334	13	model	model	NOUN
arjefm-64	334	14	fitness	fitness	PROPN
arjefm-64	334	15	.	.	PUNCT
arjefm-64	335	1	the	the	DET
arjefm-64	335	2	out	out	ADJ
arjefm-64	335	3	-	-	PUNCT
arjefm-64	335	4	ofsample	ofsample	NOUN
arjefm-64	335	5	projection	projection	NOUN
arjefm-64	335	6	pertains	pertain	NOUN
arjefm-64	335	7	to	to	ADP
arjefm-64	335	8	the	the	DET
arjefm-64	335	9	period	period	NOUN
arjefm-64	335	10	from	from	ADP
arjefm-64	335	11	05/03/2020	05/03/2020	NUM
arjefm-64	335	12	to	to	ADP
arjefm-64	335	13	24/04/2022	24/04/2022	NUM
arjefm-64	335	14	,	,	PUNCT
arjefm-64	335	15	which	which	PRON
arjefm-64	335	16	coincides	coincide	VERB
arjefm-64	335	17	with	with	ADP
arjefm-64	335	18	the	the	DET
arjefm-64	335	19	covid-19	covid-19	PROPN
arjefm-64	335	20	era	era	NOUN
arjefm-64	335	21	.	.	PUNCT
arjefm-64	336	1	to	to	PART
arjefm-64	336	2	assess	assess	VERB
arjefm-64	336	3	the	the	DET
arjefm-64	336	4	out	out	ADJ
arjefm-64	336	5	-	-	PUNCT
arjefm-64	336	6	of	of	ADP
arjefm-64	336	7	-	-	PUNCT
arjefm-64	336	8	sample	sample	NOUN
arjefm-64	336	9	forecast	forecast	NOUN
arjefm-64	336	10	capability	capability	NOUN
arjefm-64	336	11	of	of	ADP
arjefm-64	336	12	a	a	DET
arjefm-64	336	13	volatility	volatility	NOUN
arjefm-64	336	14	model	model	NOUN
arjefm-64	336	15	,	,	PUNCT
arjefm-64	336	16	the	the	DET
arjefm-64	336	17	loss	loss	NOUN
arjefm-64	336	18	function	function	NOUN
arjefm-64	336	19	is	be	AUX
arjefm-64	336	20	utilised	utilise	VERB
arjefm-64	336	21	.	.	PUNCT
arjefm-64	337	1	it	it	PRON
arjefm-64	337	2	pertains	pertain	VERB
arjefm-64	337	3	to	to	ADP
arjefm-64	337	4	the	the	DET
arjefm-64	337	5	anticipation	anticipation	NOUN
arjefm-64	337	6	of	of	ADP
arjefm-64	337	7	ocds	ocds	PROPN
arjefm-64	337	8	as	as	ADV
arjefm-64	337	9	well	well	ADV
arjefm-64	337	10	as	as	ADP
arjefm-64	337	11	gepu	gepu	NOUN
arjefm-64	337	12	variables	variable	NOUN
arjefm-64	337	13	concerning	concern	VERB
arjefm-64	337	14	stock	stock	NOUN
arjefm-64	337	15	volatility	volatility	NOUN
arjefm-64	337	16	in	in	ADP
arjefm-64	337	17	botswana	botswana	PROPN
arjefm-64	337	18	,	,	PUNCT
arjefm-64	337	19	mauritius	mauritius	PROPN
arjefm-64	337	20	,	,	PUNCT
arjefm-64	337	21	and	and	CCONJ
arjefm-64	337	22	south	south	PROPN
arjefm-64	337	23	africa	africa	PROPN
arjefm-64	337	24	.	.	PUNCT
arjefm-64	338	1	table	table	PROPN
arjefm-64	338	2	7	7	NUM
arjefm-64	338	3	.	.	PUNCT
arjefm-64	338	4	in	in	ADP
arjefm-64	338	5	-	-	PUNCT
arjefm-64	338	6	sample	sample	NOUN
arjefm-64	338	7	evaluation	evaluation	NOUN
arjefm-64	338	8	results	result	NOUN
arjefm-64	338	9	for	for	ADP
arjefm-64	338	10	the	the	DET
arjefm-64	338	11	garch	garch	NOUN
arjefm-64	338	12	and	and	CCONJ
arjefm-64	338	13	garch	garch	NOUN
arjefm-64	338	14	-	-	PUNCT
arjefm-64	338	15	midas	midas	PROPN
arjefm-64	338	16	models	model	NOUN
arjefm-64	338	17	.	.	PUNCT
arjefm-64	339	1	variable	variable	ADJ
arjefm-64	339	2	garch	garch	NOUN
arjefm-64	339	3	garch	garch	NOUN
arjefm-64	339	4	-	-	PUNCT
arjefm-64	339	5	midas	midas	PROPN
arjefm-64	339	6	aic	aic	PROPN
arjefm-64	339	7	bic	bic	PROPN
arjefm-64	339	8	log	log	PROPN
arjefm-64	339	9	-	-	PUNCT
arjefm-64	339	10	l	l	NOUN
arjefm-64	339	11	aic	aic	PROPN
arjefm-64	339	12	bic	bic	PROPN
arjefm-64	339	13	log	log	PROPN
arjefm-64	339	14	-	-	PUNCT
arjefm-64	339	15	l	l	NOUN
arjefm-64	339	16	oil	oil	NOUN
arjefm-64	339	17	consumption	consumption	NOUN
arjefm-64	339	18	demand	demand	NOUN
arjefm-64	339	19	shock	shock	NOUN
arjefm-64	339	20	botswana	botswana	PROPN
arjefm-64	339	21	-1.057	-1.057	PROPN
arjefm-64	339	22	-1.044	-1.044	PUNCT
arjefm-64	339	23	1461.079	1461.079	NUM
arjefm-64	339	24	-23207.7	-23207.7	ADJ
arjefm-64	339	25	-23172.2	-23172.2	ADJ
arjefm-64	339	26	11609.9	11609.9	NUM
arjefm-64	339	27	mauritius	mauritius	NOUN
arjefm-64	339	28	2.594	2.594	NUM
arjefm-64	339	29	2.607	2.607	NUM
arjefm-64	339	30	-3563.671	-3563.671	PUNCT
arjefm-64	339	31	-23024	-23024	PROPN
arjefm-64	339	32	-22988.5	-22988.5	PROPN
arjefm-64	339	33	11518	11518	NUM
arjefm-64	339	34	south	south	PROPN
arjefm-64	339	35	africa	africa	PROPN
arjefm-64	339	36	1.358	1.358	NUM
arjefm-64	339	37	1.371	1.371	NUM
arjefm-64	339	38	-1862.799	-1862.799	PUNCT
arjefm-64	339	39	-17745.3	-17745.3	PROPN
arjefm-64	339	40	gepu	gepu	PROPN
arjefm-64	339	41	-17709.8	-17709.8	PUNCT
arjefm-64	339	42	8878.67	8878.67	NUM
arjefm-64	339	43	botswana	botswana	PROPN
arjefm-64	339	44	-21337.2	-21337.2	PROPN
arjefm-64	339	45	-21301.7	-21301.7	PROPN
arjefm-64	339	46	10674.6	10674.6	NUM
arjefm-64	339	47	mauritius	mauritius	NOUN
arjefm-64	339	48	-22525.4	-22525.4	PROPN
arjefm-64	339	49	-22490	-22490	PROPN
arjefm-64	339	50	11268.7	11268.7	NUM
arjefm-64	339	51	south	south	ADJ
arjefm-64	339	52	africa	africa	PROPN
arjefm-64	339	53	-17364.1	-17364.1	PROPN
arjefm-64	339	54	-17328.7	-17328.7	PROPN
arjefm-64	339	55	8688.06	8688.06	NUM
arjefm-64	339	56	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	339	57	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	340	1	american	american	PROPN
arjefm-64	340	2	research	research	PROPN
arjefm-64	340	3	journal	journal	PROPN
arjefm-64	340	4	of	of	ADP
arjefm-64	340	5	economics	economic	NOUN
arjefm-64	340	6	,	,	PUNCT
arjefm-64	340	7	finance	finance	NOUN
arjefm-64	340	8	and	and	CCONJ
arjefm-64	340	9	management	management	NOUN
arjefm-64	340	10	volume	volume	NOUN
arjefm-64	340	11	12	12	NUM
arjefm-64	340	12	issue	issue	NOUN
arjefm-64	340	13	1	1	NUM
arjefm-64	340	14	,	,	PUNCT
arjefm-64	340	15	january	january	PROPN
arjefm-64	340	16	-	-	PUNCT
arjefm-64	340	17	february	february	PROPN
arjefm-64	340	18	2024	2024	NUM
arjefm-64	340	19	issn	issn	NOUN
arjefm-64	340	20	:	:	PUNCT
arjefm-64	340	21	2836	2836	NUM
arjefm-64	340	22	-	-	SYM
arjefm-64	340	23	9416	9416	NUM
arjefm-64	340	24	impact	impact	NOUN
arjefm-64	340	25	factor	factor	NOUN
arjefm-64	340	26	:	:	PUNCT
arjefm-64	340	27	5.57	5.57	NUM
arjefm-64	340	28	journal	journal	NOUN
arjefm-64	340	29	homepage	homepage	NOUN
arjefm-64	340	30	:	:	PUNCT
arjefm-64	340	31	https://	https://	PROPN
arjefm-64	340	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	340	33	,	,	PUNCT
arjefm-64	340	34	email	email	NOUN
arjefm-64	340	35	:	:	PUNCT
arjefm-64	340	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	340	37	official	official	ADJ
arjefm-64	340	38	journal	journal	PROPN
arjefm-64	340	39	of	of	ADP
arjefm-64	340	40	america	america	PROPN
arjefm-64	340	41	serial	serial	PROPN
arjefm-64	340	42	publication	publication	NOUN
arjefm-64	340	43	american	american	PROPN
arjefm-64	340	44	research	research	PROPN
arjefm-64	340	45	journal	journal	PROPN
arjefm-64	340	46	of	of	ADP
arjefm-64	340	47	economics	economic	NOUN
arjefm-64	340	48	,	,	PUNCT
arjefm-64	340	49	finance	finance	NOUN
arjefm-64	340	50	and	and	CCONJ
arjefm-64	340	51	management	management	NOUN
arjefm-64	340	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	340	53	,	,	PUNCT
arjefm-64	340	54	email	email	NOUN
arjefm-64	340	55	:	:	PUNCT
arjefm-64	340	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	341	1	37	37	NUM
arjefm-64	342	1	|	|	ADV
arjefm-64	342	2	p	p	NOUN
arjefm-64	342	3	a	a	DET
arjefm-64	342	4	g	g	NOUN
arjefm-64	342	5	e	e	PROPN
arjefm-64	342	6	aic	aic	PROPN
arjefm-64	342	7	,	,	PUNCT
arjefm-64	342	8	bic	bic	PROPN
arjefm-64	342	9	,	,	PUNCT
arjefm-64	342	10	and	and	CCONJ
arjefm-64	342	11	log	log	NOUN
arjefm-64	342	12	-	-	PUNCT
arjefm-64	342	13	l	l	NOUN
arjefm-64	342	14	values	value	NOUN
arjefm-64	342	15	are	be	AUX
arjefm-64	342	16	used	use	VERB
arjefm-64	342	17	to	to	PART
arjefm-64	342	18	compare	compare	VERB
arjefm-64	342	19	fitness	fitness	NOUN
arjefm-64	342	20	of	of	ADP
arjefm-64	342	21	the	the	DET
arjefm-64	342	22	two	two	NUM
arjefm-64	342	23	models	model	NOUN
arjefm-64	342	24	.	.	PUNCT
arjefm-64	343	1	aic	aic	PROPN
arjefm-64	343	2	is	be	AUX
arjefm-64	343	3	the	the	DET
arjefm-64	343	4	akaike	akaike	ADJ
arjefm-64	343	5	information	information	NOUN
arjefm-64	343	6	criteria	criterion	NOUN
arjefm-64	343	7	,	,	PUNCT
arjefm-64	343	8	bic	bic	PROPN
arjefm-64	343	9	is	be	AUX
arjefm-64	343	10	the	the	DET
arjefm-64	343	11	bayesian	bayesian	ADJ
arjefm-64	343	12	information	information	NOUN
arjefm-64	343	13	criteria	criterion	NOUN
arjefm-64	343	14	,	,	PUNCT
arjefm-64	343	15	and	and	CCONJ
arjefm-64	343	16	log	log	NOUN
arjefm-64	343	17	-	-	PUNCT
arjefm-64	343	18	l	l	NOUN
arjefm-64	343	19	is	be	AUX
arjefm-64	343	20	the	the	DET
arjefm-64	343	21	optimal	optimal	ADJ
arjefm-64	343	22	log	log	NOUN
arjefm-64	343	23	-	-	PUNCT
arjefm-64	343	24	likelihood	likelihood	NOUN
arjefm-64	343	25	function	function	NOUN
arjefm-64	343	26	.	.	PUNCT
arjefm-64	344	1	garch	garch	NOUN
arjefm-64	344	2	-	-	PUNCT
arjefm-64	344	3	midas	midas	PROPN
arjefm-64	344	4	=	=	PRON
arjefm-64	344	5	generalized	generalize	VERB
arjefm-64	344	6	autoregressive	autoregressive	ADJ
arjefm-64	344	7	conditional	conditional	ADJ
arjefm-64	344	8	heteroskedasticity	heteroskedasticity	NOUN
arjefm-64	344	9	extended	extend	VERB
arjefm-64	344	10	mixed	mixed	ADJ
arjefm-64	344	11	data	datum	NOUN
arjefm-64	344	12	sampling	sample	VERB
arjefm-64	344	13	.	.	PUNCT
arjefm-64	345	1	table	table	NOUN
arjefm-64	345	2	8	8	NUM
arjefm-64	345	3	.	.	PUNCT
arjefm-64	346	1	results	result	NOUN
arjefm-64	346	2	of	of	ADP
arjefm-64	346	3	out	out	ADV
arjefm-64	346	4	-	-	PUNCT
arjefm-64	346	5	of	of	ADP
arjefm-64	346	6	-	-	PUNCT
arjefm-64	346	7	sample	sample	NOUN
arjefm-64	346	8	volatility	volatility	NOUN
arjefm-64	346	9	forecast	forecast	NOUN
arjefm-64	346	10	validation	validation	NOUN
arjefm-64	346	11	.	.	PUNCT
arjefm-64	347	1	mse	mse	PROPN
arjefm-64	347	2	rmse	rmse	PROPN
arjefm-64	347	3	model	model	NOUN
arjefm-64	347	4	table	table	NOUN
arjefm-64	347	5	8	8	NUM
arjefm-64	347	6	displays	display	VERB
arjefm-64	347	7	the	the	DET
arjefm-64	347	8	mean	mean	ADJ
arjefm-64	347	9	square	square	ADJ
arjefm-64	347	10	error	error	NOUN
arjefm-64	347	11	(	(	PUNCT
arjefm-64	347	12	mse	mse	NOUN
arjefm-64	347	13	)	)	PUNCT
arjefm-64	347	14	and	and	CCONJ
arjefm-64	347	15	root	root	NOUN
arjefm-64	347	16	mean	mean	ADJ
arjefm-64	347	17	square	square	ADJ
arjefm-64	347	18	error	error	NOUN
arjefm-64	347	19	(	(	PUNCT
arjefm-64	347	20	rmse	rmse	NOUN
arjefm-64	347	21	)	)	PUNCT
arjefm-64	347	22	,	,	PUNCT
arjefm-64	347	23	providing	provide	VERB
arjefm-64	347	24	insight	insight	NOUN
arjefm-64	347	25	into	into	ADP
arjefm-64	347	26	the	the	DET
arjefm-64	347	27	effectiveness	effectiveness	NOUN
arjefm-64	347	28	of	of	ADP
arjefm-64	347	29	two	two	NUM
arjefm-64	347	30	models	model	NOUN
arjefm-64	347	31	in	in	ADP
arjefm-64	347	32	predicting	predict	VERB
arjefm-64	347	33	the	the	DET
arjefm-64	347	34	daily	daily	ADJ
arjefm-64	347	35	total	total	ADJ
arjefm-64	347	36	volatility	volatility	NOUN
arjefm-64	347	37	of	of	ADP
arjefm-64	347	38	stock	stock	NOUN
arjefm-64	347	39	in	in	ADP
arjefm-64	347	40	particular	particular	ADJ
arjefm-64	347	41	countries	country	NOUN
arjefm-64	347	42	.	.	PUNCT
arjefm-64	348	1	the	the	DET
arjefm-64	348	2	garchmidas	garchmida	VERB
arjefm-64	348	3	-	-	PUNCT
arjefm-64	348	4	rv+ocds	rv+ocds	ADJ
arjefm-64	348	5	model	model	NOUN
arjefm-64	348	6	outperforms	outperform	VERB
arjefm-64	348	7	the	the	DET
arjefm-64	348	8	garch	garch	NOUN
arjefm-64	348	9	model	model	NOUN
arjefm-64	348	10	for	for	ADP
arjefm-64	348	11	sadc	sadc	PROPN
arjefm-64	348	12	countries	country	NOUN
arjefm-64	348	13	when	when	SCONJ
arjefm-64	348	14	considering	consider	VERB
arjefm-64	348	15	both	both	CCONJ
arjefm-64	348	16	mse	mse	NOUN
arjefm-64	348	17	and	and	CCONJ
arjefm-64	348	18	rmse	rmse	NOUN
arjefm-64	348	19	.	.	PUNCT
arjefm-64	349	1	conclusion	conclusion	NOUN
arjefm-64	349	2	and	and	CCONJ
arjefm-64	349	3	policy	policy	NOUN
arjefm-64	349	4	implications	implication	NOUN
arjefm-64	349	5	the	the	DET
arjefm-64	349	6	response	response	NOUN
arjefm-64	349	7	of	of	ADP
arjefm-64	349	8	stock	stock	NOUN
arjefm-64	349	9	market	market	NOUN
arjefm-64	349	10	volatility	volatility	NOUN
arjefm-64	349	11	in	in	ADP
arjefm-64	349	12	botswana	botswana	PROPN
arjefm-64	349	13	,	,	PUNCT
arjefm-64	349	14	mauritius	mauritius	PROPN
arjefm-64	349	15	,	,	PUNCT
arjefm-64	349	16	and	and	CCONJ
arjefm-64	349	17	south	south	PROPN
arjefm-64	349	18	africa	africa	PROPN
arjefm-64	349	19	to	to	ADP
arjefm-64	349	20	gepu	gepu	NOUN
arjefm-64	349	21	and	and	CCONJ
arjefm-64	349	22	oil	oil	NOUN
arjefm-64	349	23	consumption	consumption	NOUN
arjefm-64	349	24	demand	demand	NOUN
arjefm-64	349	25	shocks	shock	NOUN
arjefm-64	349	26	(	(	PUNCT
arjefm-64	349	27	ocds	ocds	PROPN
arjefm-64	349	28	)	)	PUNCT
arjefm-64	349	29	was	be	AUX
arjefm-64	349	30	examined	examine	VERB
arjefm-64	349	31	by	by	ADP
arjefm-64	349	32	using	use	VERB
arjefm-64	349	33	the	the	DET
arjefm-64	349	34	garch	garch	NOUN
arjefm-64	349	35	-	-	PUNCT
arjefm-64	349	36	midas	midas	PROPN
arjefm-64	349	37	approach	approach	NOUN
arjefm-64	349	38	.	.	PUNCT
arjefm-64	350	1	our	our	PRON
arjefm-64	350	2	dataset	dataset	NOUN
arjefm-64	350	3	comprises	comprise	VERB
arjefm-64	350	4	subsamples	subsample	NOUN
arjefm-64	350	5	from	from	ADP
arjefm-64	350	6	01/05/2008	01/05/2008	NUM
arjefm-64	350	7	to	to	ADP
arjefm-64	350	8	24/04/2022	24/04/2022	NUM
arjefm-64	350	9	,	,	PUNCT
arjefm-64	350	10	with	with	ADP
arjefm-64	350	11	the	the	DET
arjefm-64	350	12	first	first	ADJ
arjefm-64	350	13	being	be	AUX
arjefm-64	350	14	the	the	DET
arjefm-64	350	15	in	in	ADP
arjefm-64	350	16	-	-	PUNCT
arjefm-64	350	17	sample	sample	NOUN
arjefm-64	350	18	data	datum	NOUN
arjefm-64	350	19	(	(	PUNCT
arjefm-64	350	20	01/05/2008	01/05/2008	NUM
arjefm-64	350	21	to	to	ADP
arjefm-64	350	22	04/03/2020	04/03/2020	NOUN
arjefm-64	350	23	)	)	PUNCT
arjefm-64	350	24	corresponding	correspond	VERB
arjefm-64	350	25	to	to	ADP
arjefm-64	350	26	the	the	DET
arjefm-64	350	27	pre	pre	ADJ
arjefm-64	350	28	-	-	ADJ
arjefm-64	350	29	covid-19	covid-19	ADJ
arjefm-64	350	30	period	period	NOUN
arjefm-64	350	31	and	and	CCONJ
arjefm-64	350	32	the	the	DET
arjefm-64	350	33	second	second	ADJ
arjefm-64	350	34	being	be	AUX
arjefm-64	350	35	the	the	DET
arjefm-64	350	36	out	out	NOUN
arjefm-64	350	37	-	-	PUNCT
arjefm-64	350	38	of	of	ADP
arjefm-64	350	39	-	-	PUNCT
arjefm-64	350	40	sample	sample	NOUN
arjefm-64	350	41	data	datum	NOUN
arjefm-64	350	42	(	(	PUNCT
arjefm-64	350	43	05/03/2020	05/03/2020	NUM
arjefm-64	350	44	to	to	ADP
arjefm-64	350	45	24/04/2022	24/04/2022	NUM
arjefm-64	350	46	)	)	PUNCT
arjefm-64	350	47	corresponding	correspond	VERB
arjefm-64	350	48	to	to	ADP
arjefm-64	350	49	the	the	DET
arjefm-64	350	50	during	during	ADP
arjefm-64	350	51	-	-	PUNCT
arjefm-64	350	52	covid-19	covid-19	PROPN
arjefm-64	350	53	period	period	NOUN
arjefm-64	350	54	.	.	PUNCT
arjefm-64	351	1	our	our	PRON
arjefm-64	351	2	study	study	NOUN
arjefm-64	351	3	presents	present	VERB
arjefm-64	351	4	evidence	evidence	NOUN
arjefm-64	351	5	of	of	ADP
arjefm-64	351	6	the	the	DET
arjefm-64	351	7	effects	effect	NOUN
arjefm-64	351	8	of	of	ADP
arjefm-64	351	9	gepu	gepu	NOUN
arjefm-64	351	10	and	and	CCONJ
arjefm-64	351	11	oil	oil	NOUN
arjefm-64	351	12	shocks	shock	NOUN
arjefm-64	351	13	on	on	ADP
arjefm-64	351	14	stock	stock	NOUN
arjefm-64	351	15	market	market	NOUN
arjefm-64	351	16	volatility	volatility	NOUN
arjefm-64	351	17	in	in	ADP
arjefm-64	351	18	three	three	NUM
arjefm-64	351	19	sadc	sadc	PROPN
arjefm-64	351	20	nations	nation	NOUN
arjefm-64	351	21	,	,	PUNCT
arjefm-64	351	22	utilizing	utilize	VERB
arjefm-64	351	23	empirical	empirical	ADJ
arjefm-64	351	24	analysis	analysis	NOUN
arjefm-64	351	25	within	within	ADP
arjefm-64	351	26	the	the	DET
arjefm-64	351	27	sample	sample	NOUN
arjefm-64	351	28	and	and	CCONJ
arjefm-64	351	29	prediction	prediction	NOUN
arjefm-64	351	30	outside	outside	ADP
arjefm-64	351	31	it	it	PRON
arjefm-64	351	32	.	.	PUNCT
arjefm-64	352	1	during	during	ADP
arjefm-64	352	2	the	the	DET
arjefm-64	352	3	in	in	ADP
arjefm-64	352	4	-	-	PUNCT
arjefm-64	352	5	sample	sample	NOUN
arjefm-64	352	6	analysis	analysis	NOUN
arjefm-64	352	7	,	,	PUNCT
arjefm-64	352	8	the	the	DET
arjefm-64	352	9	findings	finding	NOUN
arjefm-64	352	10	indicate	indicate	VERB
arjefm-64	352	11	that	that	SCONJ
arjefm-64	352	12	the	the	DET
arjefm-64	352	13	garch	garch	NOUN
arjefm-64	352	14	(	(	PUNCT
arjefm-64	352	15	1	1	NUM
arjefm-64	352	16	,	,	PUNCT
arjefm-64	352	17	1	1	X
arjefm-64	352	18	)	)	PUNCT
arjefm-64	352	19	model	model	NOUN
arjefm-64	352	20	is	be	AUX
arjefm-64	352	21	a	a	DET
arjefm-64	352	22	good	good	ADJ
arjefm-64	352	23	fit	fit	NOUN
arjefm-64	352	24	for	for	ADP
arjefm-64	352	25	daily	daily	ADJ
arjefm-64	352	26	data	datum	NOUN
arjefm-64	352	27	,	,	PUNCT
arjefm-64	352	28	displaying	display	VERB
arjefm-64	352	29	significant	significant	ADJ
arjefm-64	352	30	parameters	parameter	NOUN
arjefm-64	352	31	for	for	ADP
arjefm-64	352	32	all	all	DET
arjefm-64	352	33	targeted	target	VERB
arjefm-64	352	34	sadc	sadc	ADJ
arjefm-64	352	35	countries	country	NOUN
arjefm-64	352	36	with	with	ADP
arjefm-64	352	37	the	the	DET
arjefm-64	352	38	exception	exception	NOUN
arjefm-64	352	39	of	of	ADP
arjefm-64	352	40	one	one	NUM
arjefm-64	352	41	.	.	PUNCT
arjefm-64	353	1	the	the	DET
arjefm-64	353	2	garch	garch	NOUN
arjefm-64	353	3	-	-	PUNCT
arjefm-64	353	4	midas	midas	PROPN
arjefm-64	353	5	model	model	NOUN
arjefm-64	353	6	also	also	ADV
arjefm-64	353	7	demonstrates	demonstrate	VERB
arjefm-64	353	8	a	a	DET
arjefm-64	353	9	good	good	ADJ
arjefm-64	353	10	data	datum	NOUN
arjefm-64	353	11	fit	fit	NOUN
arjefm-64	353	12	,	,	PUNCT
arjefm-64	353	13	with	with	ADP
arjefm-64	353	14	a	a	DET
arjefm-64	353	15	positive	positive	ADJ
arjefm-64	353	16	and	and	CCONJ
arjefm-64	353	17	significant	significant	ADJ
arjefm-64	353	18	coefficient	coefficient	NOUN
arjefm-64	353	19	for	for	ADP
arjefm-64	353	20	either	either	DET
arjefm-64	353	21	ocds	ocds	PROPN
arjefm-64	353	22	or	or	CCONJ
arjefm-64	353	23	gepu	gepu	NOUN
arjefm-64	353	24	on	on	ADP
arjefm-64	353	25	the	the	DET
arjefm-64	353	26	countries	country	NOUN
arjefm-64	353	27	'	'	PART
arjefm-64	353	28	long	long	ADJ
arjefm-64	353	29	-	-	PUNCT
arjefm-64	353	30	term	term	NOUN
arjefm-64	353	31	volatility	volatility	NOUN
arjefm-64	353	32	.	.	PUNCT
arjefm-64	354	1	these	these	DET
arjefm-64	354	2	results	result	NOUN
arjefm-64	354	3	suggest	suggest	VERB
arjefm-64	354	4	that	that	SCONJ
arjefm-64	354	5	both	both	DET
arjefm-64	354	6	ocds	ocds	PROPN
arjefm-64	354	7	and	and	CCONJ
arjefm-64	354	8	gepu	gepu	NOUN
arjefm-64	354	9	have	have	VERB
arjefm-64	354	10	a	a	DET
arjefm-64	354	11	noteworthy	noteworthy	ADJ
arjefm-64	354	12	and	and	CCONJ
arjefm-64	354	13	positive	positive	ADJ
arjefm-64	354	14	influence	influence	NOUN
arjefm-64	354	15	on	on	ADP
arjefm-64	354	16	the	the	DET
arjefm-64	354	17	sadc	sadc	PROPN
arjefm-64	354	18	stock	stock	NOUN
arjefm-64	354	19	market	market	NOUN
arjefm-64	354	20	in	in	ADP
arjefm-64	354	21	the	the	DET
arjefm-64	354	22	insample	insample	ADJ
arjefm-64	354	23	data	datum	NOUN
arjefm-64	354	24	.	.	PUNCT
arjefm-64	355	1	the	the	DET
arjefm-64	355	2	models	model	NOUN
arjefm-64	355	3	'	'	PART
arjefm-64	355	4	fitness	fitness	NOUN
arjefm-64	355	5	performance	performance	NOUN
arjefm-64	355	6	is	be	AUX
arjefm-64	355	7	evaluated	evaluate	VERB
arjefm-64	355	8	using	use	VERB
arjefm-64	355	9	optimum	optimum	ADJ
arjefm-64	355	10	log	log	NOUN
arjefm-64	355	11	-	-	PUNCT
arjefm-64	355	12	likelihood	likelihood	NOUN
arjefm-64	355	13	function	function	NOUN
arjefm-64	355	14	,	,	PUNCT
arjefm-64	355	15	aic	aic	PROPN
arjefm-64	355	16	,	,	PUNCT
arjefm-64	355	17	and	and	CCONJ
arjefm-64	355	18	bic	bic	PROPN
arjefm-64	355	19	.	.	PUNCT
arjefm-64	356	1	the	the	DET
arjefm-64	356	2	models	model	NOUN
arjefm-64	356	3	garch	garch	NOUN
arjefm-64	356	4	-	-	PUNCT
arjefm-64	356	5	midas	midas	PROPN
arjefm-64	356	6	-	-	PUNCT
arjefm-64	356	7	rv+ocds	rv+ocds	PROPN
arjefm-64	356	8	and	and	CCONJ
arjefm-64	356	9	garch	garch	NOUN
arjefm-64	356	10	-	-	PUNCT
arjefm-64	356	11	midas	midas	NOUN
arjefm-64	356	12	-	-	PUNCT
arjefm-64	356	13	rv+gepu	rv+gepu	NOUN
arjefm-64	356	14	outperform	outperform	VERB
arjefm-64	356	15	the	the	DET
arjefm-64	356	16	traditional	traditional	ADJ
arjefm-64	356	17	garch	garch	NOUN
arjefm-64	356	18	(	(	PUNCT
arjefm-64	356	19	1	1	NUM
arjefm-64	356	20	,	,	PUNCT
arjefm-64	356	21	1	1	X
arjefm-64	356	22	)	)	PUNCT
arjefm-64	356	23	model	model	NOUN
arjefm-64	356	24	.	.	PUNCT
arjefm-64	357	1	the	the	DET
arjefm-64	357	2	results	result	NOUN
arjefm-64	357	3	of	of	ADP
arjefm-64	357	4	out	out	ADP
arjefm-64	357	5	-	-	PUNCT
arjefm-64	357	6	of	of	ADP
arjefm-64	357	7	-	-	PUNCT
arjefm-64	357	8	sample	sample	NOUN
arjefm-64	357	9	prediction	prediction	NOUN
arjefm-64	357	10	indicate	indicate	VERB
arjefm-64	357	11	the	the	DET
arjefm-64	357	12	garch	garch	NOUN
arjefm-64	357	13	-	-	PUNCT
arjefm-64	357	14	midasrv+ocds	midasrv+ocds	PROPN
arjefm-64	357	15	model	model	NOUN
arjefm-64	357	16	showing	show	VERB
arjefm-64	357	17	better	well	ADJ
arjefm-64	357	18	performance	performance	NOUN
arjefm-64	357	19	than	than	ADP
arjefm-64	357	20	the	the	DET
arjefm-64	357	21	garch	garch	NOUN
arjefm-64	357	22	model	model	NOUN
arjefm-64	357	23	for	for	ADP
arjefm-64	357	24	sadc	sadc	PROPN
arjefm-64	357	25	countries	country	NOUN
arjefm-64	357	26	when	when	SCONJ
arjefm-64	357	27	mse	mse	PROPN
arjefm-64	357	28	botswana	botswana	PROPN
arjefm-64	357	29	garch	garch	PROPN
arjefm-64	357	30	4.248e-05	4.248e-05	NUM
arjefm-64	357	31	6.517e-03	6.517e-03	NUM
arjefm-64	357	32	garch	garch	NOUN
arjefm-64	357	33	-	-	PUNCT
arjefm-64	357	34	midas	midas	PROPN
arjefm-64	357	35	306.600e-12	306.600e-12	NUM
arjefm-64	357	36	1.751e-05	1.751e-05	NUM
arjefm-64	357	37	#	#	NOUN
arjefm-64	357	38	mauritius	mauritius	NOUN
arjefm-64	357	39	garch	garch	NOUN
arjefm-64	357	40	0.018	0.018	NUM
arjefm-64	357	41	”	"	PUNCT
arjefm-64	357	42	1.341e-01	1.341e-01	NUM
arjefm-64	357	43	garch	garch	NOUN
arjefm-64	357	44	-	-	PUNCT
arjefm-64	357	45	midas	midas	PROPN
arjefm-64	357	46	0.761	0.761	NUM
arjefm-64	357	47	8.726e-01	8.726e-01	NUM
arjefm-64	357	48	#	#	PROPN
arjefm-64	357	49	south	south	PROPN
arjefm-64	357	50	africa	africa	PROPN
arjefm-64	357	51	garch	garch	PROPN
arjefm-64	357	52	8.843e-02	8.843e-02	NUM
arjefm-64	357	53	2.973e-01	2.973e-01	NUM
arjefm-64	357	54	garch	garch	NOUN
arjefm-64	357	55	-	-	PUNCT
arjefm-64	357	56	midas	midas	PROPN
arjefm-64	357	57	7.322e-09	7.322e-09	NUM
arjefm-64	357	58	#	#	NOUN
arjefm-64	357	59	8.557e-05	8.557e-05	NUM
arjefm-64	357	60	#	#	NOUN
arjefm-64	357	61	mailto:contact@americaserial.com	mailto:contact@americaserial.com	NOUN
arjefm-64	357	62	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	358	1	american	american	PROPN
arjefm-64	358	2	research	research	PROPN
arjefm-64	358	3	journal	journal	PROPN
arjefm-64	358	4	of	of	ADP
arjefm-64	358	5	economics	economic	NOUN
arjefm-64	358	6	,	,	PUNCT
arjefm-64	358	7	finance	finance	NOUN
arjefm-64	358	8	and	and	CCONJ
arjefm-64	358	9	management	management	NOUN
arjefm-64	358	10	volume	volume	NOUN
arjefm-64	358	11	12	12	NUM
arjefm-64	358	12	issue	issue	NOUN
arjefm-64	358	13	1	1	NUM
arjefm-64	358	14	,	,	PUNCT
arjefm-64	358	15	january	january	PROPN
arjefm-64	358	16	-	-	PUNCT
arjefm-64	358	17	february	february	PROPN
arjefm-64	358	18	2024	2024	NUM
arjefm-64	358	19	issn	issn	NOUN
arjefm-64	358	20	:	:	PUNCT
arjefm-64	358	21	2836	2836	NUM
arjefm-64	358	22	-	-	SYM
arjefm-64	358	23	9416	9416	NUM
arjefm-64	358	24	impact	impact	NOUN
arjefm-64	358	25	factor	factor	NOUN
arjefm-64	358	26	:	:	PUNCT
arjefm-64	358	27	5.57	5.57	NUM
arjefm-64	358	28	journal	journal	NOUN
arjefm-64	358	29	homepage	homepage	NOUN
arjefm-64	358	30	:	:	PUNCT
arjefm-64	358	31	https://	https://	PROPN
arjefm-64	358	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	358	33	,	,	PUNCT
arjefm-64	358	34	email	email	NOUN
arjefm-64	358	35	:	:	PUNCT
arjefm-64	358	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	358	37	official	official	ADJ
arjefm-64	358	38	journal	journal	PROPN
arjefm-64	358	39	of	of	ADP
arjefm-64	358	40	america	america	PROPN
arjefm-64	358	41	serial	serial	PROPN
arjefm-64	358	42	publication	publication	NOUN
arjefm-64	358	43	american	american	PROPN
arjefm-64	358	44	research	research	PROPN
arjefm-64	358	45	journal	journal	PROPN
arjefm-64	358	46	of	of	ADP
arjefm-64	358	47	economics	economic	NOUN
arjefm-64	358	48	,	,	PUNCT
arjefm-64	358	49	finance	finance	NOUN
arjefm-64	358	50	and	and	CCONJ
arjefm-64	358	51	management	management	NOUN
arjefm-64	358	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	358	53	,	,	PUNCT
arjefm-64	358	54	email	email	NOUN
arjefm-64	358	55	:	:	PUNCT
arjefm-64	358	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	359	1	38	38	NUM
arjefm-64	360	1	|	|	ADV
arjefm-64	360	2	p	p	NOUN
arjefm-64	360	3	a	a	DET
arjefm-64	360	4	g	g	NOUN
arjefm-64	360	5	e	e	NOUN
arjefm-64	360	6	and	and	CCONJ
arjefm-64	360	7	rmse	rmse	NOUN
arjefm-64	360	8	are	be	AUX
arjefm-64	360	9	used	use	VERB
arjefm-64	360	10	.	.	PUNCT
arjefm-64	361	1	furthermore	furthermore	ADV
arjefm-64	361	2	,	,	PUNCT
arjefm-64	361	3	the	the	DET
arjefm-64	361	4	influence	influence	NOUN
arjefm-64	361	5	of	of	ADP
arjefm-64	361	6	ocds	ocds	PROPN
arjefm-64	361	7	and	and	CCONJ
arjefm-64	361	8	gepu	gepu	NOUN
arjefm-64	361	9	on	on	ADP
arjefm-64	361	10	stock	stock	NOUN
arjefm-64	361	11	market	market	NOUN
arjefm-64	361	12	returns	return	NOUN
arjefm-64	361	13	appears	appear	VERB
arjefm-64	361	14	to	to	PART
arjefm-64	361	15	be	be	AUX
arjefm-64	361	16	transient	transient	ADJ
arjefm-64	361	17	rather	rather	ADV
arjefm-64	361	18	than	than	ADP
arjefm-64	361	19	enduring	endure	VERB
arjefm-64	361	20	,	,	PUNCT
arjefm-64	361	21	indicating	indicate	VERB
arjefm-64	361	22	that	that	SCONJ
arjefm-64	361	23	these	these	DET
arjefm-64	361	24	factors	factor	NOUN
arjefm-64	361	25	do	do	AUX
arjefm-64	361	26	not	not	PART
arjefm-64	361	27	have	have	VERB
arjefm-64	361	28	a	a	DET
arjefm-64	361	29	lasting	last	VERB
arjefm-64	361	30	effect	effect	NOUN
arjefm-64	361	31	.	.	PUNCT
arjefm-64	362	1	given	give	VERB
arjefm-64	362	2	these	these	DET
arjefm-64	362	3	results	result	NOUN
arjefm-64	362	4	,	,	PUNCT
arjefm-64	362	5	it	it	PRON
arjefm-64	362	6	is	be	AUX
arjefm-64	362	7	advisable	advisable	ADJ
arjefm-64	362	8	that	that	SCONJ
arjefm-64	362	9	policymakers	policymaker	NOUN
arjefm-64	362	10	in	in	ADP
arjefm-64	362	11	the	the	DET
arjefm-64	362	12	chosen	choose	VERB
arjefm-64	362	13	sadc	sadc	PROPN
arjefm-64	362	14	nations	nation	NOUN
arjefm-64	362	15	focus	focus	VERB
arjefm-64	362	16	on	on	ADP
arjefm-64	362	17	the	the	DET
arjefm-64	362	18	effects	effect	NOUN
arjefm-64	362	19	of	of	ADP
arjefm-64	362	20	oil	oil	NOUN
arjefm-64	362	21	consumption	consumption	NOUN
arjefm-64	362	22	and	and	CCONJ
arjefm-64	362	23	global	global	ADJ
arjefm-64	362	24	economic	economic	ADJ
arjefm-64	362	25	policy	policy	NOUN
arjefm-64	362	26	uncertainty	uncertainty	NOUN
arjefm-64	362	27	and	and	CCONJ
arjefm-64	362	28	their	their	PRON
arjefm-64	362	29	possible	possible	ADJ
arjefm-64	362	30	influence	influence	NOUN
arjefm-64	362	31	on	on	ADP
arjefm-64	362	32	stock	stock	NOUN
arjefm-64	362	33	market	market	NOUN
arjefm-64	362	34	instability	instability	NOUN
arjefm-64	362	35	.	.	PUNCT
arjefm-64	363	1	as	as	SCONJ
arjefm-64	363	2	the	the	DET
arjefm-64	363	3	sadc	sadc	PROPN
arjefm-64	363	4	countries	country	NOUN
arjefm-64	363	5	are	be	AUX
arjefm-64	363	6	net	net	ADJ
arjefm-64	363	7	importers	importer	NOUN
arjefm-64	363	8	of	of	ADP
arjefm-64	363	9	oil	oil	NOUN
arjefm-64	363	10	and	and	CCONJ
arjefm-64	363	11	have	have	VERB
arjefm-64	363	12	a	a	DET
arjefm-64	363	13	fragile	fragile	ADJ
arjefm-64	363	14	economic	economic	ADJ
arjefm-64	363	15	context	context	NOUN
arjefm-64	363	16	post	post	NOUN
arjefm-64	363	17	covid-19	covid-19	PROPN
arjefm-64	363	18	,	,	PUNCT
arjefm-64	363	19	global	global	ADJ
arjefm-64	363	20	economic	economic	ADJ
arjefm-64	363	21	policy	policy	NOUN
arjefm-64	363	22	uncertainty	uncertainty	NOUN
arjefm-64	363	23	shocks	shock	NOUN
arjefm-64	363	24	have	have	VERB
arjefm-64	363	25	significant	significant	ADJ
arjefm-64	363	26	effects	effect	NOUN
arjefm-64	363	27	:	:	PUNCT
arjefm-64	363	28	i	i	NOUN
arjefm-64	363	29	)	)	PUNCT
arjefm-64	363	30	an	an	DET
arjefm-64	363	31	increase	increase	NOUN
arjefm-64	363	32	in	in	ADP
arjefm-64	363	33	risk	risk	NOUN
arjefm-64	363	34	premium	premium	NOUN
arjefm-64	363	35	leads	lead	VERB
arjefm-64	363	36	to	to	ADP
arjefm-64	363	37	more	more	ADJ
arjefm-64	363	38	volatility	volatility	NOUN
arjefm-64	363	39	and	and	CCONJ
arjefm-64	363	40	correlation	correlation	NOUN
arjefm-64	363	41	in	in	ADP
arjefm-64	363	42	stock	stock	NOUN
arjefm-64	363	43	markets	market	NOUN
arjefm-64	363	44	,	,	PUNCT
arjefm-64	363	45	especially	especially	ADV
arjefm-64	363	46	in	in	ADP
arjefm-64	363	47	weaker	weak	ADJ
arjefm-64	363	48	economic	economic	ADJ
arjefm-64	363	49	conditions	condition	NOUN
arjefm-64	363	50	;	;	PUNCT
arjefm-64	363	51	ii	ii	X
arjefm-64	363	52	)	)	PUNCT
arjefm-64	363	53	generally	generally	ADV
arjefm-64	363	54	,	,	PUNCT
arjefm-64	363	55	lesser	less	ADJ
arjefm-64	363	56	developed	develop	VERB
arjefm-64	363	57	countries	country	NOUN
arjefm-64	363	58	'	'	PART
arjefm-64	363	59	stock	stock	NOUN
arjefm-64	363	60	returns	return	NOUN
arjefm-64	363	61	experience	experience	VERB
arjefm-64	363	62	negative	negative	ADJ
arjefm-64	363	63	effects	effect	NOUN
arjefm-64	363	64	;	;	PUNCT
arjefm-64	363	65	iii	iii	X
arjefm-64	363	66	)	)	PUNCT
arjefm-64	363	67	crude	crude	ADJ
arjefm-64	363	68	oil	oil	NOUN
arjefm-64	363	69	price	price	NOUN
arjefm-64	363	70	volatility	volatility	NOUN
arjefm-64	363	71	is	be	AUX
arjefm-64	363	72	also	also	ADV
arjefm-64	363	73	impacted	impact	VERB
arjefm-64	363	74	negatively	negatively	ADV
arjefm-64	363	75	,	,	PUNCT
arjefm-64	363	76	and	and	CCONJ
arjefm-64	363	77	is	be	AUX
arjefm-64	363	78	directly	directly	ADV
arjefm-64	363	79	linked	link	VERB
arjefm-64	363	80	to	to	ADP
arjefm-64	363	81	major	major	ADJ
arjefm-64	363	82	events	event	NOUN
arjefm-64	363	83	,	,	PUNCT
arjefm-64	363	84	with	with	ADP
arjefm-64	363	85	varying	vary	VERB
arjefm-64	363	86	impacts	impact	NOUN
arjefm-64	363	87	depending	depend	VERB
arjefm-64	363	88	on	on	ADP
arjefm-64	363	89	the	the	DET
arjefm-64	363	90	type	type	NOUN
arjefm-64	363	91	of	of	ADP
arjefm-64	363	92	event	event	NOUN
arjefm-64	363	93	.	.	PUNCT
arjefm-64	364	1	this	this	PRON
arjefm-64	364	2	suggests	suggest	VERB
arjefm-64	364	3	that	that	SCONJ
arjefm-64	364	4	measures	measure	NOUN
arjefm-64	364	5	to	to	PART
arjefm-64	364	6	stabilize	stabilize	VERB
arjefm-64	364	7	oil	oil	NOUN
arjefm-64	364	8	prices	price	NOUN
arjefm-64	364	9	and	and	CCONJ
arjefm-64	364	10	promote	promote	VERB
arjefm-64	364	11	economic	economic	ADJ
arjefm-64	364	12	stability	stability	NOUN
arjefm-64	364	13	and	and	CCONJ
arjefm-64	364	14	transparency	transparency	NOUN
arjefm-64	364	15	could	could	AUX
arjefm-64	364	16	help	help	VERB
arjefm-64	364	17	in	in	ADP
arjefm-64	364	18	reducing	reduce	VERB
arjefm-64	364	19	stock	stock	NOUN
arjefm-64	364	20	market	market	NOUN
arjefm-64	364	21	volatility	volatility	NOUN
arjefm-64	364	22	.	.	PUNCT
arjefm-64	365	1	moreover	moreover	ADV
arjefm-64	365	2	,	,	PUNCT
arjefm-64	365	3	policymaker	policymaker	NOUN
arjefm-64	365	4	could	could	AUX
arjefm-64	365	5	consider	consider	VERB
arjefm-64	365	6	implementing	implement	VERB
arjefm-64	365	7	policies	policy	NOUN
arjefm-64	365	8	to	to	PART
arjefm-64	365	9	encourage	encourage	VERB
arjefm-64	365	10	investment	investment	NOUN
arjefm-64	365	11	diversification	diversification	NOUN
arjefm-64	365	12	to	to	PART
arjefm-64	365	13	reduce	reduce	VERB
arjefm-64	365	14	the	the	DET
arjefm-64	365	15	impact	impact	NOUN
arjefm-64	365	16	of	of	ADP
arjefm-64	365	17	global	global	ADJ
arjefm-64	365	18	shocks	shock	NOUN
arjefm-64	365	19	on	on	ADP
arjefm-64	365	20	the	the	DET
arjefm-64	365	21	domestic	domestic	ADJ
arjefm-64	365	22	stock	stock	NOUN
arjefm-64	365	23	market	market	NOUN
arjefm-64	365	24	.	.	PUNCT
arjefm-64	366	1	policies	policy	NOUN
arjefm-64	366	2	that	that	PRON
arjefm-64	366	3	promote	promote	VERB
arjefm-64	366	4	the	the	DET
arjefm-64	366	5	development	development	NOUN
arjefm-64	366	6	of	of	ADP
arjefm-64	366	7	financial	financial	ADJ
arjefm-64	366	8	markets	market	NOUN
arjefm-64	366	9	,	,	PUNCT
arjefm-64	366	10	including	include	VERB
arjefm-64	366	11	stock	stock	NOUN
arjefm-64	366	12	markets	market	NOUN
arjefm-64	366	13	,	,	PUNCT
arjefm-64	366	14	could	could	AUX
arjefm-64	366	15	also	also	ADV
arjefm-64	366	16	increase	increase	VERB
arjefm-64	366	17	resilience	resilience	NOUN
arjefm-64	366	18	to	to	ADP
arjefm-64	366	19	external	external	ADJ
arjefm-64	366	20	shocks	shock	NOUN
arjefm-64	366	21	and	and	CCONJ
arjefm-64	366	22	contribute	contribute	VERB
arjefm-64	366	23	to	to	ADP
arjefm-64	366	24	overall	overall	ADJ
arjefm-64	366	25	economic	economic	ADJ
arjefm-64	366	26	growth	growth	NOUN
arjefm-64	366	27	.	.	PUNCT
arjefm-64	367	1	furthermore	furthermore	ADV
arjefm-64	367	2	,	,	PUNCT
arjefm-64	367	3	given	give	VERB
arjefm-64	367	4	the	the	DET
arjefm-64	367	5	better	well	ADJ
arjefm-64	367	6	fitness	fitness	NOUN
arjefm-64	367	7	performance	performance	NOUN
arjefm-64	367	8	of	of	ADP
arjefm-64	367	9	the	the	DET
arjefm-64	367	10	garch	garch	NOUN
arjefm-64	367	11	-	-	PUNCT
arjefm-64	367	12	midas	midas	PROPN
arjefm-64	367	13	-	-	PUNCT
arjefm-64	367	14	rv+ocds	rv+ocds	PROPN
arjefm-64	367	15	and	and	CCONJ
arjefm-64	367	16	garch	garch	NOUN
arjefm-64	367	17	-	-	PUNCT
arjefm-64	367	18	midas	midas	PROPN
arjefm-64	367	19	rv+gepu	rv+gepu	NOUN
arjefm-64	367	20	models	model	NOUN
arjefm-64	367	21	compared	compare	VERB
arjefm-64	367	22	to	to	ADP
arjefm-64	367	23	the	the	DET
arjefm-64	367	24	traditional	traditional	ADJ
arjefm-64	367	25	garch	garch	NOUN
arjefm-64	367	26	(	(	PUNCT
arjefm-64	367	27	1	1	NUM
arjefm-64	367	28	,	,	PUNCT
arjefm-64	367	29	1	1	X
arjefm-64	367	30	)	)	PUNCT
arjefm-64	367	31	model	model	NOUN
arjefm-64	367	32	,	,	PUNCT
arjefm-64	367	33	policymakers	policymaker	NOUN
arjefm-64	367	34	could	could	AUX
arjefm-64	367	35	consider	consider	VERB
arjefm-64	367	36	using	use	VERB
arjefm-64	367	37	these	these	DET
arjefm-64	367	38	models	model	NOUN
arjefm-64	367	39	in	in	ADP
arjefm-64	367	40	their	their	PRON
arjefm-64	367	41	forecasting	forecasting	NOUN
arjefm-64	367	42	and	and	CCONJ
arjefm-64	367	43	risk	risk	NOUN
arjefm-64	367	44	management	management	NOUN
arjefm-64	367	45	processes	process	NOUN
arjefm-64	367	46	.	.	PUNCT
arjefm-64	368	1	finally	finally	ADV
arjefm-64	368	2	,	,	PUNCT
arjefm-64	368	3	the	the	DET
arjefm-64	368	4	study	study	NOUN
arjefm-64	368	5	highlights	highlight	VERB
arjefm-64	368	6	the	the	DET
arjefm-64	368	7	importance	importance	NOUN
arjefm-64	368	8	of	of	ADP
arjefm-64	368	9	considering	consider	VERB
arjefm-64	368	10	the	the	DET
arjefm-64	368	11	impact	impact	NOUN
arjefm-64	368	12	of	of	ADP
arjefm-64	368	13	external	external	ADJ
arjefm-64	368	14	factors	factor	NOUN
arjefm-64	368	15	on	on	ADP
arjefm-64	368	16	domestic	domestic	ADJ
arjefm-64	368	17	stock	stock	NOUN
arjefm-64	368	18	market	market	NOUN
arjefm-64	368	19	volatility	volatility	NOUN
arjefm-64	368	20	and	and	CCONJ
arjefm-64	368	21	the	the	DET
arjefm-64	368	22	need	need	NOUN
arjefm-64	368	23	for	for	SCONJ
arjefm-64	368	24	policymakers	policymaker	NOUN
arjefm-64	368	25	to	to	PART
arjefm-64	368	26	implement	implement	VERB
arjefm-64	368	27	policies	policy	NOUN
arjefm-64	368	28	that	that	PRON
arjefm-64	368	29	promote	promote	VERB
arjefm-64	368	30	economic	economic	ADJ
arjefm-64	368	31	stability	stability	NOUN
arjefm-64	368	32	and	and	CCONJ
arjefm-64	368	33	financial	financial	ADJ
arjefm-64	368	34	market	market	NOUN
arjefm-64	368	35	development	development	NOUN
arjefm-64	368	36	.	.	PUNCT
arjefm-64	369	1	conflict	conflict	NOUN
arjefm-64	369	2	of	of	ADP
arjefm-64	369	3	interests	interest	NOUN
arjefm-64	369	4	the	the	DET
arjefm-64	369	5	author	author	NOUN
arjefm-64	369	6	has	have	AUX
arjefm-64	369	7	not	not	PART
arjefm-64	369	8	declared	declare	VERB
arjefm-64	369	9	any	any	DET
arjefm-64	369	10	conflict	conflict	NOUN
arjefm-64	369	11	of	of	ADP
arjefm-64	369	12	interests	interest	NOUN
arjefm-64	369	13	.	.	PUNCT
arjefm-64	370	1	references	reference	NOUN
arjefm-64	370	2	ahmed	ahme	VERB
arjefm-64	370	3	my	my	PRON
arjefm-64	370	4	,	,	PUNCT
arjefm-64	370	5	sarkodie	sarkodie	PROPN
arjefm-64	370	6	sa	sa	PROPN
arjefm-64	370	7	(	(	PUNCT
arjefm-64	370	8	2021	2021	NUM
arjefm-64	370	9	)	)	PUNCT
arjefm-64	370	10	.	.	PUNCT
arjefm-64	371	1	covid-19	covid-19	PROPN
arjefm-64	371	2	pandemic	pandemic	ADJ
arjefm-64	371	3	and	and	CCONJ
arjefm-64	371	4	economic	economic	ADJ
arjefm-64	371	5	policy	policy	NOUN
arjefm-64	371	6	uncertainty	uncertainty	NOUN
arjefm-64	371	7	regimes	regime	NOUN
arjefm-64	371	8	affect	affect	VERB
arjefm-64	371	9	commodity	commodity	NOUN
arjefm-64	371	10	market	market	NOUN
arjefm-64	371	11	volatility	volatility	NOUN
arjefm-64	371	12	.	.	PUNCT
arjefm-64	372	1	resources	resource	NOUN
arjefm-64	372	2	policy	policy	NOUN
arjefm-64	372	3	74:102303	74:102303	NOUN
arjefm-64	372	4	.	.	PUNCT
arjefm-64	373	1	anderson	anderson	PROPN
arjefm-64	373	2	t	t	PROPN
arjefm-64	373	3	,	,	PUNCT
arjefm-64	373	4	bollerslev	bollerslev	ADJ
arjefm-64	373	5	t	t	NOUN
arjefm-64	373	6	,	,	PUNCT
arjefm-64	373	7	diebold	diebold	VERB
arjefm-64	373	8	f	f	PROPN
arjefm-64	373	9	(	(	PUNCT
arjefm-64	373	10	2007	2007	NUM
arjefm-64	373	11	)	)	PUNCT
arjefm-64	373	12	.	.	PUNCT
arjefm-64	374	1	roughing	rough	VERB
arjefm-64	374	2	it	it	PRON
arjefm-64	374	3	up	up	ADP
arjefm-64	374	4	:	:	PUNCT
arjefm-64	374	5	including	include	VERB
arjefm-64	374	6	jump	jump	NOUN
arjefm-64	374	7	component	component	NOUN
arjefm-64	374	8	in	in	ADP
arjefm-64	374	9	the	the	DET
arjefm-64	374	10	measurement	measurement	NOUN
arjefm-64	374	11	,	,	PUNCT
arjefm-64	374	12	modeling	modeling	NOUN
arjefm-64	374	13	and	and	CCONJ
arjefm-64	374	14	forecasting	forecasting	NOUN
arjefm-64	374	15	of	of	ADP
arjefm-64	374	16	return	return	NOUN
arjefm-64	374	17	volatility	volatility	NOUN
arjefm-64	374	18	.	.	PUNCT
arjefm-64	375	1	the	the	DET
arjefm-64	375	2	review	review	NOUN
arjefm-64	375	3	of	of	ADP
arjefm-64	375	4	economics	economic	NOUN
arjefm-64	375	5	and	and	CCONJ
arjefm-64	375	6	statistics	statistic	NOUN
arjefm-64	375	7	89:701	89:701	NUM
arjefm-64	375	8	-	-	SYM
arjefm-64	375	9	720	720	NUM
arjefm-64	375	10	.	.	PUNCT
arjefm-64	376	1	antonakakis	antonakakis	PROPN
arjefm-64	376	2	n	n	CCONJ
arjefm-64	376	3	,	,	PUNCT
arjefm-64	376	4	chatziantoniou	chatziantoniou	VERB
arjefm-64	376	5	i	i	PRON
arjefm-64	376	6	,	,	PUNCT
arjefm-64	376	7	filis	filis	PROPN
arjefm-64	376	8	g	g	PROPN
arjefm-64	376	9	(	(	PUNCT
arjefm-64	376	10	2013	2013	NUM
arjefm-64	376	11	)	)	PUNCT
arjefm-64	376	12	.	.	PUNCT
arjefm-64	377	1	dynamic	dynamic	ADJ
arjefm-64	377	2	comovements	comovement	NOUN
arjefm-64	377	3	of	of	ADP
arjefm-64	377	4	stock	stock	NOUN
arjefm-64	377	5	market	market	NOUN
arjefm-64	377	6	returns	return	NOUN
arjefm-64	377	7	,	,	PUNCT
arjefm-64	377	8	implied	imply	VERB
arjefm-64	377	9	volatility	volatility	NOUN
arjefm-64	377	10	and	and	CCONJ
arjefm-64	377	11	policy	policy	NOUN
arjefm-64	377	12	uncertainty	uncertainty	NOUN
arjefm-64	377	13	economics	economic	NOUN
arjefm-64	377	14	letters	letter	NOUN
arjefm-64	377	15	120(1):87	120(1):87	NOUN
arjefm-64	377	16	-	-	SYM
arjefm-64	377	17	92	92	NUM
arjefm-64	377	18	.	.	PUNCT
arjefm-64	378	1	mailto:contact@americaserial.com	mailto:contact@americaserial.com	X
arjefm-64	378	2	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	379	1	american	american	PROPN
arjefm-64	379	2	research	research	PROPN
arjefm-64	379	3	journal	journal	PROPN
arjefm-64	379	4	of	of	ADP
arjefm-64	379	5	economics	economic	NOUN
arjefm-64	379	6	,	,	PUNCT
arjefm-64	379	7	finance	finance	NOUN
arjefm-64	379	8	and	and	CCONJ
arjefm-64	379	9	management	management	NOUN
arjefm-64	379	10	volume	volume	NOUN
arjefm-64	379	11	12	12	NUM
arjefm-64	379	12	issue	issue	NOUN
arjefm-64	379	13	1	1	NUM
arjefm-64	379	14	,	,	PUNCT
arjefm-64	379	15	january	january	PROPN
arjefm-64	379	16	-	-	PUNCT
arjefm-64	379	17	february	february	PROPN
arjefm-64	379	18	2024	2024	NUM
arjefm-64	379	19	issn	issn	NOUN
arjefm-64	379	20	:	:	PUNCT
arjefm-64	379	21	2836	2836	NUM
arjefm-64	379	22	-	-	SYM
arjefm-64	379	23	9416	9416	NUM
arjefm-64	379	24	impact	impact	NOUN
arjefm-64	379	25	factor	factor	NOUN
arjefm-64	379	26	:	:	PUNCT
arjefm-64	379	27	5.57	5.57	NUM
arjefm-64	379	28	journal	journal	NOUN
arjefm-64	379	29	homepage	homepage	NOUN
arjefm-64	379	30	:	:	PUNCT
arjefm-64	379	31	https://	https://	PROPN
arjefm-64	379	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	379	33	,	,	PUNCT
arjefm-64	379	34	email	email	NOUN
arjefm-64	379	35	:	:	PUNCT
arjefm-64	379	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	379	37	official	official	ADJ
arjefm-64	379	38	journal	journal	PROPN
arjefm-64	379	39	of	of	ADP
arjefm-64	379	40	america	america	PROPN
arjefm-64	379	41	serial	serial	PROPN
arjefm-64	379	42	publication	publication	NOUN
arjefm-64	379	43	american	american	PROPN
arjefm-64	379	44	research	research	PROPN
arjefm-64	379	45	journal	journal	PROPN
arjefm-64	379	46	of	of	ADP
arjefm-64	379	47	economics	economic	NOUN
arjefm-64	379	48	,	,	PUNCT
arjefm-64	379	49	finance	finance	NOUN
arjefm-64	379	50	and	and	CCONJ
arjefm-64	379	51	management	management	NOUN
arjefm-64	379	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	379	53	,	,	PUNCT
arjefm-64	379	54	email	email	NOUN
arjefm-64	379	55	:	:	PUNCT
arjefm-64	379	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	380	1	39	39	NUM
arjefm-64	381	1	|	|	ADV
arjefm-64	381	2	p	p	X
arjefm-64	381	3	a	a	DET
arjefm-64	381	4	g	g	NOUN
arjefm-64	381	5	e	e	PROPN
arjefm-64	381	6	apostolakis	apostolakis	PROPN
arjefm-64	381	7	gn	gn	PROPN
arjefm-64	381	8	,	,	PUNCT
arjefm-64	381	9	floros	floros	PROPN
arjefm-64	381	10	c	c	PROPN
arjefm-64	381	11	,	,	PUNCT
arjefm-64	381	12	gkillas	gkillas	PROPN
arjefm-64	381	13	k	k	PROPN
arjefm-64	381	14	,	,	PUNCT
arjefm-64	381	15	wohar	wohar	PROPN
arjefm-64	381	16	m	m	PROPN
arjefm-64	381	17	(	(	PUNCT
arjefm-64	381	18	2021	2021	NUM
arjefm-64	381	19	)	)	PUNCT
arjefm-64	381	20	.	.	PUNCT
arjefm-64	382	1	political	political	ADJ
arjefm-64	382	2	uncertainty	uncertainty	NOUN
arjefm-64	382	3	,	,	PUNCT
arjefm-64	382	4	covid-19	covid-19	PROPN
arjefm-64	382	5	pandemic	pandemic	ADJ
arjefm-64	382	6	and	and	CCONJ
arjefm-64	382	7	stock	stock	NOUN
arjefm-64	382	8	market	market	NOUN
arjefm-64	382	9	volatility	volatility	NOUN
arjefm-64	382	10	transmission	transmission	NOUN
arjefm-64	382	11	.	.	PUNCT
arjefm-64	383	1	journal	journal	PROPN
arjefm-64	383	2	of	of	ADP
arjefm-64	383	3	international	international	ADJ
arjefm-64	383	4	financial	financial	ADJ
arjefm-64	383	5	markets	market	NOUN
arjefm-64	383	6	,	,	PUNCT
arjefm-64	383	7	institutions	institution	NOUN
arjefm-64	383	8	and	and	CCONJ
arjefm-64	383	9	money	money	NOUN
arjefm-64	383	10	74:101383	74:101383	NOUN
arjefm-64	383	11	.	.	PUNCT
arjefm-64	384	1	asgharian	asgharian	ADJ
arjefm-64	384	2	h	h	PROPN
arjefm-64	384	3	,	,	PUNCT
arjefm-64	384	4	hou	hou	PROPN
arjefm-64	384	5	aj	aj	PROPN
arjefm-64	384	6	,	,	PUNCT
arjefm-64	384	7	javed	javed	PROPN
arjefm-64	384	8	f	f	PROPN
arjefm-64	384	9	(	(	PUNCT
arjefm-64	384	10	2013	2013	NUM
arjefm-64	384	11	)	)	PUNCT
arjefm-64	384	12	.	.	PUNCT
arjefm-64	385	1	the	the	DET
arjefm-64	385	2	importance	importance	NOUN
arjefm-64	385	3	of	of	ADP
arjefm-64	385	4	the	the	DET
arjefm-64	385	5	macroeconomic	macroeconomic	ADJ
arjefm-64	385	6	variables	variable	NOUN
arjefm-64	385	7	in	in	ADP
arjefm-64	385	8	forecasting	forecast	VERB
arjefm-64	385	9	stock	stock	NOUN
arjefm-64	385	10	return	return	NOUN
arjefm-64	385	11	variance	variance	NOUN
arjefm-64	385	12	:	:	PUNCT
arjefm-64	385	13	a	a	DET
arjefm-64	385	14	garch‐midas	garch‐mida	NOUN
arjefm-64	385	15	approach	approach	NOUN
arjefm-64	385	16	.	.	PUNCT
arjefm-64	386	1	journal	journal	NOUN
arjefm-64	386	2	of	of	ADP
arjefm-64	386	3	forecasting	forecasting	NOUN
arjefm-64	386	4	32(7):600	32(7):600	NOUN
arjefm-64	386	5	-	-	NOUN
arjefm-64	386	6	612	612	NUM
arjefm-64	386	7	.	.	PUNCT
arjefm-64	387	1	aydin	aydin	VERB
arjefm-64	387	2	m	m	PROPN
arjefm-64	387	3	,	,	PUNCT
arjefm-64	387	4	pata	pata	PROPN
arjefm-64	387	5	uk	uk	PROPN
arjefm-64	387	6	,	,	PUNCT
arjefm-64	387	7	inal	inal	ADJ
arjefm-64	387	8	v	v	NOUN
arjefm-64	387	9	(	(	PUNCT
arjefm-64	387	10	2022	2022	NUM
arjefm-64	387	11	)	)	PUNCT
arjefm-64	387	12	.	.	PUNCT
arjefm-64	388	1	economic	economic	ADJ
arjefm-64	388	2	policy	policy	NOUN
arjefm-64	388	3	uncertainty	uncertainty	NOUN
arjefm-64	388	4	and	and	CCONJ
arjefm-64	388	5	stock	stock	NOUN
arjefm-64	388	6	prices	price	NOUN
arjefm-64	388	7	in	in	ADP
arjefm-64	388	8	bric	bric	PROPN
arjefm-64	388	9	countries	country	NOUN
arjefm-64	388	10	:	:	PUNCT
arjefm-64	388	11	evidence	evidence	NOUN
arjefm-64	388	12	from	from	ADP
arjefm-64	388	13	asymmetric	asymmetric	ADJ
arjefm-64	388	14	frequency	frequency	NOUN
arjefm-64	388	15	domain	domain	NOUN
arjefm-64	388	16	causality	causality	NOUN
arjefm-64	388	17	approach	approach	NOUN
arjefm-64	388	18	.	.	PUNCT
arjefm-64	389	1	applied	apply	VERB
arjefm-64	389	2	economic	economic	ADJ
arjefm-64	389	3	analysis	analysis	NOUN
arjefm-64	389	4	30(89):114129	30(89):114129	NUM
arjefm-64	389	5	.	.	PUNCT
arjefm-64	390	1	baker	baker	PROPN
arjefm-64	390	2	sr	sr	PROPN
arjefm-64	390	3	,	,	PUNCT
arjefm-64	390	4	bloom	bloom	PROPN
arjefm-64	390	5	n	n	PART
arjefm-64	390	6	,	,	PUNCT
arjefm-64	390	7	davis	davis	PROPN
arjefm-64	390	8	sj	sj	PROPN
arjefm-64	390	9	(	(	PUNCT
arjefm-64	390	10	2016	2016	NUM
arjefm-64	390	11	)	)	PUNCT
arjefm-64	390	12	.	.	PUNCT
arjefm-64	391	1	measuring	measure	VERB
arjefm-64	391	2	economic	economic	ADJ
arjefm-64	391	3	policy	policy	NOUN
arjefm-64	391	4	uncertainty	uncertainty	NOUN
arjefm-64	391	5	the	the	DET
arjefm-64	391	6	quarterly	quarterly	ADJ
arjefm-64	391	7	journal	journal	NOUN
arjefm-64	391	8	of	of	ADP
arjefm-64	391	9	economics	economics	PROPN
arjefm-64	391	10	131(4):1593	131(4):1593	PROPN
arjefm-64	391	11	-	-	PUNCT
arjefm-64	391	12	1636	1636	NUM
arjefm-64	391	13	.	.	PUNCT
arjefm-64	392	1	baumeister	baumeister	PROPN
arjefm-64	392	2	c	c	PROPN
arjefm-64	392	3	,	,	PUNCT
arjefm-64	392	4	hamilton	hamilton	PROPN
arjefm-64	392	5	jd	jd	PROPN
arjefm-64	392	6	(	(	PUNCT
arjefm-64	392	7	2019	2019	NUM
arjefm-64	392	8	)	)	PUNCT
arjefm-64	392	9	.	.	PUNCT
arjefm-64	393	1	structural	structural	ADJ
arjefm-64	393	2	interpretation	interpretation	NOUN
arjefm-64	393	3	of	of	ADP
arjefm-64	393	4	vector	vector	NOUN
arjefm-64	393	5	autoregressions	autoregression	NOUN
arjefm-64	393	6	with	with	ADP
arjefm-64	393	7	incomplete	incomplete	ADJ
arjefm-64	393	8	identification	identification	NOUN
arjefm-64	393	9	:	:	PUNCT
arjefm-64	393	10	revisiting	revisit	VERB
arjefm-64	393	11	the	the	DET
arjefm-64	393	12	role	role	NOUN
arjefm-64	393	13	of	of	ADP
arjefm-64	393	14	oil	oil	NOUN
arjefm-64	393	15	supply	supply	NOUN
arjefm-64	393	16	and	and	CCONJ
arjefm-64	393	17	demand	demand	NOUN
arjefm-64	393	18	shocks	shock	NOUN
arjefm-64	393	19	.	.	PUNCT
arjefm-64	394	1	american	american	PROPN
arjefm-64	394	2	economic	economic	PROPN
arjefm-64	394	3	review	review	PROPN
arjefm-64	394	4	109(5):1873	109(5):1873	NOUN
arjefm-64	394	5	-	-	NOUN
arjefm-64	394	6	1910	1910	NUM
arjefm-64	394	7	.	.	PUNCT
arjefm-64	395	1	baumeister	baumeister	PROPN
arjefm-64	395	2	c	c	NOUN
arjefm-64	395	3	,	,	PUNCT
arjefm-64	395	4	kilian	kilian	PROPN
arjefm-64	395	5	l	l	PROPN
arjefm-64	395	6	(	(	PUNCT
arjefm-64	395	7	2012	2012	NUM
arjefm-64	395	8	)	)	PUNCT
arjefm-64	395	9	.	.	PUNCT
arjefm-64	396	1	real	real	ADJ
arjefm-64	396	2	-	-	PUNCT
arjefm-64	396	3	time	time	NOUN
arjefm-64	396	4	forecasts	forecast	NOUN
arjefm-64	396	5	of	of	ADP
arjefm-64	396	6	the	the	DET
arjefm-64	396	7	real	real	ADJ
arjefm-64	396	8	price	price	NOUN
arjefm-64	396	9	of	of	ADP
arjefm-64	396	10	oil	oil	NOUN
arjefm-64	396	11	journal	journal	NOUN
arjefm-64	396	12	of	of	ADP
arjefm-64	396	13	business	business	NOUN
arjefm-64	396	14	and	and	CCONJ
arjefm-64	396	15	economic	economic	ADJ
arjefm-64	396	16	statistics	statistic	NOUN
arjefm-64	396	17	30(2):326	30(2):326	NUM
arjefm-64	396	18	-	-	SYM
arjefm-64	396	19	336	336	NUM
arjefm-64	396	20	.	.	PUNCT
arjefm-64	397	1	https://www.bankofcanada.ca/wpcontent/uploads/2011/08/wp201116.pdf	https://www.bankofcanada.ca/wpcontent/uploads/2011/08/wp201116.pdf	DET
arjefm-64	397	2	beckmann	beckmann	PROPN
arjefm-64	397	3	j	j	PROPN
arjefm-64	397	4	,	,	PUNCT
arjefm-64	397	5	czudaj	czudaj	NOUN
arjefm-64	397	6	r	r	NOUN
arjefm-64	397	7	(	(	PUNCT
arjefm-64	397	8	2017	2017	NUM
arjefm-64	397	9	)	)	PUNCT
arjefm-64	397	10	.	.	PUNCT
arjefm-64	398	1	exchange	exchange	NOUN
arjefm-64	398	2	rate	rate	NOUN
arjefm-64	398	3	expectations	expectation	NOUN
arjefm-64	398	4	and	and	CCONJ
arjefm-64	398	5	economic	economic	ADJ
arjefm-64	398	6	policy	policy	NOUN
arjefm-64	398	7	uncertainty	uncertainty	NOUN
arjefm-64	398	8	.	.	PUNCT
arjefm-64	399	1	european	european	ADJ
arjefm-64	399	2	journal	journal	PROPN
arjefm-64	399	3	of	of	ADP
arjefm-64	399	4	political	political	ADJ
arjefm-64	399	5	economy	economy	NOUN
arjefm-64	399	6	47:148	47:148	NUM
arjefm-64	399	7	-	-	SYM
arjefm-64	399	8	162	162	NUM
arjefm-64	399	9	.	.	PUNCT
arjefm-64	400	1	bekiros	bekiros	PROPN
arjefm-64	400	2	s	s	PROPN
arjefm-64	400	3	,	,	PUNCT
arjefm-64	400	4	gupta	gupta	PROPN
arjefm-64	400	5	r	r	NOUN
arjefm-64	400	6	,	,	PUNCT
arjefm-64	400	7	kyei	kyei	NOUN
arjefm-64	400	8	c	c	NOUN
arjefm-64	400	9	(	(	PUNCT
arjefm-64	400	10	2016	2016	NUM
arjefm-64	400	11	)	)	PUNCT
arjefm-64	400	12	.	.	PUNCT
arjefm-64	401	1	on	on	ADP
arjefm-64	401	2	economic	economic	ADJ
arjefm-64	401	3	uncertainty	uncertainty	NOUN
arjefm-64	401	4	,	,	PUNCT
arjefm-64	401	5	stock	stock	NOUN
arjefm-64	401	6	market	market	NOUN
arjefm-64	401	7	predictability	predictability	NOUN
arjefm-64	401	8	and	and	CCONJ
arjefm-64	401	9	nonlinear	nonlinear	ADJ
arjefm-64	401	10	spillover	spillover	NOUN
arjefm-64	401	11	effects	effect	NOUN
arjefm-64	401	12	.	.	PUNCT
arjefm-64	402	1	the	the	DET
arjefm-64	402	2	north	north	ADJ
arjefm-64	402	3	american	american	PROPN
arjefm-64	402	4	journal	journal	PROPN
arjefm-64	402	5	of	of	ADP
arjefm-64	402	6	economics	economic	NOUN
arjefm-64	402	7	and	and	CCONJ
arjefm-64	402	8	finance	finance	NOUN
arjefm-64	402	9	36:184	36:184	NUM
arjefm-64	402	10	-	-	SYM
arjefm-64	402	11	191	191	NUM
arjefm-64	402	12	.	.	PUNCT
arjefm-64	403	1	bijsterbosch	bijsterbosch	PROPN
arjefm-64	403	2	m	m	PROPN
arjefm-64	403	3	,	,	PUNCT
arjefm-64	403	4	guérin	guérin	PROPN
arjefm-64	403	5	p	p	X
arjefm-64	403	6	(	(	PUNCT
arjefm-64	403	7	2013	2013	NUM
arjefm-64	403	8	)	)	PUNCT
arjefm-64	403	9	.	.	PUNCT
arjefm-64	404	1	characterizing	characterize	VERB
arjefm-64	404	2	very	very	ADV
arjefm-64	404	3	high	high	ADJ
arjefm-64	404	4	uncertainty	uncertainty	NOUN
arjefm-64	404	5	episodes	episode	NOUN
arjefm-64	404	6	.	.	PUNCT
arjefm-64	405	1	economics	economic	NOUN
arjefm-64	405	2	letters	letter	NOUN
arjefm-64	405	3	121(2):239	121(2):239	NUM
arjefm-64	405	4	-	-	SYM
arjefm-64	405	5	243	243	NUM
arjefm-64	405	6	.	.	PUNCT
arjefm-64	406	1	boffelli	boffelli	PROPN
arjefm-64	406	2	s	s	PROPN
arjefm-64	406	3	,	,	PUNCT
arjefm-64	406	4	skintzi	skintzi	NOUN
arjefm-64	406	5	vd	vd	NOUN
arjefm-64	406	6	,	,	PUNCT
arjefm-64	406	7	urga	urga	NOUN
arjefm-64	406	8	g	g	PROPN
arjefm-64	406	9	(	(	PUNCT
arjefm-64	406	10	2016	2016	NUM
arjefm-64	406	11	)	)	PUNCT
arjefm-64	406	12	.	.	PUNCT
arjefm-64	407	1	high	high	ADJ
arjefm-64	407	2	-	-	PUNCT
arjefm-64	407	3	and	and	CCONJ
arjefm-64	407	4	low	low	ADJ
arjefm-64	407	5	-	-	PUNCT
arjefm-64	407	6	frequency	frequency	NOUN
arjefm-64	407	7	correlations	correlation	NOUN
arjefm-64	407	8	in	in	ADP
arjefm-64	407	9	european	european	ADJ
arjefm-64	407	10	government	government	NOUN
arjefm-64	407	11	bond	bond	NOUN
arjefm-64	407	12	spreads	spread	VERB
arjefm-64	407	13	and	and	CCONJ
arjefm-64	407	14	their	their	PRON
arjefm-64	407	15	macroeconomic	macroeconomic	ADJ
arjefm-64	407	16	drivers	driver	NOUN
arjefm-64	407	17	.	.	PUNCT
arjefm-64	408	1	journal	journal	PROPN
arjefm-64	408	2	of	of	ADP
arjefm-64	408	3	financial	financial	ADJ
arjefm-64	408	4	econometrics	econometric	NOUN
arjefm-64	408	5	15(1):62105	15(1):62105	NUM
arjefm-64	408	6	.	.	PUNCT
arjefm-64	408	7	bollerslev	bollerslev	PROPN
arjefm-64	408	8	t	t	PROPN
arjefm-64	408	9	(	(	PUNCT
arjefm-64	408	10	1986	1986	NUM
arjefm-64	408	11	)	)	PUNCT
arjefm-64	408	12	.	.	PUNCT
arjefm-64	409	1	generalized	generalize	VERB
arjefm-64	409	2	autoregressive	autoregressive	ADJ
arjefm-64	409	3	conditional	conditional	ADJ
arjefm-64	409	4	heteroskedasticity	heteroskedasticity	NOUN
arjefm-64	409	5	.	.	PUNCT
arjefm-64	410	1	journal	journal	PROPN
arjefm-64	410	2	of	of	ADP
arjefm-64	410	3	econometrics	econometric	NOUN
arjefm-64	410	4	,	,	PUNCT
arjefm-64	410	5	pp	pp	ADP
arjefm-64	410	6	.	.	PUNCT
arjefm-64	411	1	307	307	NUM
arjefm-64	411	2	-	-	SYM
arjefm-64	411	3	327	327	NUM
arjefm-64	411	4	.	.	PUNCT
arjefm-64	412	1	mailto:contact@americaserial.com	mailto:contact@americaserial.com	X
arjefm-64	412	2	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	413	1	american	american	PROPN
arjefm-64	413	2	research	research	PROPN
arjefm-64	413	3	journal	journal	PROPN
arjefm-64	413	4	of	of	ADP
arjefm-64	413	5	economics	economic	NOUN
arjefm-64	413	6	,	,	PUNCT
arjefm-64	413	7	finance	finance	NOUN
arjefm-64	413	8	and	and	CCONJ
arjefm-64	413	9	management	management	NOUN
arjefm-64	413	10	volume	volume	NOUN
arjefm-64	413	11	12	12	NUM
arjefm-64	413	12	issue	issue	NOUN
arjefm-64	413	13	1	1	NUM
arjefm-64	413	14	,	,	PUNCT
arjefm-64	413	15	january	january	PROPN
arjefm-64	413	16	-	-	PUNCT
arjefm-64	413	17	february	february	PROPN
arjefm-64	413	18	2024	2024	NUM
arjefm-64	413	19	issn	issn	NOUN
arjefm-64	413	20	:	:	PUNCT
arjefm-64	413	21	2836	2836	NUM
arjefm-64	413	22	-	-	SYM
arjefm-64	413	23	9416	9416	NUM
arjefm-64	413	24	impact	impact	NOUN
arjefm-64	413	25	factor	factor	NOUN
arjefm-64	413	26	:	:	PUNCT
arjefm-64	413	27	5.57	5.57	NUM
arjefm-64	413	28	journal	journal	NOUN
arjefm-64	413	29	homepage	homepage	NOUN
arjefm-64	413	30	:	:	PUNCT
arjefm-64	413	31	https://	https://	PROPN
arjefm-64	413	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	413	33	,	,	PUNCT
arjefm-64	413	34	email	email	NOUN
arjefm-64	413	35	:	:	PUNCT
arjefm-64	413	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	413	37	official	official	ADJ
arjefm-64	413	38	journal	journal	PROPN
arjefm-64	413	39	of	of	ADP
arjefm-64	413	40	america	america	PROPN
arjefm-64	413	41	serial	serial	PROPN
arjefm-64	413	42	publication	publication	NOUN
arjefm-64	413	43	american	american	PROPN
arjefm-64	413	44	research	research	PROPN
arjefm-64	413	45	journal	journal	PROPN
arjefm-64	413	46	of	of	ADP
arjefm-64	413	47	economics	economic	NOUN
arjefm-64	413	48	,	,	PUNCT
arjefm-64	413	49	finance	finance	NOUN
arjefm-64	413	50	and	and	CCONJ
arjefm-64	413	51	management	management	NOUN
arjefm-64	413	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	413	53	,	,	PUNCT
arjefm-64	413	54	email	email	NOUN
arjefm-64	413	55	:	:	PUNCT
arjefm-64	413	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	414	1	40	40	NUM
arjefm-64	415	1	|	|	ADV
arjefm-64	415	2	p	p	X
arjefm-64	415	3	a	a	DET
arjefm-64	415	4	g	g	PROPN
arjefm-64	415	5	e	e	PROPN
arjefm-64	415	6	brogaard	brogaard	PROPN
arjefm-64	415	7	j	j	PROPN
arjefm-64	415	8	,	,	PUNCT
arjefm-64	415	9	detzel	detzel	ADJ
arjefm-64	415	10	a	a	DET
arjefm-64	415	11	(	(	PUNCT
arjefm-64	415	12	2015	2015	NUM
arjefm-64	415	13	)	)	PUNCT
arjefm-64	415	14	the	the	DET
arjefm-64	415	15	asset	asset	NOUN
arjefm-64	415	16	-	-	PUNCT
arjefm-64	415	17	pricing	pricing	NOUN
arjefm-64	415	18	implications	implication	NOUN
arjefm-64	415	19	of	of	ADP
arjefm-64	415	20	government	government	NOUN
arjefm-64	415	21	economic	economic	ADJ
arjefm-64	415	22	policy	policy	NOUN
arjefm-64	415	23	uncertainty	uncertainty	NOUN
arjefm-64	415	24	.	.	PUNCT
arjefm-64	416	1	management	management	NOUN
arjefm-64	416	2	science	science	PROPN
arjefm-64	416	3	61(1):3	61(1):3	PROPN
arjefm-64	416	4	-	-	SYM
arjefm-64	416	5	18	18	NUM
arjefm-64	416	6	.	.	PUNCT
arjefm-64	417	1	caggiano	caggiano	PROPN
arjefm-64	417	2	g	g	PROPN
arjefm-64	417	3	,	,	PUNCT
arjefm-64	417	4	castelnuovo	castelnuovo	PROPN
arjefm-64	417	5	e	e	PROPN
arjefm-64	417	6	,	,	PUNCT
arjefm-64	417	7	figueres	figueres	PROPN
arjefm-64	417	8	jm	jm	PROPN
arjefm-64	417	9	(	(	PUNCT
arjefm-64	417	10	2017	2017	NUM
arjefm-64	417	11	)	)	PUNCT
arjefm-64	417	12	.	.	PUNCT
arjefm-64	418	1	economic	economic	ADJ
arjefm-64	418	2	policy	policy	NOUN
arjefm-64	418	3	uncertainty	uncertainty	NOUN
arjefm-64	418	4	and	and	CCONJ
arjefm-64	418	5	unemployment	unemployment	NOUN
arjefm-64	418	6	in	in	ADP
arjefm-64	418	7	the	the	DET
arjefm-64	418	8	united	united	PROPN
arjefm-64	418	9	states	states	PROPN
arjefm-64	418	10	:	:	PUNCT
arjefm-64	418	11	a	a	DET
arjefm-64	418	12	nonlinear	nonlinear	ADJ
arjefm-64	418	13	approach	approach	NOUN
arjefm-64	418	14	.	.	PUNCT
arjefm-64	419	1	economics	economic	NOUN
arjefm-64	419	2	letters	letter	NOUN
arjefm-64	419	3	151:31	151:31	NUM
arjefm-64	419	4	-	-	SYM
arjefm-64	419	5	34	34	NUM
arjefm-64	419	6	.	.	PUNCT
arjefm-64	420	1	chan	chan	PROPN
arjefm-64	420	2	jc	jc	PROPN
arjefm-64	420	3	,	,	PUNCT
arjefm-64	420	4	grant	grant	PROPN
arjefm-64	420	5	al	al	PROPN
arjefm-64	420	6	(	(	PUNCT
arjefm-64	420	7	2016	2016	NUM
arjefm-64	420	8	)	)	PUNCT
arjefm-64	420	9	.	.	PUNCT
arjefm-64	421	1	modeling	model	VERB
arjefm-64	421	2	energy	energy	NOUN
arjefm-64	421	3	price	price	NOUN
arjefm-64	421	4	dynamics	dynamic	NOUN
arjefm-64	421	5	:	:	PUNCT
arjefm-64	421	6	garch	garch	NOUN
arjefm-64	421	7	versus	versus	ADP
arjefm-64	421	8	stochastic	stochastic	ADJ
arjefm-64	421	9	volatility	volatility	NOUN
arjefm-64	421	10	.	.	PUNCT
arjefm-64	422	1	energy	energy	NOUN
arjefm-64	422	2	economics	economic	NOUN
arjefm-64	422	3	54:182	54:182	NUM
arjefm-64	422	4	-	-	SYM
arjefm-64	422	5	189	189	NUM
arjefm-64	422	6	.	.	PUNCT
arjefm-64	423	1	chang	chang	PROPN
arjefm-64	423	2	t	t	PROPN
arjefm-64	423	3	,	,	PUNCT
arjefm-64	423	4	chen	chen	PROPN
arjefm-64	423	5	wy	wy	PROPN
arjefm-64	423	6	,	,	PUNCT
arjefm-64	423	7	gupta	gupta	PROPN
arjefm-64	423	8	r	r	PROPN
arjefm-64	423	9	,	,	PUNCT
arjefm-64	423	10	nguyen	nguyen	NOUN
arjefm-64	423	11	dk	dk	X
arjefm-64	423	12	(	(	PUNCT
arjefm-64	423	13	2015	2015	NUM
arjefm-64	423	14	)	)	PUNCT
arjefm-64	423	15	.	.	PUNCT
arjefm-64	424	1	are	be	AUX
arjefm-64	424	2	stock	stock	NOUN
arjefm-64	424	3	prices	price	NOUN
arjefm-64	424	4	related	relate	VERB
arjefm-64	424	5	to	to	ADP
arjefm-64	424	6	the	the	DET
arjefm-64	424	7	political	political	ADJ
arjefm-64	424	8	uncertainty	uncertainty	NOUN
arjefm-64	424	9	index	index	NOUN
arjefm-64	424	10	in	in	ADP
arjefm-64	424	11	oecd	oecd	PROPN
arjefm-64	424	12	countries	country	NOUN
arjefm-64	424	13	?	?	PUNCT
arjefm-64	425	1	evidence	evidence	NOUN
arjefm-64	425	2	from	from	ADP
arjefm-64	425	3	the	the	DET
arjefm-64	425	4	bootstrap	bootstrap	NOUN
arjefm-64	425	5	panel	panel	NOUN
arjefm-64	425	6	causality	causality	NOUN
arjefm-64	425	7	test	test	NOUN
arjefm-64	425	8	.	.	PUNCT
arjefm-64	426	1	economic	economic	ADJ
arjefm-64	426	2	systems	system	NOUN
arjefm-64	426	3	39(2):288	39(2):288	NUM
arjefm-64	426	4	-	-	SYM
arjefm-64	426	5	300	300	NUM
arjefm-64	426	6	.	.	PUNCT
arjefm-64	427	1	chen	chen	PROPN
arjefm-64	427	2	yc	yc	PROPN
arjefm-64	427	3	,	,	PUNCT
arjefm-64	427	4	rogoff	rogoff	NOUN
arjefm-64	427	5	ks	ks	PROPN
arjefm-64	427	6	,	,	PUNCT
arjefm-64	427	7	rossi	rossi	PROPN
arjefm-64	427	8	b	b	X
arjefm-64	427	9	(	(	PUNCT
arjefm-64	427	10	2010	2010	NUM
arjefm-64	427	11	)	)	PUNCT
arjefm-64	427	12	.	.	PUNCT
arjefm-64	428	1	can	can	AUX
arjefm-64	428	2	exchange	exchange	VERB
arjefm-64	428	3	rates	rate	NOUN
arjefm-64	428	4	forecast	forecast	VERB
arjefm-64	428	5	commodity	commodity	NOUN
arjefm-64	428	6	prices	price	NOUN
arjefm-64	428	7	?	?	PUNCT
arjefm-64	429	1	the	the	DET
arjefm-64	429	2	quarterly	quarterly	ADJ
arjefm-64	429	3	journal	journal	NOUN
arjefm-64	429	4	of	of	ADP
arjefm-64	429	5	economics	economics	PROPN
arjefm-64	429	6	125(3):11451194	125(3):11451194	PROPN
arjefm-64	429	7	.	.	PROPN
arjefm-64	430	1	cheng	cheng	PROPN
arjefm-64	430	2	chj	chj	PROPN
arjefm-64	430	3	(	(	PUNCT
arjefm-64	430	4	2017	2017	NUM
arjefm-64	430	5	)	)	PUNCT
arjefm-64	430	6	.	.	PUNCT
arjefm-64	431	1	effects	effect	NOUN
arjefm-64	431	2	of	of	ADP
arjefm-64	431	3	foreign	foreign	ADJ
arjefm-64	431	4	and	and	CCONJ
arjefm-64	431	5	domestic	domestic	ADJ
arjefm-64	431	6	economic	economic	ADJ
arjefm-64	431	7	policy	policy	NOUN
arjefm-64	431	8	uncertainty	uncertainty	NOUN
arjefm-64	431	9	shocks	shock	VERB
arjefm-64	431	10	on	on	ADP
arjefm-64	431	11	south	south	PROPN
arjefm-64	431	12	korea	korea	PROPN
arjefm-64	431	13	.	.	PUNCT
arjefm-64	432	1	journal	journal	PROPN
arjefm-64	432	2	of	of	ADP
arjefm-64	432	3	asian	asian	ADJ
arjefm-64	432	4	economics	economic	NOUN
arjefm-64	432	5	51:1	51:1	NUM
arjefm-64	432	6	-	-	SYM
arjefm-64	432	7	11	11	NUM
arjefm-64	432	8	.	.	PUNCT
arjefm-64	433	1	chiang	chiang	PROPN
arjefm-64	433	2	tc	tc	PROPN
arjefm-64	433	3	(	(	PUNCT
arjefm-64	433	4	2019	2019	NUM
arjefm-64	433	5	)	)	PUNCT
arjefm-64	433	6	.	.	PUNCT
arjefm-64	434	1	economic	economic	ADJ
arjefm-64	434	2	policy	policy	NOUN
arjefm-64	434	3	uncertainty	uncertainty	NOUN
arjefm-64	434	4	,	,	PUNCT
arjefm-64	434	5	risk	risk	NOUN
arjefm-64	434	6	and	and	CCONJ
arjefm-64	434	7	stock	stock	NOUN
arjefm-64	434	8	returns	return	NOUN
arjefm-64	434	9	:	:	PUNCT
arjefm-64	434	10	evidence	evidence	NOUN
arjefm-64	434	11	from	from	ADP
arjefm-64	434	12	g7	g7	PROPN
arjefm-64	434	13	stock	stock	NOUN
arjefm-64	434	14	markets	market	NOUN
arjefm-64	434	15	.	.	PUNCT
arjefm-64	435	1	finance	finance	NOUN
arjefm-64	435	2	research	research	NOUN
arjefm-64	435	3	letters	letter	NOUN
arjefm-64	435	4	29:4149	29:4149	NUM
arjefm-64	435	5	.	.	PUNCT
arjefm-64	436	1	christou	christou	PROPN
arjefm-64	436	2	c	c	PROPN
arjefm-64	436	3	,	,	PUNCT
arjefm-64	436	4	cunado	cunado	PROPN
arjefm-64	436	5	j	j	PROPN
arjefm-64	436	6	,	,	PUNCT
arjefm-64	436	7	gupta	gupta	PROPN
arjefm-64	436	8	r	r	NOUN
arjefm-64	436	9	,	,	PUNCT
arjefm-64	436	10	hassapis	hassapis	NOUN
arjefm-64	436	11	c	c	NOUN
arjefm-64	436	12	(	(	PUNCT
arjefm-64	436	13	2017a	2017a	NUM
arjefm-64	436	14	)	)	PUNCT
arjefm-64	436	15	.	.	PUNCT
arjefm-64	437	1	economic	economic	ADJ
arjefm-64	437	2	policy	policy	NOUN
arjefm-64	437	3	uncertainty	uncertainty	NOUN
arjefm-64	437	4	and	and	CCONJ
arjefm-64	437	5	stock	stock	NOUN
arjefm-64	437	6	market	market	NOUN
arjefm-64	437	7	returns	return	NOUN
arjefm-64	437	8	in	in	ADP
arjefm-64	437	9	pacific	pacific	ADJ
arjefm-64	437	10	rim	rim	PROPN
arjefm-64	437	11	countries	country	NOUN
arjefm-64	437	12	:	:	PUNCT
arjefm-64	437	13	evidence	evidence	NOUN
arjefm-64	437	14	based	base	VERB
arjefm-64	437	15	on	on	ADP
arjefm-64	437	16	a	a	DET
arjefm-64	437	17	bayesian	bayesian	NOUN
arjefm-64	437	18	panel	panel	NOUN
arjefm-64	437	19	var	var	PROPN
arjefm-64	437	20	model	model	PROPN
arjefm-64	437	21	.	.	PUNCT
arjefm-64	438	1	journal	journal	PROPN
arjefm-64	438	2	of	of	ADP
arjefm-64	438	3	multinational	multinational	ADJ
arjefm-64	438	4	financial	financial	ADJ
arjefm-64	438	5	management	management	NOUN
arjefm-64	438	6	40:92	40:92	NUM
arjefm-64	438	7	-	-	SYM
arjefm-64	438	8	102	102	NUM
arjefm-64	438	9	.	.	PUNCT
arjefm-64	439	1	christou	christou	PROPN
arjefm-64	439	2	c	c	PROPN
arjefm-64	439	3	,	,	PUNCT
arjefm-64	439	4	gupta	gupta	PROPN
arjefm-64	439	5	r	r	NOUN
arjefm-64	439	6	,	,	PUNCT
arjefm-64	439	7	hassapis	hassapis	NOUN
arjefm-64	439	8	c	c	NOUN
arjefm-64	439	9	(	(	PUNCT
arjefm-64	439	10	2017b	2017b	NUM
arjefm-64	439	11	)	)	PUNCT
arjefm-64	439	12	.	.	PUNCT
arjefm-64	440	1	does	do	AUX
arjefm-64	440	2	economic	economic	ADJ
arjefm-64	440	3	policy	policy	NOUN
arjefm-64	440	4	uncertainty	uncertainty	NOUN
arjefm-64	440	5	forecast	forecast	VERB
arjefm-64	440	6	real	real	ADJ
arjefm-64	440	7	housing	housing	NOUN
arjefm-64	440	8	returns	return	NOUN
arjefm-64	440	9	in	in	ADP
arjefm-64	440	10	a	a	DET
arjefm-64	440	11	panel	panel	NOUN
arjefm-64	440	12	of	of	ADP
arjefm-64	440	13	oecd	oecd	PROPN
arjefm-64	440	14	countries	country	NOUN
arjefm-64	440	15	?	?	PUNCT
arjefm-64	441	1	a	a	DET
arjefm-64	441	2	bayesian	bayesian	NOUN
arjefm-64	441	3	approach	approach	NOUN
arjefm-64	441	4	.	.	PUNCT
arjefm-64	442	1	the	the	DET
arjefm-64	442	2	quarterly	quarterly	ADJ
arjefm-64	442	3	review	review	NOUN
arjefm-64	442	4	of	of	ADP
arjefm-64	442	5	economics	economic	NOUN
arjefm-64	442	6	and	and	CCONJ
arjefm-64	442	7	finance	finance	NOUN
arjefm-64	442	8	65:50	65:50	NUM
arjefm-64	442	9	-	-	SYM
arjefm-64	442	10	60	60	NUM
arjefm-64	442	11	.	.	PUNCT
arjefm-64	443	1	conrad	conrad	PROPN
arjefm-64	443	2	c	c	PROPN
arjefm-64	443	3	,	,	PUNCT
arjefm-64	443	4	loch	loch	PROPN
arjefm-64	443	5	k	k	PROPN
arjefm-64	443	6	(	(	PUNCT
arjefm-64	443	7	2015a	2015a	NUM
arjefm-64	443	8	)	)	PUNCT
arjefm-64	443	9	.	.	PUNCT
arjefm-64	444	1	anticipating	anticipate	VERB
arjefm-64	444	2	long‐term	long‐term	NOUN
arjefm-64	444	3	stock	stock	NOUN
arjefm-64	444	4	market	market	NOUN
arjefm-64	444	5	volatility	volatility	NOUN
arjefm-64	444	6	.	.	PUNCT
arjefm-64	445	1	journal	journal	NOUN
arjefm-64	445	2	of	of	ADP
arjefm-64	445	3	applied	apply	VERB
arjefm-64	445	4	econometrics	econometrics	NOUN
arjefm-64	445	5	30(7):1090	30(7):1090	NUM
arjefm-64	445	6	-	-	PUNCT
arjefm-64	445	7	1114	1114	NUM
arjefm-64	445	8	.	.	PUNCT
arjefm-64	446	1	conrad	conrad	PROPN
arjefm-64	446	2	c	c	PROPN
arjefm-64	446	3	,	,	PUNCT
arjefm-64	446	4	loch	loch	PROPN
arjefm-64	446	5	k	k	PROPN
arjefm-64	446	6	(	(	PUNCT
arjefm-64	446	7	2015b	2015b	NUM
arjefm-64	446	8	)	)	PUNCT
arjefm-64	446	9	.	.	PUNCT
arjefm-64	447	1	the	the	DET
arjefm-64	447	2	variance	variance	NOUN
arjefm-64	447	3	risk	risk	NOUN
arjefm-64	447	4	premium	premium	NOUN
arjefm-64	447	5	and	and	CCONJ
arjefm-64	447	6	fundamental	fundamental	ADJ
arjefm-64	447	7	uncertainty	uncertainty	NOUN
arjefm-64	447	8	economics	economics	NOUN
arjefm-64	447	9	letters	letter	NOUN
arjefm-64	447	10	132:56	132:56	PROPN
arjefm-64	447	11	-	-	SYM
arjefm-64	447	12	60	60	NUM
arjefm-64	447	13	.	.	PUNCT
arjefm-64	448	1	conrad	conrad	PROPN
arjefm-64	448	2	c	c	PROPN
arjefm-64	448	3	,	,	PUNCT
arjefm-64	448	4	loch	loch	PROPN
arjefm-64	448	5	k	k	PROPN
arjefm-64	448	6	,	,	PUNCT
arjefm-64	448	7	rittler	rittler	NOUN
arjefm-64	448	8	d	d	PROPN
arjefm-64	448	9	(	(	PUNCT
arjefm-64	448	10	2014	2014	NUM
arjefm-64	448	11	)	)	PUNCT
arjefm-64	448	12	.	.	PUNCT
arjefm-64	449	1	on	on	ADP
arjefm-64	449	2	the	the	DET
arjefm-64	449	3	macroeconomic	macroeconomic	ADJ
arjefm-64	449	4	determinants	determinant	NOUN
arjefm-64	449	5	of	of	ADP
arjefm-64	449	6	long	long	ADJ
arjefm-64	449	7	-	-	PUNCT
arjefm-64	449	8	term	term	NOUN
arjefm-64	449	9	volatilities	volatility	NOUN
arjefm-64	449	10	and	and	CCONJ
arjefm-64	449	11	correlations	correlation	NOUN
arjefm-64	449	12	in	in	ADP
arjefm-64	449	13	us	us	PROPN
arjefm-64	449	14	stock	stock	NOUN
arjefm-64	449	15	and	and	CCONJ
arjefm-64	449	16	crude	crude	ADJ
arjefm-64	449	17	oil	oil	NOUN
arjefm-64	449	18	markets	market	NOUN
arjefm-64	449	19	.	.	PUNCT
arjefm-64	450	1	journal	journal	NOUN
arjefm-64	450	2	of	of	ADP
arjefm-64	450	3	empirical	empirical	ADJ
arjefm-64	450	4	finance	finance	NOUN
arjefm-64	450	5	29:26	29:26	NUM
arjefm-64	450	6	-	-	SYM
arjefm-64	450	7	40	40	NUM
arjefm-64	450	8	.	.	PUNCT
arjefm-64	451	1	mailto:contact@americaserial.com	mailto:contact@americaserial.com	X
arjefm-64	451	2	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	452	1	american	american	PROPN
arjefm-64	452	2	research	research	PROPN
arjefm-64	452	3	journal	journal	PROPN
arjefm-64	452	4	of	of	ADP
arjefm-64	452	5	economics	economic	NOUN
arjefm-64	452	6	,	,	PUNCT
arjefm-64	452	7	finance	finance	NOUN
arjefm-64	452	8	and	and	CCONJ
arjefm-64	452	9	management	management	NOUN
arjefm-64	452	10	volume	volume	NOUN
arjefm-64	452	11	12	12	NUM
arjefm-64	452	12	issue	issue	NOUN
arjefm-64	452	13	1	1	NUM
arjefm-64	452	14	,	,	PUNCT
arjefm-64	452	15	january	january	PROPN
arjefm-64	452	16	-	-	PUNCT
arjefm-64	452	17	february	february	PROPN
arjefm-64	452	18	2024	2024	NUM
arjefm-64	452	19	issn	issn	NOUN
arjefm-64	452	20	:	:	PUNCT
arjefm-64	452	21	2836	2836	NUM
arjefm-64	452	22	-	-	SYM
arjefm-64	452	23	9416	9416	NUM
arjefm-64	452	24	impact	impact	NOUN
arjefm-64	452	25	factor	factor	NOUN
arjefm-64	452	26	:	:	PUNCT
arjefm-64	452	27	5.57	5.57	NUM
arjefm-64	452	28	journal	journal	NOUN
arjefm-64	452	29	homepage	homepage	NOUN
arjefm-64	452	30	:	:	PUNCT
arjefm-64	452	31	https://	https://	PROPN
arjefm-64	452	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	452	33	,	,	PUNCT
arjefm-64	452	34	email	email	NOUN
arjefm-64	452	35	:	:	PUNCT
arjefm-64	452	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	452	37	official	official	ADJ
arjefm-64	452	38	journal	journal	PROPN
arjefm-64	452	39	of	of	ADP
arjefm-64	452	40	america	america	PROPN
arjefm-64	452	41	serial	serial	PROPN
arjefm-64	452	42	publication	publication	NOUN
arjefm-64	452	43	american	american	PROPN
arjefm-64	452	44	research	research	PROPN
arjefm-64	452	45	journal	journal	PROPN
arjefm-64	452	46	of	of	ADP
arjefm-64	452	47	economics	economic	NOUN
arjefm-64	452	48	,	,	PUNCT
arjefm-64	452	49	finance	finance	NOUN
arjefm-64	452	50	and	and	CCONJ
arjefm-64	452	51	management	management	NOUN
arjefm-64	452	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	452	53	,	,	PUNCT
arjefm-64	452	54	email	email	NOUN
arjefm-64	452	55	:	:	PUNCT
arjefm-64	452	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	453	1	41	41	NUM
arjefm-64	454	1	|	|	ADV
arjefm-64	454	2	p	p	X
arjefm-64	454	3	a	a	DET
arjefm-64	454	4	g	g	NOUN
arjefm-64	454	5	e	e	NOUN
arjefm-64	454	6	dakhlaoui	dakhlaoui	NOUN
arjefm-64	454	7	i	i	PROPN
arjefm-64	454	8	,	,	PUNCT
arjefm-64	454	9	aloui	aloui	PROPN
arjefm-64	454	10	c	c	PROPN
arjefm-64	454	11	(	(	PUNCT
arjefm-64	454	12	2016	2016	NUM
arjefm-64	454	13	)	)	PUNCT
arjefm-64	454	14	.	.	PUNCT
arjefm-64	455	1	the	the	DET
arjefm-64	455	2	interactive	interactive	ADJ
arjefm-64	455	3	relationship	relationship	NOUN
arjefm-64	455	4	between	between	ADP
arjefm-64	455	5	the	the	DET
arjefm-64	455	6	us	us	PROPN
arjefm-64	455	7	economic	economic	ADJ
arjefm-64	455	8	policy	policy	NOUN
arjefm-64	455	9	uncertainty	uncertainty	NOUN
arjefm-64	455	10	and	and	CCONJ
arjefm-64	455	11	bric	bric	PROPN
arjefm-64	455	12	stock	stock	NOUN
arjefm-64	455	13	markets	market	NOUN
arjefm-64	455	14	.	.	PUNCT
arjefm-64	456	1	international	international	ADJ
arjefm-64	456	2	economics	economic	NOUN
arjefm-64	456	3	146:141	146:141	PROPN
arjefm-64	456	4	-	-	SYM
arjefm-64	456	5	157	157	NUM
arjefm-64	456	6	.	.	PUNCT
arjefm-64	457	1	demir	demir	PROPN
arjefm-64	457	2	e	e	PROPN
arjefm-64	457	3	,	,	PUNCT
arjefm-64	457	4	ersan	ersan	ADJ
arjefm-64	457	5	o	o	NOUN
arjefm-64	457	6	(	(	PUNCT
arjefm-64	457	7	2017	2017	NUM
arjefm-64	457	8	)	)	PUNCT
arjefm-64	457	9	.	.	PUNCT
arjefm-64	458	1	economic	economic	ADJ
arjefm-64	458	2	policy	policy	NOUN
arjefm-64	458	3	uncertainty	uncertainty	NOUN
arjefm-64	458	4	and	and	CCONJ
arjefm-64	458	5	cash	cash	NOUN
arjefm-64	458	6	holdings	holding	NOUN
arjefm-64	458	7	:	:	PUNCT
arjefm-64	458	8	evidence	evidence	NOUN
arjefm-64	458	9	from	from	ADP
arjefm-64	458	10	bric	bric	PROPN
arjefm-64	458	11	countries	country	NOUN
arjefm-64	458	12	.	.	PUNCT
arjefm-64	459	1	emerging	emerge	VERB
arjefm-64	459	2	markets	market	NOUN
arjefm-64	459	3	review	review	VERB
arjefm-64	459	4	33:189	33:189	NUM
arjefm-64	459	5	-	-	PUNCT
arjefm-64	459	6	200	200	NUM
arjefm-64	459	7	.	.	PUNCT
arjefm-64	460	1	demir	demir	PROPN
arjefm-64	460	2	e	e	PROPN
arjefm-64	460	3	,	,	PUNCT
arjefm-64	460	4	ersan	ersan	ADJ
arjefm-64	460	5	o	o	NOUN
arjefm-64	460	6	(	(	PUNCT
arjefm-64	460	7	2017	2017	NUM
arjefm-64	460	8	)	)	PUNCT
arjefm-64	460	9	.	.	PUNCT
arjefm-64	461	1	economic	economic	ADJ
arjefm-64	461	2	policy	policy	NOUN
arjefm-64	461	3	uncertainty	uncertainty	NOUN
arjefm-64	461	4	and	and	CCONJ
arjefm-64	461	5	cash	cash	NOUN
arjefm-64	461	6	holdings	holding	NOUN
arjefm-64	461	7	:	:	PUNCT
arjefm-64	461	8	evidence	evidence	NOUN
arjefm-64	461	9	from	from	ADP
arjefm-64	461	10	bric	bric	PROPN
arjefm-64	461	11	countries	country	NOUN
arjefm-64	461	12	.	.	PUNCT
arjefm-64	462	1	emerging	emerge	VERB
arjefm-64	462	2	markets	market	NOUN
arjefm-64	462	3	review	review	VERB
arjefm-64	462	4	33:189	33:189	NUM
arjefm-64	462	5	-	-	PUNCT
arjefm-64	462	6	200	200	NUM
arjefm-64	462	7	.	.	PUNCT
arjefm-64	463	1	engle	engle	PROPN
arjefm-64	463	2	rf	rf	PROPN
arjefm-64	463	3	,	,	PUNCT
arjefm-64	463	4	ghysels	ghysel	NOUN
arjefm-64	463	5	e	e	NOUN
arjefm-64	463	6	,	,	PUNCT
arjefm-64	463	7	sohn	sohn	PROPN
arjefm-64	463	8	b	b	PROPN
arjefm-64	463	9	(	(	PUNCT
arjefm-64	463	10	2013	2013	NUM
arjefm-64	463	11	)	)	PUNCT
arjefm-64	463	12	.	.	PUNCT
arjefm-64	464	1	stock	stock	NOUN
arjefm-64	464	2	market	market	NOUN
arjefm-64	464	3	volatility	volatility	NOUN
arjefm-64	464	4	and	and	CCONJ
arjefm-64	464	5	macroeconomic	macroeconomic	ADJ
arjefm-64	464	6	fundamentals	fundamental	NOUN
arjefm-64	464	7	.	.	PUNCT
arjefm-64	465	1	review	review	NOUN
arjefm-64	465	2	of	of	ADP
arjefm-64	465	3	economics	economic	NOUN
arjefm-64	465	4	and	and	CCONJ
arjefm-64	465	5	statistics	statistic	NOUN
arjefm-64	465	6	95(3):776	95(3):776	PROPN
arjefm-64	465	7	-	-	SYM
arjefm-64	465	8	797	797	NUM
arjefm-64	465	9	.	.	PUNCT
arjefm-64	466	1	fama	fama	PROPN
arjefm-64	466	2	ef	ef	PROPN
arjefm-64	466	3	(	(	PUNCT
arjefm-64	466	4	1970	1970	NUM
arjefm-64	466	5	)	)	PUNCT
arjefm-64	466	6	.	.	PUNCT
arjefm-64	467	1	efficient	efficient	ADJ
arjefm-64	467	2	capital	capital	NOUN
arjefm-64	467	3	market	market	NOUN
arjefm-64	467	4	:	:	PUNCT
arjefm-64	467	5	a	a	DET
arjefm-64	467	6	review	review	NOUN
arjefm-64	467	7	of	of	ADP
arjefm-64	467	8	theory	theory	NOUN
arjefm-64	467	9	and	and	CCONJ
arjefm-64	467	10	empirical	empirical	ADJ
arjefm-64	467	11	work	work	NOUN
arjefm-64	467	12	.	.	PUNCT
arjefm-64	468	1	the	the	DET
arjefm-64	468	2	journal	journal	NOUN
arjefm-64	468	3	of	of	ADP
arjefm-64	468	4	finance	finance	NOUN
arjefm-64	468	5	25(2):383	25(2):383	PROPN
arjefm-64	468	6	-	-	SYM
arjefm-64	468	7	417	417	NUM
arjefm-64	468	8	.	.	PUNCT
arjefm-64	469	1	fang	fang	PROPN
arjefm-64	469	2	l	l	PROPN
arjefm-64	469	3	,	,	PUNCT
arjefm-64	469	4	chen	chen	PROPN
arjefm-64	469	5	b	b	PROPN
arjefm-64	469	6	,	,	PUNCT
arjefm-64	469	7	yu	yu	PROPN
arjefm-64	469	8	h	h	NOUN
arjefm-64	469	9	,	,	PUNCT
arjefm-64	469	10	qian	qian	PROPN
arjefm-64	469	11	y	y	PROPN
arjefm-64	469	12	(	(	PUNCT
arjefm-64	469	13	2018	2018	NUM
arjefm-64	469	14	)	)	PUNCT
arjefm-64	469	15	.	.	PUNCT
arjefm-64	470	1	the	the	DET
arjefm-64	470	2	importance	importance	NOUN
arjefm-64	470	3	of	of	ADP
arjefm-64	470	4	global	global	ADJ
arjefm-64	470	5	economic	economic	ADJ
arjefm-64	470	6	policy	policy	NOUN
arjefm-64	470	7	uncertainty	uncertainty	NOUN
arjefm-64	470	8	in	in	ADP
arjefm-64	470	9	predicting	predict	VERB
arjefm-64	470	10	gold	gold	ADJ
arjefm-64	470	11	futures	future	NOUN
arjefm-64	470	12	market	market	NOUN
arjefm-64	470	13	volatility	volatility	NOUN
arjefm-64	470	14	:	:	PUNCT
arjefm-64	470	15	a	a	DET
arjefm-64	470	16	garch‐midas	garch‐mida	NOUN
arjefm-64	470	17	approach	approach	NOUN
arjefm-64	470	18	.	.	PUNCT
arjefm-64	471	1	journal	journal	PROPN
arjefm-64	471	2	of	of	ADP
arjefm-64	471	3	futures	future	NOUN
arjefm-64	471	4	markets	market	NOUN
arjefm-64	471	5	38(3):413	38(3):413	PROPN
arjefm-64	471	6	-	-	PUNCT
arjefm-64	471	7	422	422	NUM
arjefm-64	471	8	.	.	PUNCT
arjefm-64	472	1	fang	fang	PROPN
arjefm-64	472	2	l	l	PROPN
arjefm-64	472	3	,	,	PUNCT
arjefm-64	472	4	yu	yu	PROPN
arjefm-64	472	5	h	h	PROPN
arjefm-64	472	6	,	,	PUNCT
arjefm-64	472	7	li	li	PROPN
arjefm-64	472	8	l	l	PROPN
arjefm-64	472	9	(	(	PUNCT
arjefm-64	472	10	2017	2017	NUM
arjefm-64	472	11	)	)	PUNCT
arjefm-64	472	12	.	.	PUNCT
arjefm-64	473	1	the	the	DET
arjefm-64	473	2	effect	effect	NOUN
arjefm-64	473	3	of	of	ADP
arjefm-64	473	4	economic	economic	ADJ
arjefm-64	473	5	policy	policy	NOUN
arjefm-64	473	6	uncertainty	uncertainty	NOUN
arjefm-64	473	7	on	on	ADP
arjefm-64	473	8	the	the	DET
arjefm-64	473	9	long	long	ADJ
arjefm-64	473	10	-	-	PUNCT
arjefm-64	473	11	term	term	NOUN
arjefm-64	473	12	correlation	correlation	NOUN
arjefm-64	473	13	between	between	ADP
arjefm-64	473	14	us	us	PROPN
arjefm-64	473	15	stock	stock	NOUN
arjefm-64	473	16	and	and	CCONJ
arjefm-64	473	17	bond	bond	NOUN
arjefm-64	473	18	markets	market	NOUN
arjefm-64	473	19	.	.	PUNCT
arjefm-64	474	1	economic	economic	ADJ
arjefm-64	474	2	modelling	modelling	NOUN
arjefm-64	474	3	66:139	66:139	NUM
arjefm-64	474	4	-	-	SYM
arjefm-64	474	5	145	145	NUM
arjefm-64	474	6	.	.	PUNCT
arjefm-64	475	1	forsberg	forsberg	PROPN
arjefm-64	475	2	l	l	PROPN
arjefm-64	475	3	,	,	PUNCT
arjefm-64	475	4	ghysels	ghysels	PROPN
arjefm-64	475	5	e	e	X
arjefm-64	475	6	(	(	PUNCT
arjefm-64	475	7	2006	2006	NUM
arjefm-64	475	8	)	)	PUNCT
arjefm-64	475	9	.	.	PUNCT
arjefm-64	476	1	why	why	SCONJ
arjefm-64	476	2	do	do	AUX
arjefm-64	476	3	absolute	absolute	ADJ
arjefm-64	476	4	returns	return	NOUN
arjefm-64	476	5	predict	predict	VERB
arjefm-64	476	6	volatility	volatility	NOUN
arjefm-64	476	7	so	so	ADV
arjefm-64	476	8	well	well	ADV
arjefm-64	476	9	?	?	PUNCT
arjefm-64	477	1	journal	journal	NOUN
arjefm-64	477	2	of	of	ADP
arjefm-64	477	3	financial	financial	ADJ
arjefm-64	477	4	econometrics	econometric	NOUN
arjefm-64	477	5	6:31	6:31	NUM
arjefm-64	477	6	-	-	SYM
arjefm-64	477	7	67	67	NUM
arjefm-64	477	8	.	.	PUNCT
arjefm-64	478	1	gao	gao	PROPN
arjefm-64	478	2	r	r	PROPN
arjefm-64	478	3	,	,	PUNCT
arjefm-64	478	4	zhang	zhang	PROPN
arjefm-64	478	5	b	b	PROPN
arjefm-64	478	6	(	(	PUNCT
arjefm-64	478	7	2016	2016	NUM
arjefm-64	478	8	)	)	PUNCT
arjefm-64	478	9	.	.	PUNCT
arjefm-64	479	1	how	how	SCONJ
arjefm-64	479	2	does	do	AUX
arjefm-64	479	3	economic	economic	ADJ
arjefm-64	479	4	policy	policy	NOUN
arjefm-64	479	5	uncertainty	uncertainty	NOUN
arjefm-64	479	6	drive	drive	VERB
arjefm-64	479	7	gold	gold	NOUN
arjefm-64	479	8	–	–	PUNCT
arjefm-64	479	9	stock	stock	NOUN
arjefm-64	479	10	correlations	correlation	NOUN
arjefm-64	479	11	?	?	PUNCT
arjefm-64	480	1	evidence	evidence	NOUN
arjefm-64	480	2	from	from	ADP
arjefm-64	480	3	the	the	DET
arjefm-64	480	4	uk	uk	PROPN
arjefm-64	480	5	.	.	PROPN
arjefm-64	480	6	applied	apply	VERB
arjefm-64	480	7	economics	economic	NOUN
arjefm-64	480	8	48(33):3081	48(33):3081	PROPN
arjefm-64	480	9	-	-	SYM
arjefm-64	480	10	3087	3087	NUM
arjefm-64	480	11	.	.	PUNCT
arjefm-64	481	1	gao	gao	PROPN
arjefm-64	481	2	x	x	PROPN
arjefm-64	481	3	,	,	PUNCT
arjefm-64	481	4	ren	ren	PROPN
arjefm-64	481	5	y	y	PROPN
arjefm-64	481	6	,	,	PUNCT
arjefm-64	481	7	li	li	PROPN
arjefm-64	481	8	x	x	X
arjefm-64	481	9	(	(	PUNCT
arjefm-64	481	10	2019	2019	NUM
arjefm-64	481	11	)	)	PUNCT
arjefm-64	481	12	the	the	DET
arjefm-64	481	13	interdependence	interdependence	NOUN
arjefm-64	481	14	of	of	ADP
arjefm-64	481	15	global	global	ADJ
arjefm-64	481	16	oil	oil	NOUN
arjefm-64	481	17	price	price	NOUN
arjefm-64	481	18	,	,	PUNCT
arjefm-64	481	19	china	china	PROPN
arjefm-64	481	20	's	's	PART
arjefm-64	481	21	stock	stock	NOUN
arjefm-64	481	22	price	price	NOUN
arjefm-64	481	23	and	and	CCONJ
arjefm-64	481	24	economic	economic	ADJ
arjefm-64	481	25	policy	policy	NOUN
arjefm-64	481	26	uncertainty	uncertainty	NOUN
arjefm-64	481	27	.	.	PUNCT
arjefm-64	482	1	australian	australian	ADJ
arjefm-64	482	2	economic	economic	ADJ
arjefm-64	482	3	papers	paper	NOUN
arjefm-64	482	4	58(4):398	58(4):398	PROPN
arjefm-64	482	5	-	-	SYM
arjefm-64	482	6	415	415	NUM
arjefm-64	482	7	.	.	PUNCT
arjefm-64	483	1	ghysels	ghysel	NOUN
arjefm-64	483	2	e	e	X
arjefm-64	483	3	,	,	PUNCT
arjefm-64	483	4	sinko	sinko	NOUN
arjefm-64	483	5	a	a	X
arjefm-64	483	6	,	,	PUNCT
arjefm-64	483	7	valkanov	valkanov	NOUN
arjefm-64	483	8	r	r	NOUN
arjefm-64	483	9	(	(	PUNCT
arjefm-64	483	10	2006	2006	NUM
arjefm-64	483	11	)	)	PUNCT
arjefm-64	483	12	.	.	PUNCT
arjefm-64	484	1	midas	midas	PROPN
arjefm-64	484	2	regression	regression	PROPN
arjefm-64	484	3	:	:	PUNCT
arjefm-64	484	4	further	further	ADJ
arjefm-64	484	5	results	result	NOUN
arjefm-64	484	6	and	and	CCONJ
arjefm-64	484	7	new	new	ADJ
arjefm-64	484	8	directions	direction	NOUN
arjefm-64	484	9	.	.	PUNCT
arjefm-64	485	1	econometric	econometric	ADJ
arjefm-64	485	2	reviews	review	NOUN
arjefm-64	485	3	26:53	26:53	NUM
arjefm-64	485	4	-	-	SYM
arjefm-64	485	5	90	90	NUM
arjefm-64	485	6	.	.	PUNCT
arjefm-64	486	1	ghysels	ghysel	NOUN
arjefm-64	486	2	e	e	NOUN
arjefm-64	486	3	,	,	PUNCT
arjefm-64	486	4	santa	santa	PROPN
arjefm-64	486	5	-	-	PUNCT
arjefm-64	486	6	clara	clara	PROPN
arjefm-64	486	7	p	p	NOUN
arjefm-64	486	8	,	,	PUNCT
arjefm-64	486	9	valkanov	valkanov	NOUN
arjefm-64	486	10	r	r	NOUN
arjefm-64	486	11	(	(	PUNCT
arjefm-64	486	12	2004	2004	NUM
arjefm-64	486	13	)	)	PUNCT
arjefm-64	486	14	.	.	PUNCT
arjefm-64	487	1	the	the	DET
arjefm-64	487	2	midas	midas	PROPN
arjefm-64	487	3	touch	touch	NOUN
arjefm-64	487	4	:	:	PUNCT
arjefm-64	487	5	mixed	mixed	ADJ
arjefm-64	487	6	data	datum	NOUN
arjefm-64	487	7	sampling	sample	VERB
arjefm-64	487	8	regression	regression	NOUN
arjefm-64	487	9	models	model	NOUN
arjefm-64	487	10	,	,	PUNCT
arjefm-64	487	11	cirano	cirano	PROPN
arjefm-64	487	12	working	working	NOUN
arjefm-64	487	13	papers	paper	NOUN
arjefm-64	487	14	.	.	PUNCT
arjefm-64	488	1	https://econpapers.repec.org/repec:cir:cirwor:2004s-20	https://econpapers.repec.org/repec:cir:cirwor:2004s-20	PROPN
arjefm-64	488	2	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	488	3	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	489	1	american	american	PROPN
arjefm-64	489	2	research	research	PROPN
arjefm-64	489	3	journal	journal	PROPN
arjefm-64	489	4	of	of	ADP
arjefm-64	489	5	economics	economic	NOUN
arjefm-64	489	6	,	,	PUNCT
arjefm-64	489	7	finance	finance	NOUN
arjefm-64	489	8	and	and	CCONJ
arjefm-64	489	9	management	management	NOUN
arjefm-64	489	10	volume	volume	NOUN
arjefm-64	489	11	12	12	NUM
arjefm-64	489	12	issue	issue	NOUN
arjefm-64	489	13	1	1	NUM
arjefm-64	489	14	,	,	PUNCT
arjefm-64	489	15	january	january	PROPN
arjefm-64	489	16	-	-	PUNCT
arjefm-64	489	17	february	february	PROPN
arjefm-64	489	18	2024	2024	NUM
arjefm-64	489	19	issn	issn	NOUN
arjefm-64	489	20	:	:	PUNCT
arjefm-64	489	21	2836	2836	NUM
arjefm-64	489	22	-	-	SYM
arjefm-64	489	23	9416	9416	NUM
arjefm-64	489	24	impact	impact	NOUN
arjefm-64	489	25	factor	factor	NOUN
arjefm-64	489	26	:	:	PUNCT
arjefm-64	489	27	5.57	5.57	NUM
arjefm-64	489	28	journal	journal	NOUN
arjefm-64	489	29	homepage	homepage	NOUN
arjefm-64	489	30	:	:	PUNCT
arjefm-64	489	31	https://	https://	PROPN
arjefm-64	489	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	489	33	,	,	PUNCT
arjefm-64	489	34	email	email	NOUN
arjefm-64	489	35	:	:	PUNCT
arjefm-64	489	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	489	37	official	official	ADJ
arjefm-64	489	38	journal	journal	PROPN
arjefm-64	489	39	of	of	ADP
arjefm-64	489	40	america	america	PROPN
arjefm-64	489	41	serial	serial	PROPN
arjefm-64	489	42	publication	publication	NOUN
arjefm-64	489	43	american	american	PROPN
arjefm-64	489	44	research	research	PROPN
arjefm-64	489	45	journal	journal	PROPN
arjefm-64	489	46	of	of	ADP
arjefm-64	489	47	economics	economic	NOUN
arjefm-64	489	48	,	,	PUNCT
arjefm-64	489	49	finance	finance	NOUN
arjefm-64	489	50	and	and	CCONJ
arjefm-64	489	51	management	management	NOUN
arjefm-64	489	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	489	53	,	,	PUNCT
arjefm-64	489	54	email	email	NOUN
arjefm-64	489	55	:	:	PUNCT
arjefm-64	489	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	490	1	42	42	NUM
arjefm-64	491	1	|	|	ADV
arjefm-64	491	2	p	p	X
arjefm-64	491	3	a	a	DET
arjefm-64	491	4	g	g	NOUN
arjefm-64	491	5	e	e	NOUN
arjefm-64	491	6	guo	guo	PROPN
arjefm-64	491	7	p	p	X
arjefm-64	491	8	,	,	PUNCT
arjefm-64	491	9	zhu	zhu	PROPN
arjefm-64	491	10	h	h	NOUN
arjefm-64	491	11	,	,	PUNCT
arjefm-64	491	12	you	you	PRON
arjefm-64	491	13	w	w	VERB
arjefm-64	491	14	(	(	PUNCT
arjefm-64	491	15	2018	2018	NUM
arjefm-64	491	16	)	)	PUNCT
arjefm-64	491	17	.	.	PUNCT
arjefm-64	492	1	asymmetric	asymmetric	ADJ
arjefm-64	492	2	dependence	dependence	NOUN
arjefm-64	492	3	between	between	ADP
arjefm-64	492	4	economic	economic	ADJ
arjefm-64	492	5	policy	policy	NOUN
arjefm-64	492	6	uncertainty	uncertainty	NOUN
arjefm-64	492	7	and	and	CCONJ
arjefm-64	492	8	stock	stock	NOUN
arjefm-64	492	9	market	market	NOUN
arjefm-64	492	10	returns	return	NOUN
arjefm-64	492	11	in	in	ADP
arjefm-64	492	12	g7	g7	PROPN
arjefm-64	492	13	and	and	CCONJ
arjefm-64	492	14	bric	bric	PROPN
arjefm-64	492	15	:	:	PUNCT
arjefm-64	492	16	a	a	DET
arjefm-64	492	17	quantile	quantile	ADJ
arjefm-64	492	18	regression	regression	NOUN
arjefm-64	492	19	approach	approach	NOUN
arjefm-64	492	20	.	.	PUNCT
arjefm-64	493	1	finance	finance	NOUN
arjefm-64	493	2	research	research	NOUN
arjefm-64	493	3	letters	letter	NOUN
arjefm-64	493	4	25:251	25:251	NUM
arjefm-64	493	5	-	-	SYM
arjefm-64	493	6	258	258	NUM
arjefm-64	493	7	.	.	PUNCT
arjefm-64	494	1	haugom	haugom	PROPN
arjefm-64	494	2	e	e	PROPN
arjefm-64	494	3	,	,	PUNCT
arjefm-64	494	4	langeland	langeland	NOUN
arjefm-64	494	5	h	h	NOUN
arjefm-64	494	6	,	,	PUNCT
arjefm-64	494	7	molnár	molnár	PROPN
arjefm-64	494	8	p	p	X
arjefm-64	494	9	,	,	PUNCT
arjefm-64	494	10	westgaard	westgaard	ADJ
arjefm-64	494	11	s	s	PROPN
arjefm-64	494	12	(	(	PUNCT
arjefm-64	494	13	2014	2014	NUM
arjefm-64	494	14	)	)	PUNCT
arjefm-64	494	15	.	.	PUNCT
arjefm-64	495	1	forecasting	forecast	VERB
arjefm-64	495	2	volatility	volatility	NOUN
arjefm-64	495	3	of	of	ADP
arjefm-64	495	4	the	the	DET
arjefm-64	495	5	us	us	PROPN
arjefm-64	495	6	oil	oil	NOUN
arjefm-64	495	7	market	market	NOUN
arjefm-64	495	8	.	.	PUNCT
arjefm-64	496	1	journal	journal	NOUN
arjefm-64	496	2	of	of	ADP
arjefm-64	496	3	banking	banking	NOUN
arjefm-64	496	4	and	and	CCONJ
arjefm-64	496	5	finance	finance	NOUN
arjefm-64	496	6	47:114	47:114	NUM
arjefm-64	496	7	.	.	PUNCT
arjefm-64	497	1	jin	jin	PROPN
arjefm-64	497	2	x	x	PROPN
arjefm-64	497	3	,	,	PUNCT
arjefm-64	497	4	chen	chen	PROPN
arjefm-64	497	5	z	z	PROPN
arjefm-64	497	6	,	,	PUNCT
arjefm-64	497	7	yang	yang	PROPN
arjefm-64	497	8	x	x	PROPN
arjefm-64	497	9	(	(	PUNCT
arjefm-64	497	10	2019	2019	NUM
arjefm-64	497	11	)	)	PUNCT
arjefm-64	497	12	.	.	PUNCT
arjefm-64	498	1	economic	economic	ADJ
arjefm-64	498	2	policy	policy	NOUN
arjefm-64	498	3	uncertainty	uncertainty	NOUN
arjefm-64	498	4	and	and	CCONJ
arjefm-64	498	5	stock	stock	NOUN
arjefm-64	498	6	price	price	NOUN
arjefm-64	498	7	crash	crash	NOUN
arjefm-64	498	8	risk	risk	NOUN
arjefm-64	498	9	.	.	PUNCT
arjefm-64	499	1	accounting	accounting	NOUN
arjefm-64	499	2	and	and	CCONJ
arjefm-64	499	3	finance	finance	NOUN
arjefm-64	499	4	58(5):1291	58(5):1291	PROPN
arjefm-64	499	5	-	-	PUNCT
arjefm-64	499	6	1318	1318	NUM
arjefm-64	499	7	.	.	PUNCT
arjefm-64	500	1	kang	kang	PROPN
arjefm-64	500	2	w	w	PROPN
arjefm-64	500	3	,	,	PUNCT
arjefm-64	500	4	ratti	ratti	PROPN
arjefm-64	500	5	ra	ra	PROPN
arjefm-64	500	6	(	(	PUNCT
arjefm-64	500	7	2013	2013	NUM
arjefm-64	500	8	)	)	PUNCT
arjefm-64	500	9	.	.	PUNCT
arjefm-64	501	1	oil	oil	NOUN
arjefm-64	501	2	shocks	shock	NOUN
arjefm-64	501	3	,	,	PUNCT
arjefm-64	501	4	policy	policy	NOUN
arjefm-64	501	5	uncertainty	uncertainty	NOUN
arjefm-64	501	6	and	and	CCONJ
arjefm-64	501	7	stock	stock	NOUN
arjefm-64	501	8	market	market	NOUN
arjefm-64	501	9	return	return	NOUN
arjefm-64	501	10	.	.	PUNCT
arjefm-64	502	1	journal	journal	NOUN
arjefm-64	502	2	of	of	ADP
arjefm-64	502	3	international	international	ADJ
arjefm-64	502	4	financial	financial	ADJ
arjefm-64	502	5	markets	market	NOUN
arjefm-64	502	6	,	,	PUNCT
arjefm-64	502	7	institutions	institution	NOUN
arjefm-64	502	8	and	and	CCONJ
arjefm-64	502	9	money	money	NOUN
arjefm-64	502	10	26:305	26:305	NUM
arjefm-64	502	11	-	-	SYM
arjefm-64	502	12	318	318	NUM
arjefm-64	502	13	ko	ko	PROPN
arjefm-64	502	14	jh	jh	PROPN
arjefm-64	502	15	,	,	PUNCT
arjefm-64	502	16	lee	lee	PROPN
arjefm-64	502	17	cm	cm	PROPN
arjefm-64	502	18	(	(	PUNCT
arjefm-64	502	19	2015	2015	NUM
arjefm-64	502	20	)	)	PUNCT
arjefm-64	502	21	.	.	PUNCT
arjefm-64	503	1	international	international	ADJ
arjefm-64	503	2	economic	economic	ADJ
arjefm-64	503	3	policy	policy	NOUN
arjefm-64	503	4	uncertainty	uncertainty	NOUN
arjefm-64	503	5	and	and	CCONJ
arjefm-64	503	6	stock	stock	NOUN
arjefm-64	503	7	prices	price	NOUN
arjefm-64	503	8	:	:	PUNCT
arjefm-64	503	9	wavelet	wavelet	NOUN
arjefm-64	503	10	approach	approach	NOUN
arjefm-64	503	11	.	.	PUNCT
arjefm-64	504	1	economics	economic	NOUN
arjefm-64	504	2	letters	letter	NOUN
arjefm-64	504	3	134:118	134:118	NUM
arjefm-64	504	4	-	-	SYM
arjefm-64	504	5	122	122	NUM
arjefm-64	504	6	.	.	PUNCT
arjefm-64	505	1	krol	krol	PROPN
arjefm-64	505	2	r	r	PROPN
arjefm-64	505	3	(	(	PUNCT
arjefm-64	505	4	2014	2014	NUM
arjefm-64	505	5	)	)	PUNCT
arjefm-64	505	6	.	.	PUNCT
arjefm-64	506	1	economic	economic	ADJ
arjefm-64	506	2	policy	policy	NOUN
arjefm-64	506	3	uncertainty	uncertainty	NOUN
arjefm-64	506	4	and	and	CCONJ
arjefm-64	506	5	exchange	exchange	NOUN
arjefm-64	506	6	rate	rate	NOUN
arjefm-64	506	7	volatility	volatility	NOUN
arjefm-64	506	8	international	international	ADJ
arjefm-64	506	9	finance	finance	NOUN
arjefm-64	506	10	7(2):241	7(2):241	NUM
arjefm-64	506	11	-	-	SYM
arjefm-64	506	12	256	256	NUM
arjefm-64	506	13	.	.	PUNCT
arjefm-64	507	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
arjefm-64	507	2	li	li	PROPN
arjefm-64	507	3	t	t	PROPN
arjefm-64	507	4	,	,	PUNCT
arjefm-64	507	5	ma	ma	PROPN
arjefm-64	507	6	f	f	PROPN
arjefm-64	507	7	,	,	PUNCT
arjefm-64	507	8	zhang	zhang	PROPN
arjefm-64	507	9	x	x	PROPN
arjefm-64	507	10	,	,	PUNCT
arjefm-64	507	11	zhang	zhang	PROPN
arjefm-64	507	12	y	y	PROPN
arjefm-64	507	13	(	(	PUNCT
arjefm-64	507	14	2020	2020	NUM
arjefm-64	507	15	)	)	PUNCT
arjefm-64	507	16	.	.	PUNCT
arjefm-64	508	1	economic	economic	ADJ
arjefm-64	508	2	policy	policy	NOUN
arjefm-64	508	3	uncertainty	uncertainty	NOUN
arjefm-64	508	4	and	and	CCONJ
arjefm-64	508	5	the	the	DET
arjefm-64	508	6	chinese	chinese	ADJ
arjefm-64	508	7	stock	stock	NOUN
arjefm-64	508	8	market	market	NOUN
arjefm-64	508	9	volatility	volatility	NOUN
arjefm-64	508	10	:	:	PUNCT
arjefm-64	508	11	novel	novel	ADJ
arjefm-64	508	12	evidence	evidence	NOUN
arjefm-64	508	13	.	.	PUNCT
arjefm-64	509	1	economic	economic	ADJ
arjefm-64	509	2	modelling	modelling	NOUN
arjefm-64	509	3	87:24	87:24	NUM
arjefm-64	509	4	-	-	SYM
arjefm-64	509	5	33	33	NUM
arjefm-64	509	6	.	.	PUNCT
arjefm-64	510	1	li	li	PROPN
arjefm-64	510	2	xl	xl	PROPN
arjefm-64	510	3	,	,	PUNCT
arjefm-64	510	4	balcilar	balcilar	PROPN
arjefm-64	510	5	m	m	PROPN
arjefm-64	510	6	,	,	PUNCT
arjefm-64	510	7	gupta	gupta	PROPN
arjefm-64	510	8	r	r	PROPN
arjefm-64	510	9	,	,	PUNCT
arjefm-64	510	10	chang	chang	PROPN
arjefm-64	510	11	t	t	PROPN
arjefm-64	510	12	(	(	PUNCT
arjefm-64	510	13	2016	2016	NUM
arjefm-64	510	14	)	)	PUNCT
arjefm-64	510	15	.	.	PUNCT
arjefm-64	511	1	the	the	DET
arjefm-64	511	2	causal	causal	ADJ
arjefm-64	511	3	relationship	relationship	NOUN
arjefm-64	511	4	between	between	ADP
arjefm-64	511	5	economic	economic	ADJ
arjefm-64	511	6	policy	policy	NOUN
arjefm-64	511	7	uncertainty	uncertainty	NOUN
arjefm-64	511	8	and	and	CCONJ
arjefm-64	511	9	stock	stock	NOUN
arjefm-64	511	10	returns	return	NOUN
arjefm-64	511	11	in	in	ADP
arjefm-64	511	12	china	china	PROPN
arjefm-64	511	13	and	and	CCONJ
arjefm-64	511	14	india	india	PROPN
arjefm-64	511	15	:	:	PUNCT
arjefm-64	511	16	evidence	evidence	NOUN
arjefm-64	511	17	from	from	ADP
arjefm-64	511	18	a	a	DET
arjefm-64	511	19	bootstrap	bootstrap	NOUN
arjefm-64	511	20	rolling	rolling	ADJ
arjefm-64	511	21	window	window	NOUN
arjefm-64	511	22	approach	approach	NOUN
arjefm-64	511	23	.	.	PUNCT
arjefm-64	512	1	emerging	emerge	VERB
arjefm-64	512	2	markets	market	NOUN
arjefm-64	512	3	finance	finance	VERB
arjefm-64	512	4	and	and	CCONJ
arjefm-64	512	5	trade	trade	NOUN
arjefm-64	512	6	52(3):674	52(3):674	NOUN
arjefm-64	512	7	-	-	PUNCT
arjefm-64	512	8	689	689	NUM
arjefm-64	512	9	.	.	PUNCT
arjefm-64	513	1	li	li	PROPN
arjefm-64	513	2	y	y	PROPN
arjefm-64	513	3	,	,	PUNCT
arjefm-64	513	4	ma	ma	PROPN
arjefm-64	513	5	f	f	PROPN
arjefm-64	513	6	,	,	PUNCT
arjefm-64	513	7	zhang	zhang	PROPN
arjefm-64	513	8	y	y	PROPN
arjefm-64	513	9	,	,	PUNCT
arjefm-64	513	10	xiao	xiao	PROPN
arjefm-64	513	11	z	z	PROPN
arjefm-64	513	12	(	(	PUNCT
arjefm-64	513	13	2019	2019	NUM
arjefm-64	513	14	)	)	PUNCT
arjefm-64	513	15	.	.	PUNCT
arjefm-64	514	1	economic	economic	ADJ
arjefm-64	514	2	policy	policy	NOUN
arjefm-64	514	3	uncertainty	uncertainty	NOUN
arjefm-64	514	4	and	and	CCONJ
arjefm-64	514	5	the	the	DET
arjefm-64	514	6	chinese	chinese	ADJ
arjefm-64	514	7	stock	stock	NOUN
arjefm-64	514	8	market	market	NOUN
arjefm-64	514	9	volatility	volatility	NOUN
arjefm-64	514	10	:	:	PUNCT
arjefm-64	514	11	new	new	ADJ
arjefm-64	514	12	evidence	evidence	NOUN
arjefm-64	514	13	.	.	PUNCT
arjefm-64	515	1	applied	apply	VERB
arjefm-64	515	2	economics	economic	NOUN
arjefm-64	515	3	51(49):5398	51(49):5398	PROPN
arjefm-64	515	4	-	-	SYM
arjefm-64	515	5	5410	5410	NUM
arjefm-64	515	6	.	.	PUNCT
arjefm-64	516	1	mckibbin	mckibbin	PROPN
arjefm-64	516	2	w	w	PROPN
arjefm-64	516	3	,	,	PUNCT
arjefm-64	516	4	fernando	fernando	PROPN
arjefm-64	516	5	r	r	NOUN
arjefm-64	516	6	(	(	PUNCT
arjefm-64	516	7	2021	2021	NUM
arjefm-64	516	8	)	)	PUNCT
arjefm-64	516	9	.	.	PUNCT
arjefm-64	517	1	the	the	DET
arjefm-64	517	2	global	global	ADJ
arjefm-64	517	3	macroeconomic	macroeconomic	ADJ
arjefm-64	517	4	impacts	impact	NOUN
arjefm-64	517	5	of	of	ADP
arjefm-64	517	6	covid-19	covid-19	PROPN
arjefm-64	517	7	:	:	PUNCT
arjefm-64	517	8	seven	seven	NUM
arjefm-64	517	9	scenarios	scenario	NOUN
arjefm-64	517	10	.	.	PUNCT
arjefm-64	518	1	asian	asian	ADJ
arjefm-64	518	2	economic	economic	ADJ
arjefm-64	518	3	papers	paper	NOUN
arjefm-64	518	4	20(2):1	20(2):1	NUM
arjefm-64	518	5	-	-	SYM
arjefm-64	518	6	30	30	NUM
arjefm-64	518	7	.	.	PUNCT
arjefm-64	519	1	mei	mei	PROPN
arjefm-64	519	2	d	d	PROPN
arjefm-64	519	3	,	,	PUNCT
arjefm-64	519	4	zeng	zeng	PROPN
arjefm-64	519	5	q	q	PROPN
arjefm-64	519	6	,	,	PUNCT
arjefm-64	519	7	zhang	zhang	PROPN
arjefm-64	519	8	y	y	PROPN
arjefm-64	519	9	,	,	PUNCT
arjefm-64	519	10	hou	hou	PROPN
arjefm-64	519	11	w	w	PROPN
arjefm-64	519	12	(	(	PUNCT
arjefm-64	519	13	2018	2018	NUM
arjefm-64	519	14	)	)	PUNCT
arjefm-64	519	15	.	.	PUNCT
arjefm-64	520	1	does	do	AUX
arjefm-64	520	2	us	we	PRON
arjefm-64	520	3	economic	economic	ADJ
arjefm-64	520	4	policy	policy	NOUN
arjefm-64	520	5	uncertainty	uncertainty	NOUN
arjefm-64	520	6	matter	matter	NOUN
arjefm-64	520	7	for	for	ADP
arjefm-64	520	8	european	european	ADJ
arjefm-64	520	9	stock	stock	NOUN
arjefm-64	520	10	markets	market	NOUN
arjefm-64	520	11	volatility	volatility	NOUN
arjefm-64	520	12	?	?	PUNCT
arjefm-64	521	1	physica	physica	NOUN
arjefm-64	521	2	a	a	DET
arjefm-64	521	3	:	:	PUNCT
arjefm-64	521	4	statistical	statistical	ADJ
arjefm-64	521	5	mechanics	mechanic	NOUN
arjefm-64	521	6	and	and	CCONJ
arjefm-64	521	7	its	its	PRON
arjefm-64	521	8	applications	application	NOUN
arjefm-64	521	9	512:215	512:215	NOUN
arjefm-64	521	10	-	-	PUNCT
arjefm-64	521	11	221	221	NUM
arjefm-64	521	12	.	.	PUNCT
arjefm-64	522	1	mensi	mensi	PROPN
arjefm-64	522	2	w	w	PROPN
arjefm-64	522	3	,	,	PUNCT
arjefm-64	522	4	hammoudeh	hammoudeh	VERB
arjefm-64	522	5	s	s	PROPN
arjefm-64	522	6	,	,	PUNCT
arjefm-64	522	7	reboredo	reboredo	PROPN
arjefm-64	522	8	jc	jc	PROPN
arjefm-64	522	9	,	,	PUNCT
arjefm-64	522	10	nguyen	nguyen	NOUN
arjefm-64	522	11	dk	dk	X
arjefm-64	522	12	(	(	PUNCT
arjefm-64	522	13	2014	2014	NUM
arjefm-64	522	14	)	)	PUNCT
arjefm-64	522	15	.	.	PUNCT
arjefm-64	523	1	do	do	VERB
arjefm-64	523	2	global	global	ADJ
arjefm-64	523	3	factors	factor	NOUN
arjefm-64	523	4	impact	impact	VERB
arjefm-64	523	5	brics	bric	NOUN
arjefm-64	523	6	stock	stock	NOUN
arjefm-64	523	7	markets	market	NOUN
arjefm-64	523	8	?	?	PUNCT
arjefm-64	524	1	a	a	DET
arjefm-64	524	2	quantile	quantile	ADJ
arjefm-64	524	3	regression	regression	NOUN
arjefm-64	524	4	approach	approach	NOUN
arjefm-64	524	5	.	.	PUNCT
arjefm-64	525	1	emerging	emerge	VERB
arjefm-64	525	2	markets	market	NOUN
arjefm-64	525	3	review	review	VERB
arjefm-64	525	4	19:1	19:1	NUM
arjefm-64	525	5	-	-	SYM
arjefm-64	525	6	17	17	NUM
arjefm-64	525	7	.	.	PUNCT
arjefm-64	526	1	mailto:contact@americaserial.com	mailto:contact@americaserial.com	X
arjefm-64	526	2	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	527	1	american	american	PROPN
arjefm-64	527	2	research	research	PROPN
arjefm-64	527	3	journal	journal	PROPN
arjefm-64	527	4	of	of	ADP
arjefm-64	527	5	economics	economic	NOUN
arjefm-64	527	6	,	,	PUNCT
arjefm-64	527	7	finance	finance	NOUN
arjefm-64	527	8	and	and	CCONJ
arjefm-64	527	9	management	management	NOUN
arjefm-64	527	10	volume	volume	NOUN
arjefm-64	527	11	12	12	NUM
arjefm-64	527	12	issue	issue	NOUN
arjefm-64	527	13	1	1	NUM
arjefm-64	527	14	,	,	PUNCT
arjefm-64	527	15	january	january	PROPN
arjefm-64	527	16	-	-	PUNCT
arjefm-64	527	17	february	february	PROPN
arjefm-64	527	18	2024	2024	NUM
arjefm-64	527	19	issn	issn	NOUN
arjefm-64	527	20	:	:	PUNCT
arjefm-64	527	21	2836	2836	NUM
arjefm-64	527	22	-	-	SYM
arjefm-64	527	23	9416	9416	NUM
arjefm-64	527	24	impact	impact	NOUN
arjefm-64	527	25	factor	factor	NOUN
arjefm-64	527	26	:	:	PUNCT
arjefm-64	527	27	5.57	5.57	NUM
arjefm-64	527	28	journal	journal	NOUN
arjefm-64	527	29	homepage	homepage	NOUN
arjefm-64	527	30	:	:	PUNCT
arjefm-64	527	31	https://	https://	PROPN
arjefm-64	527	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	527	33	,	,	PUNCT
arjefm-64	527	34	email	email	NOUN
arjefm-64	527	35	:	:	PUNCT
arjefm-64	527	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	527	37	official	official	ADJ
arjefm-64	527	38	journal	journal	PROPN
arjefm-64	527	39	of	of	ADP
arjefm-64	527	40	america	america	PROPN
arjefm-64	527	41	serial	serial	PROPN
arjefm-64	527	42	publication	publication	NOUN
arjefm-64	527	43	american	american	PROPN
arjefm-64	527	44	research	research	PROPN
arjefm-64	527	45	journal	journal	PROPN
arjefm-64	527	46	of	of	ADP
arjefm-64	527	47	economics	economic	NOUN
arjefm-64	527	48	,	,	PUNCT
arjefm-64	527	49	finance	finance	NOUN
arjefm-64	527	50	and	and	CCONJ
arjefm-64	527	51	management	management	NOUN
arjefm-64	527	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	527	53	,	,	PUNCT
arjefm-64	527	54	email	email	NOUN
arjefm-64	527	55	:	:	PUNCT
arjefm-64	527	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	528	1	43	43	NUM
arjefm-64	529	1	|	|	ADV
arjefm-64	529	2	p	p	X
arjefm-64	529	3	a	a	DET
arjefm-64	529	4	g	g	NOUN
arjefm-64	529	5	e	e	PROPN
arjefm-64	529	6	momin	momin	NOUN
arjefm-64	529	7	e	e	PROPN
arjefm-64	529	8	,	,	PUNCT
arjefm-64	529	9	masih	masih	PROPN
arjefm-64	529	10	m	m	VERB
arjefm-64	529	11	(	(	PUNCT
arjefm-64	529	12	2015	2015	NUM
arjefm-64	529	13	)	)	PUNCT
arjefm-64	529	14	.	.	PUNCT
arjefm-64	530	1	do	do	VERB
arjefm-64	530	2	us	we	PRON
arjefm-64	530	3	policy	policy	NOUN
arjefm-64	530	4	uncertainty	uncertainty	NOUN
arjefm-64	530	5	,	,	PUNCT
arjefm-64	530	6	leveraging	leverage	VERB
arjefm-64	530	7	costs	cost	NOUN
arjefm-64	530	8	and	and	CCONJ
arjefm-64	530	9	global	global	ADJ
arjefm-64	530	10	risk	risk	NOUN
arjefm-64	530	11	aversion	aversion	NOUN
arjefm-64	530	12	impact	impact	NOUN
arjefm-64	530	13	emerging	emerge	VERB
arjefm-64	530	14	market	market	NOUN
arjefm-64	530	15	equities	equity	NOUN
arjefm-64	530	16	?	?	PUNCT
arjefm-64	531	1	an	an	DET
arjefm-64	531	2	application	application	NOUN
arjefm-64	531	3	of	of	ADP
arjefm-64	531	4	bounds	bound	NOUN
arjefm-64	531	5	testing	test	VERB
arjefm-64	531	6	approach	approach	NOUN
arjefm-64	531	7	to	to	ADP
arjefm-64	531	8	the	the	DET
arjefm-64	531	9	brics	bric	NOUN
arjefm-64	531	10	available	available	ADJ
arjefm-64	531	11	at	at	ADP
arjefm-64	531	12	:	:	PUNCT
arjefm-64	531	13	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
arjefm-64	531	14	(	(	PUNCT
arjefm-64	531	15	accessed	access	VERB
arjefm-64	531	16	10	10	NUM
arjefm-64	531	17	february	february	NOUN
arjefm-64	531	18	2020	2020	NUM
arjefm-64	531	19	)	)	PUNCT
arjefm-64	531	20	.	.	PUNCT
arjefm-64	532	1	mthembu	mthembu	VERB
arjefm-64	532	2	p	p	X
arjefm-64	532	3	(	(	PUNCT
arjefm-64	532	4	2020	2020	NUM
arjefm-64	532	5	)	)	PUNCT
arjefm-64	532	6	.	.	PUNCT
arjefm-64	533	1	the	the	DET
arjefm-64	533	2	impact	impact	NOUN
arjefm-64	533	3	of	of	ADP
arjefm-64	533	4	covid-19	covid-19	PROPN
arjefm-64	533	5	in	in	ADP
arjefm-64	533	6	the	the	DET
arjefm-64	533	7	sadc	sadc	PROPN
arjefm-64	533	8	region	region	NOUN
arjefm-64	533	9	:	:	PUNCT
arjefm-64	533	10	building	build	VERB
arjefm-64	533	11	resilience	resilience	NOUN
arjefm-64	533	12	for	for	ADP
arjefm-64	533	13	future	future	ADJ
arjefm-64	533	14	pandemics	pandemic	NOUN
arjefm-64	533	15	.	.	PUNCT
arjefm-64	534	1	https://www.southsouthgalaxy.org/news/article-the-impactof-covid-19-in-the-sadc-region-building-resilience-for-future-pandemics/	https://www.southsouthgalaxy.org/news/article-the-impactof-covid-19-in-the-sadc-region-building-resilience-for-future-pandemics/	PROPN
arjefm-64	534	2	nomikos	nomikos	PROPN
arjefm-64	534	3	nk	nk	PROPN
arjefm-64	534	4	,	,	PUNCT
arjefm-64	534	5	pouliasis	pouliasis	NOUN
arjefm-64	534	6	pk	pk	NOUN
arjefm-64	534	7	(	(	PUNCT
arjefm-64	534	8	2011	2011	NUM
arjefm-64	534	9	)	)	PUNCT
arjefm-64	534	10	.	.	PUNCT
arjefm-64	535	1	forecasting	forecast	VERB
arjefm-64	535	2	petroleum	petroleum	NOUN
arjefm-64	535	3	futures	future	NOUN
arjefm-64	535	4	markets	market	VERB
arjefm-64	535	5	volatility	volatility	NOUN
arjefm-64	535	6	:	:	PUNCT
arjefm-64	535	7	the	the	DET
arjefm-64	535	8	role	role	NOUN
arjefm-64	535	9	of	of	ADP
arjefm-64	535	10	regimes	regime	NOUN
arjefm-64	535	11	and	and	CCONJ
arjefm-64	535	12	market	market	NOUN
arjefm-64	535	13	condition	condition	NOUN
arjefm-64	535	14	.	.	PUNCT
arjefm-64	536	1	energy	energy	NOUN
arjefm-64	536	2	economics	economic	NOUN
arjefm-64	536	3	33(2):321	33(2):321	NUM
arjefm-64	536	4	-	-	SYM
arjefm-64	536	5	337	337	NUM
arjefm-64	536	6	.	.	PUNCT
arjefm-64	537	1	ozoguz	ozoguz	ADJ
arjefm-64	537	2	a	a	PRON
arjefm-64	537	3	(	(	PUNCT
arjefm-64	537	4	2009	2009	NUM
arjefm-64	537	5	)	)	PUNCT
arjefm-64	537	6	.	.	PUNCT
arjefm-64	538	1	good	good	ADJ
arjefm-64	538	2	times	time	NOUN
arjefm-64	538	3	or	or	CCONJ
arjefm-64	538	4	bad	bad	ADJ
arjefm-64	538	5	times	time	NOUN
arjefm-64	538	6	?	?	PUNCT
arjefm-64	539	1	investors	investor	NOUN
arjefm-64	539	2	'	'	PART
arjefm-64	539	3	uncertainty	uncertainty	NOUN
arjefm-64	539	4	and	and	CCONJ
arjefm-64	539	5	stock	stock	NOUN
arjefm-64	539	6	returns	return	NOUN
arjefm-64	539	7	.	.	PUNCT
arjefm-64	540	1	the	the	DET
arjefm-64	540	2	review	review	NOUN
arjefm-64	540	3	of	of	ADP
arjefm-64	540	4	financial	financial	ADJ
arjefm-64	540	5	studies	study	NOUN
arjefm-64	540	6	22(11):4377	22(11):4377	NUM
arjefm-64	540	7	-	-	SYM
arjefm-64	540	8	4422	4422	NUM
arjefm-64	540	9	.	.	PUNCT
arjefm-64	541	1	pan	pan	PROPN
arjefm-64	541	2	z	z	PROPN
arjefm-64	541	3	,	,	PUNCT
arjefm-64	541	4	wang	wang	PROPN
arjefm-64	541	5	y	y	PROPN
arjefm-64	541	6	,	,	PUNCT
arjefm-64	541	7	wu	wu	PROPN
arjefm-64	541	8	c	c	PROPN
arjefm-64	541	9	,	,	PUNCT
arjefm-64	541	10	yin	yin	PROPN
arjefm-64	541	11	l	l	NOUN
arjefm-64	541	12	(	(	PUNCT
arjefm-64	541	13	2017	2017	NUM
arjefm-64	541	14	)	)	PUNCT
arjefm-64	541	15	.	.	PUNCT
arjefm-64	542	1	oil	oil	NOUN
arjefm-64	542	2	price	price	NOUN
arjefm-64	542	3	volatility	volatility	NOUN
arjefm-64	542	4	and	and	CCONJ
arjefm-64	542	5	macroeconomic	macroeconomic	ADJ
arjefm-64	542	6	fundamentals	fundamental	NOUN
arjefm-64	542	7	:	:	PUNCT
arjefm-64	542	8	a	a	DET
arjefm-64	542	9	regime	regime	NOUN
arjefm-64	542	10	switching	switch	VERB
arjefm-64	542	11	garch	garch	NOUN
arjefm-64	542	12	-	-	PUNCT
arjefm-64	542	13	midas	midas	PROPN
arjefm-64	542	14	model	model	PROPN
arjefm-64	542	15	.	.	PUNCT
arjefm-64	543	1	journal	journal	PROPN
arjefm-64	543	2	of	of	ADP
arjefm-64	543	3	empirical	empirical	ADJ
arjefm-64	543	4	finance	finance	NOUN
arjefm-64	543	5	43:130	43:130	NOUN
arjefm-64	543	6	-	-	SYM
arjefm-64	543	7	142	142	NUM
arjefm-64	543	8	.	.	PUNCT
arjefm-64	544	1	phan	phan	PROPN
arjefm-64	544	2	dhb	dhb	PROPN
arjefm-64	544	3	,	,	PUNCT
arjefm-64	544	4	sharma	sharma	PROPN
arjefm-64	544	5	ss	ss	PROPN
arjefm-64	544	6	,	,	PUNCT
arjefm-64	544	7	tran	tran	PROPN
arjefm-64	544	8	vt	vt	PROPN
arjefm-64	544	9	(	(	PUNCT
arjefm-64	544	10	2018	2018	NUM
arjefm-64	544	11	)	)	PUNCT
arjefm-64	544	12	.	.	PUNCT
arjefm-64	545	1	can	can	AUX
arjefm-64	545	2	economic	economic	ADJ
arjefm-64	545	3	policy	policy	NOUN
arjefm-64	545	4	uncertainty	uncertainty	NOUN
arjefm-64	545	5	predict	predict	VERB
arjefm-64	545	6	stock	stock	NOUN
arjefm-64	545	7	returns	return	NOUN
arjefm-64	545	8	?	?	PUNCT
arjefm-64	546	1	global	global	ADJ
arjefm-64	546	2	evidence	evidence	NOUN
arjefm-64	546	3	.	.	PUNCT
arjefm-64	547	1	journal	journal	NOUN
arjefm-64	547	2	of	of	ADP
arjefm-64	547	3	international	international	ADJ
arjefm-64	547	4	financial	financial	ADJ
arjefm-64	547	5	markets	market	NOUN
arjefm-64	547	6	,	,	PUNCT
arjefm-64	547	7	institutions	institution	NOUN
arjefm-64	547	8	and	and	CCONJ
arjefm-64	547	9	money	money	NOUN
arjefm-64	547	10	55:134	55:134	NUM
arjefm-64	547	11	-	-	SYM
arjefm-64	547	12	150	150	NUM
arjefm-64	547	13	.	.	PUNCT
arjefm-64	548	1	reboredo	reboredo	PROPN
arjefm-64	548	2	jc	jc	PROPN
arjefm-64	548	3	,	,	PUNCT
arjefm-64	548	4	naifar	naifar	ADJ
arjefm-64	548	5	n	n	CCONJ
arjefm-64	548	6	(	(	PUNCT
arjefm-64	548	7	2017	2017	NUM
arjefm-64	548	8	)	)	PUNCT
arjefm-64	548	9	.	.	PUNCT
arjefm-64	549	1	do	do	AUX
arjefm-64	549	2	islamic	islamic	ADJ
arjefm-64	549	3	bond	bond	NOUN
arjefm-64	549	4	(	(	PUNCT
arjefm-64	549	5	sukuk	sukuk	NOUN
arjefm-64	549	6	)	)	PUNCT
arjefm-64	549	7	prices	price	NOUN
arjefm-64	549	8	reflect	reflect	VERB
arjefm-64	549	9	financial	financial	ADJ
arjefm-64	549	10	and	and	CCONJ
arjefm-64	549	11	policy	policy	NOUN
arjefm-64	549	12	uncertainty	uncertainty	NOUN
arjefm-64	549	13	?	?	PUNCT
arjefm-64	550	1	a	a	DET
arjefm-64	550	2	quantile	quantile	ADJ
arjefm-64	550	3	regression	regression	NOUN
arjefm-64	550	4	approach	approach	NOUN
arjefm-64	550	5	.	.	PUNCT
arjefm-64	551	1	emerging	emerge	VERB
arjefm-64	551	2	markets	market	NOUN
arjefm-64	551	3	finance	finance	VERB
arjefm-64	551	4	and	and	CCONJ
arjefm-64	551	5	trade	trade	NOUN
arjefm-64	551	6	53(7):1535	53(7):1535	NUM
arjefm-64	551	7	-	-	SYM
arjefm-64	551	8	1546	1546	NUM
arjefm-64	551	9	.	.	PUNCT
arjefm-64	552	1	sadorsky	sadorsky	PROPN
arjefm-64	552	2	p	p	NOUN
arjefm-64	552	3	(	(	PUNCT
arjefm-64	552	4	2006	2006	NUM
arjefm-64	552	5	)	)	PUNCT
arjefm-64	552	6	.	.	PUNCT
arjefm-64	553	1	modelling	modelling	NOUN
arjefm-64	553	2	and	and	CCONJ
arjefm-64	553	3	forecasting	forecast	VERB
arjefm-64	553	4	petroleum	petroleum	NOUN
arjefm-64	553	5	futures	future	NOUN
arjefm-64	553	6	volatility	volatility	NOUN
arjefm-64	553	7	.	.	PUNCT
arjefm-64	554	1	energy	energy	NOUN
arjefm-64	554	2	energy	energy	NOUN
arjefm-64	554	3	economics	economic	NOUN
arjefm-64	554	4	28:467	28:467	ADV
arjefm-64	554	5	-	-	SYM
arjefm-64	554	6	488	488	NUM
arjefm-64	554	7	.	.	PUNCT
arjefm-64	555	1	salisu	salisu	PROPN
arjefm-64	555	2	a	a	PRON
arjefm-64	555	3	,	,	PUNCT
arjefm-64	555	4	gupta	gupta	PROPN
arjefm-64	555	5	r	r	NOUN
arjefm-64	555	6	(	(	PUNCT
arjefm-64	555	7	2021	2021	NUM
arjefm-64	555	8	)	)	PUNCT
arjefm-64	555	9	.	.	PUNCT
arjefm-64	556	1	oil	oil	NOUN
arjefm-64	556	2	shocks	shock	NOUN
arjefm-64	556	3	and	and	CCONJ
arjefm-64	556	4	stock	stock	NOUN
arjefm-64	556	5	market	market	NOUN
arjefm-64	556	6	volatility	volatility	NOUN
arjefm-64	556	7	of	of	ADP
arjefm-64	556	8	the	the	DET
arjefm-64	556	9	brics	bric	NOUN
arjefm-64	556	10	:	:	PUNCT
arjefm-64	556	11	a	a	DET
arjefm-64	556	12	garch	garch	NOUN
arjefm-64	556	13	-	-	PUNCT
arjefm-64	556	14	midas	midas	PROPN
arjefm-64	556	15	approach	approach	NOUN
arjefm-64	556	16	.	.	PUNCT
arjefm-64	557	1	global	global	ADJ
arjefm-64	557	2	finance	finance	PROPN
arjefm-64	557	3	journal	journal	PROPN
arjefm-64	557	4	,	,	PUNCT
arjefm-64	557	5	elsevier	elsevier	NOUN
arjefm-64	557	6	48(c	48(c	NUM
arjefm-64	557	7	)	)	PUNCT
arjefm-64	557	8	.	.	PUNCT
arjefm-64	558	1	sevi	sevi	PROPN
arjefm-64	558	2	b	b	PROPN
arjefm-64	558	3	(	(	PUNCT
arjefm-64	558	4	2014	2014	NUM
arjefm-64	558	5	)	)	PUNCT
arjefm-64	558	6	forecasting	forecast	VERB
arjefm-64	558	7	the	the	DET
arjefm-64	558	8	volatility	volatility	NOUN
arjefm-64	558	9	of	of	ADP
arjefm-64	558	10	crude	crude	ADJ
arjefm-64	558	11	oil	oil	NOUN
arjefm-64	558	12	futures	future	NOUN
arjefm-64	558	13	using	use	VERB
arjefm-64	558	14	intraday	intraday	PROPN
arjefm-64	558	15	data	datum	NOUN
arjefm-64	558	16	.	.	PUNCT
arjefm-64	559	1	european	european	PROPN
arjefm-64	559	2	journal	journal	PROPN
arjefm-64	559	3	of	of	ADP
arjefm-64	559	4	operational	operational	ADJ
arjefm-64	559	5	research	research	PROPN
arjefm-64	559	6	235(3):643659	235(3):643659	PROPN
arjefm-64	559	7	.	.	PUNCT
arjefm-64	560	1	sharif	sharif	PROPN
arjefm-64	560	2	a	a	PROPN
arjefm-64	560	3	,	,	PUNCT
arjefm-64	560	4	aloui	aloui	ADV
arjefm-64	560	5	c	c	X
arjefm-64	560	6	,	,	PUNCT
arjefm-64	560	7	yarovaya	yarovaya	PROPN
arjefm-64	560	8	l	l	PROPN
arjefm-64	560	9	(	(	PUNCT
arjefm-64	560	10	2020	2020	NUM
arjefm-64	560	11	)	)	PUNCT
arjefm-64	560	12	.	.	PUNCT
arjefm-64	561	1	covid-19	covid-19	PROPN
arjefm-64	561	2	pandemic	pandemic	ADJ
arjefm-64	561	3	,	,	PUNCT
arjefm-64	561	4	oil	oil	NOUN
arjefm-64	561	5	prices	price	NOUN
arjefm-64	561	6	,	,	PUNCT
arjefm-64	561	7	stock	stock	NOUN
arjefm-64	561	8	market	market	NOUN
arjefm-64	561	9	,	,	PUNCT
arjefm-64	561	10	geopolitical	geopolitical	ADJ
arjefm-64	561	11	risk	risk	NOUN
arjefm-64	561	12	and	and	CCONJ
arjefm-64	561	13	policy	policy	NOUN
arjefm-64	561	14	uncertainty	uncertainty	NOUN
arjefm-64	561	15	nexus	nexus	NOUN
arjefm-64	561	16	in	in	ADP
arjefm-64	561	17	the	the	DET
arjefm-64	561	18	us	us	PROPN
arjefm-64	561	19	economy	economy	NOUN
arjefm-64	561	20	:	:	PUNCT
arjefm-64	561	21	fresh	fresh	ADJ
arjefm-64	561	22	evidence	evidence	NOUN
arjefm-64	561	23	from	from	ADP
arjefm-64	561	24	the	the	DET
arjefm-64	561	25	wavelet	wavelet	NOUN
arjefm-64	561	26	-	-	PUNCT
arjefm-64	561	27	based	base	VERB
arjefm-64	561	28	approach	approach	NOUN
arjefm-64	561	29	.	.	PUNCT
arjefm-64	562	1	international	international	ADJ
arjefm-64	562	2	review	review	NOUN
arjefm-64	562	3	of	of	ADP
arjefm-64	562	4	financial	financial	ADJ
arjefm-64	562	5	analysis	analysis	NOUN
arjefm-64	562	6	70:101496	70:101496	NOUN
arjefm-64	562	7	.	.	PUNCT
arjefm-64	563	1	mailto:contact@americaserial.com	mailto:contact@americaserial.com	X
arjefm-64	563	2	mailto:contact@americaserial.com	mailto:contact@americaserial.com	X
arjefm-64	564	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
arjefm-64	564	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
arjefm-64	564	3	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
arjefm-64	564	4	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
arjefm-64	564	5	https://www.southsouthgalaxy.org/news/article-thehttps://www.southsouthgalaxy.org/news/article-thehttps://www.southsouthgalaxy.org/news/article-thehttps://www.southsouthgalaxy.org/news/article-thehttps://www.southsouthgalaxy.org/news/article-theamerican	https://www.southsouthgalaxy.org/news/article-thehttps://www.southsouthgalaxy.org/news/article-thehttps://www.southsouthgalaxy.org/news/article-thehttps://www.southsouthgalaxy.org/news/article-thehttps://www.southsouthgalaxy.org/news/article-theamerican	VERB
arjefm-64	564	6	research	research	NOUN
arjefm-64	564	7	journal	journal	NOUN
arjefm-64	564	8	of	of	ADP
arjefm-64	564	9	economics	economic	NOUN
arjefm-64	564	10	,	,	PUNCT
arjefm-64	564	11	finance	finance	NOUN
arjefm-64	564	12	and	and	CCONJ
arjefm-64	564	13	management	management	NOUN
arjefm-64	564	14	volume	volume	NOUN
arjefm-64	564	15	12	12	NUM
arjefm-64	564	16	issue	issue	NOUN
arjefm-64	564	17	1	1	NUM
arjefm-64	564	18	,	,	PUNCT
arjefm-64	564	19	january	january	PROPN
arjefm-64	564	20	-	-	PUNCT
arjefm-64	564	21	february	february	PROPN
arjefm-64	564	22	2024	2024	NUM
arjefm-64	564	23	issn	issn	NOUN
arjefm-64	564	24	:	:	PUNCT
arjefm-64	564	25	2836	2836	NUM
arjefm-64	564	26	-	-	SYM
arjefm-64	564	27	9416	9416	NUM
arjefm-64	564	28	impact	impact	NOUN
arjefm-64	564	29	factor	factor	NOUN
arjefm-64	564	30	:	:	PUNCT
arjefm-64	564	31	5.57	5.57	NUM
arjefm-64	564	32	journal	journal	NOUN
arjefm-64	564	33	homepage	homepage	NOUN
arjefm-64	564	34	:	:	PUNCT
arjefm-64	564	35	https://	https://	PROPN
arjefm-64	564	36	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	564	37	,	,	PUNCT
arjefm-64	564	38	email	email	NOUN
arjefm-64	564	39	:	:	PUNCT
arjefm-64	564	40	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	564	41	official	official	ADJ
arjefm-64	564	42	journal	journal	PROPN
arjefm-64	564	43	of	of	ADP
arjefm-64	564	44	america	america	PROPN
arjefm-64	564	45	serial	serial	PROPN
arjefm-64	564	46	publication	publication	NOUN
arjefm-64	564	47	american	american	PROPN
arjefm-64	564	48	research	research	PROPN
arjefm-64	564	49	journal	journal	PROPN
arjefm-64	564	50	of	of	ADP
arjefm-64	564	51	economics	economic	NOUN
arjefm-64	564	52	,	,	PUNCT
arjefm-64	564	53	finance	finance	NOUN
arjefm-64	564	54	and	and	CCONJ
arjefm-64	564	55	management	management	NOUN
arjefm-64	564	56	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	564	57	,	,	PUNCT
arjefm-64	564	58	email	email	NOUN
arjefm-64	564	59	:	:	PUNCT
arjefm-64	564	60	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	565	1	44	44	NUM
arjefm-64	566	1	|	|	ADV
arjefm-64	566	2	p	p	NOUN
arjefm-64	566	3	a	a	DET
arjefm-64	566	4	g	g	NOUN
arjefm-64	566	5	e	e	NOUN
arjefm-64	566	6	sum	sum	NOUN
arjefm-64	566	7	v	v	NOUN
arjefm-64	566	8	(	(	PUNCT
arjefm-64	566	9	2012	2012	NUM
arjefm-64	566	10	)	)	PUNCT
arjefm-64	566	11	.	.	PUNCT
arjefm-64	567	1	economic	economic	ADJ
arjefm-64	567	2	policy	policy	NOUN
arjefm-64	567	3	uncertainty	uncertainty	NOUN
arjefm-64	567	4	and	and	CCONJ
arjefm-64	567	5	stock	stock	NOUN
arjefm-64	567	6	market	market	NOUN
arjefm-64	567	7	performance	performance	NOUN
arjefm-64	567	8	:	:	PUNCT
arjefm-64	567	9	evidence	evidence	NOUN
arjefm-64	567	10	from	from	ADP
arjefm-64	567	11	the	the	DET
arjefm-64	567	12	european	european	PROPN
arjefm-64	567	13	union	union	PROPN
arjefm-64	567	14	,	,	PUNCT
arjefm-64	567	15	croatia	croatia	PROPN
arjefm-64	567	16	,	,	PUNCT
arjefm-64	567	17	norway	norway	PROPN
arjefm-64	567	18	,	,	PUNCT
arjefm-64	567	19	russia	russia	PROPN
arjefm-64	567	20	,	,	PUNCT
arjefm-64	567	21	switzerland	switzerland	PROPN
arjefm-64	567	22	,	,	PUNCT
arjefm-64	567	23	turkey	turkey	NOUN
arjefm-64	567	24	and	and	CCONJ
arjefm-64	567	25	ukraine	ukraine	PROPN
arjefm-64	567	26	.	.	PUNCT
arjefm-64	568	1	journal	journal	PROPN
arjefm-64	568	2	of	of	ADP
arjefm-64	568	3	money	money	NOUN
arjefm-64	568	4	,	,	PUNCT
arjefm-64	568	5	investment	investment	NOUN
arjefm-64	568	6	and	and	CCONJ
arjefm-64	568	7	banking	banking	NOUN
arjefm-64	568	8	25:99	25:99	NUM
arjefm-64	568	9	-	-	SYM
arjefm-64	568	10	104	104	NUM
arjefm-64	568	11	.	.	PUNCT
arjefm-64	569	1	tabak	tabak	PROPN
arjefm-64	569	2	bm	bm	PROPN
arjefm-64	569	3	,	,	PUNCT
arjefm-64	569	4	cajueiro	cajueiro	PROPN
arjefm-64	569	5	do	do	AUX
arjefm-64	569	6	(	(	PUNCT
arjefm-64	569	7	2007	2007	NUM
arjefm-64	569	8	)	)	PUNCT
arjefm-64	569	9	.	.	PUNCT
arjefm-64	569	10	are	be	AUX
arjefm-64	569	11	the	the	DET
arjefm-64	569	12	crude	crude	ADJ
arjefm-64	569	13	oil	oil	NOUN
arjefm-64	569	14	markets	market	NOUN
arjefm-64	569	15	becoming	become	VERB
arjefm-64	569	16	weakly	weakly	ADV
arjefm-64	569	17	efficient	efficient	ADJ
arjefm-64	569	18	over	over	ADP
arjefm-64	569	19	time	time	NOUN
arjefm-64	569	20	?	?	PUNCT
arjefm-64	570	1	a	a	DET
arjefm-64	570	2	test	test	NOUN
arjefm-64	570	3	for	for	ADP
arjefm-64	570	4	time	time	NOUN
arjefm-64	570	5	-	-	PUNCT
arjefm-64	570	6	varying	vary	VERB
arjefm-64	570	7	long	long	ADJ
arjefm-64	570	8	-	-	PUNCT
arjefm-64	570	9	range	range	NOUN
arjefm-64	570	10	dependence	dependence	NOUN
arjefm-64	570	11	in	in	ADP
arjefm-64	570	12	prices	price	NOUN
arjefm-64	570	13	and	and	CCONJ
arjefm-64	570	14	volatility	volatility	NOUN
arjefm-64	570	15	.	.	PUNCT
arjefm-64	571	1	energy	energy	NOUN
arjefm-64	571	2	economics	economics	PROPN
arjefm-64	571	3	29(1):28	29(1):28	PROPN
arjefm-64	571	4	-	-	SYM
arjefm-64	571	5	36	36	NUM
arjefm-64	571	6	.	.	PUNCT
arjefm-64	572	1	wang	wang	PROPN
arjefm-64	572	2	x	x	PROPN
arjefm-64	572	3	,	,	PUNCT
arjefm-64	572	4	luo	luo	PROPN
arjefm-64	572	5	y	y	PROPN
arjefm-64	572	6	,	,	PUNCT
arjefm-64	572	7	wang	wang	PROPN
arjefm-64	572	8	z	z	PROPN
arjefm-64	572	9	,	,	PUNCT
arjefm-64	572	10	xu	xu	PROPN
arjefm-64	572	11	y	y	PROPN
arjefm-64	572	12	,	,	PUNCT
arjefm-64	572	13	wu	wu	PROPN
arjefm-64	572	14	c	c	PROPN
arjefm-64	572	15	(	(	PUNCT
arjefm-64	572	16	2021	2021	NUM
arjefm-64	572	17	)	)	PUNCT
arjefm-64	572	18	.	.	PUNCT
arjefm-64	573	1	the	the	DET
arjefm-64	573	2	impact	impact	NOUN
arjefm-64	573	3	of	of	ADP
arjefm-64	573	4	economic	economic	ADJ
arjefm-64	573	5	policy	policy	NOUN
arjefm-64	573	6	uncertainty	uncertainty	NOUN
arjefm-64	573	7	on	on	ADP
arjefm-64	573	8	volatility	volatility	NOUN
arjefm-64	573	9	of	of	ADP
arjefm-64	573	10	china	china	PROPN
arjefm-64	573	11	’s	’s	PART
arjefm-64	573	12	financial	financial	ADJ
arjefm-64	573	13	stocks	stock	NOUN
arjefm-64	573	14	:	:	PUNCT
arjefm-64	573	15	an	an	DET
arjefm-64	573	16	empirical	empirical	ADJ
arjefm-64	573	17	analysis	analysis	NOUN
arjefm-64	573	18	.	.	PUNCT
arjefm-64	574	1	finance	finance	NOUN
arjefm-64	574	2	research	research	NOUN
arjefm-64	574	3	letters	letter	NOUN
arjefm-64	574	4	39:101650	39:101650	PROPN
arjefm-64	574	5	.	.	PUNCT
arjefm-64	575	1	wang	wang	PROPN
arjefm-64	575	2	y	y	PROPN
arjefm-64	575	3	,	,	PUNCT
arjefm-64	575	4	liu	liu	PROPN
arjefm-64	575	5	l	l	PROPN
arjefm-64	575	6	(	(	PUNCT
arjefm-64	575	7	2010	2010	NUM
arjefm-64	575	8	)	)	PUNCT
arjefm-64	575	9	.	.	PUNCT
arjefm-64	575	10	is	be	AUX
arjefm-64	575	11	wti	wti	PROPN
arjefm-64	575	12	crude	crude	ADJ
arjefm-64	575	13	oil	oil	NOUN
arjefm-64	575	14	market	market	NOUN
arjefm-64	575	15	becoming	become	VERB
arjefm-64	575	16	weakly	weakly	ADV
arjefm-64	575	17	efficient	efficient	ADJ
arjefm-64	575	18	over	over	ADP
arjefm-64	575	19	time	time	NOUN
arjefm-64	575	20	?	?	PUNCT
arjefm-64	576	1	new	new	ADJ
arjefm-64	576	2	evidence	evidence	NOUN
arjefm-64	576	3	from	from	ADP
arjefm-64	576	4	multiscale	multiscale	ADJ
arjefm-64	576	5	analysis	analysis	NOUN
arjefm-64	576	6	based	base	VERB
arjefm-64	576	7	on	on	ADP
arjefm-64	576	8	detrended	detrende	VERB
arjefm-64	576	9	fluctuation	fluctuation	NOUN
arjefm-64	576	10	analysis	analysis	NOUN
arjefm-64	576	11	.	.	PUNCT
arjefm-64	577	1	energy	energy	NOUN
arjefm-64	577	2	economics	economic	NOUN
arjefm-64	577	3	32(5):987	32(5):987	NUM
arjefm-64	577	4	-	-	SYM
arjefm-64	577	5	992	992	NUM
arjefm-64	577	6	.	.	PUNCT
arjefm-64	578	1	wang	wang	PROPN
arjefm-64	578	2	y	y	PROPN
arjefm-64	578	3	,	,	PUNCT
arjefm-64	578	4	wu	wu	PROPN
arjefm-64	578	5	c	c	PROPN
arjefm-64	578	6	(	(	PUNCT
arjefm-64	578	7	2012	2012	NUM
arjefm-64	578	8	)	)	PUNCT
arjefm-64	578	9	.	.	PUNCT
arjefm-64	579	1	forecasting	forecast	VERB
arjefm-64	579	2	energy	energy	NOUN
arjefm-64	579	3	market	market	NOUN
arjefm-64	579	4	volatility	volatility	NOUN
arjefm-64	579	5	using	use	VERB
arjefm-64	579	6	garch	garch	NOUN
arjefm-64	579	7	models	model	NOUN
arjefm-64	579	8	:	:	PUNCT
arjefm-64	579	9	can	can	AUX
arjefm-64	579	10	multivariate	multivariate	VERB
arjefm-64	579	11	models	model	NOUN
arjefm-64	579	12	beat	beat	VERB
arjefm-64	579	13	univariate	univariate	ADJ
arjefm-64	579	14	models	model	NOUN
arjefm-64	579	15	?	?	PUNCT
arjefm-64	580	1	energy	energy	NOUN
arjefm-64	580	2	economics	economic	NOUN
arjefm-64	580	3	34(6):2167	34(6):2167	NUM
arjefm-64	580	4	-	-	SYM
arjefm-64	580	5	2181	2181	NUM
arjefm-64	580	6	.	.	PUNCT
arjefm-64	581	1	wang	wang	PROPN
arjefm-64	581	2	y	y	PROPN
arjefm-64	581	3	,	,	PUNCT
arjefm-64	581	4	wu	wu	PROPN
arjefm-64	581	5	c	c	PROPN
arjefm-64	581	6	,	,	PUNCT
arjefm-64	581	7	yang	yang	PROPN
arjefm-64	581	8	l	l	PROPN
arjefm-64	581	9	(	(	PUNCT
arjefm-64	581	10	2016	2016	NUM
arjefm-64	581	11	)	)	PUNCT
arjefm-64	581	12	.	.	PUNCT
arjefm-64	582	1	forecasting	forecast	VERB
arjefm-64	582	2	crude	crude	ADJ
arjefm-64	582	3	oil	oil	NOUN
arjefm-64	582	4	market	market	NOUN
arjefm-64	582	5	volatility	volatility	NOUN
arjefm-64	582	6	:	:	PUNCT
arjefm-64	582	7	a	a	DET
arjefm-64	582	8	markov	markov	NOUN
arjefm-64	582	9	switching	switch	VERB
arjefm-64	582	10	multifractal	multifractal	ADJ
arjefm-64	582	11	volatility	volatility	NOUN
arjefm-64	582	12	approach	approach	NOUN
arjefm-64	582	13	.	.	PUNCT
arjefm-64	583	1	international	international	ADJ
arjefm-64	583	2	journal	journal	NOUN
arjefm-64	583	3	of	of	ADP
arjefm-64	583	4	forecasting	forecast	VERB
arjefm-64	583	5	32(1):1	32(1):1	PROPN
arjefm-64	583	6	-	-	SYM
arjefm-64	583	7	9	9	NUM
arjefm-64	583	8	.	.	PUNCT
arjefm-64	584	1	wu	wu	PROPN
arjefm-64	584	2	tp	tp	PROPN
arjefm-64	584	3	,	,	PUNCT
arjefm-64	584	4	liu	liu	PROPN
arjefm-64	584	5	sb	sb	PROPN
arjefm-64	584	6	,	,	PUNCT
arjefm-64	584	7	hsueh	hsueh	PROPN
arjefm-64	584	8	sj	sj	PROPN
arjefm-64	584	9	(	(	PUNCT
arjefm-64	584	10	2016	2016	NUM
arjefm-64	584	11	)	)	PUNCT
arjefm-64	584	12	.	.	PUNCT
arjefm-64	585	1	the	the	DET
arjefm-64	585	2	causal	causal	ADJ
arjefm-64	585	3	relationship	relationship	NOUN
arjefm-64	585	4	between	between	ADP
arjefm-64	585	5	economic	economic	ADJ
arjefm-64	585	6	policy	policy	NOUN
arjefm-64	585	7	uncertainty	uncertainty	NOUN
arjefm-64	585	8	and	and	CCONJ
arjefm-64	585	9	stock	stock	NOUN
arjefm-64	585	10	market	market	NOUN
arjefm-64	585	11	:	:	PUNCT
arjefm-64	585	12	a	a	DET
arjefm-64	585	13	panel	panel	NOUN
arjefm-64	585	14	data	data	VERB
arjefm-64	585	15	analysis	analysis	NOUN
arjefm-64	585	16	.	.	PUNCT
arjefm-64	586	1	international	international	ADJ
arjefm-64	586	2	economic	economic	ADJ
arjefm-64	586	3	journal	journal	NOUN
arjefm-64	586	4	30(1):109	30(1):109	PROPN
arjefm-64	586	5	-	-	SYM
arjefm-64	586	6	122	122	NUM
arjefm-64	586	7	.	.	PUNCT
arjefm-64	587	1	wu	wu	PROPN
arjefm-64	587	2	c	c	PROPN
arjefm-64	587	3	,	,	PUNCT
arjefm-64	587	4	che	che	PROPN
arjefm-64	587	5	h	h	PROPN
arjefm-64	587	6	,	,	PUNCT
arjefm-64	587	7	chan	chan	PROPN
arjefm-64	587	8	ty	ty	PRON
arjefm-64	587	9	,	,	PUNCT
arjefm-64	587	10	lu	lu	PROPN
arjefm-64	587	11	x	x	X
arjefm-64	587	12	(	(	PUNCT
arjefm-64	587	13	2015	2015	NUM
arjefm-64	587	14	)	)	PUNCT
arjefm-64	587	15	.	.	PUNCT
arjefm-64	588	1	the	the	DET
arjefm-64	588	2	economic	economic	ADJ
arjefm-64	588	3	value	value	NOUN
arjefm-64	588	4	of	of	ADP
arjefm-64	588	5	online	online	ADJ
arjefm-64	588	6	reviews	review	NOUN
arjefm-64	588	7	,	,	PUNCT
arjefm-64	588	8	marketing	marketing	NOUN
arjefm-64	588	9	science	science	NOUN
arjefm-64	588	10	34(5):739	34(5):739	NUM
arjefm-64	588	11	-	-	SYM
arjefm-64	588	12	754	754	NUM
arjefm-64	588	13	.	.	PUNCT
arjefm-64	589	1	xiong	xiong	PROPN
arjefm-64	590	1	x	x	PROPN
arjefm-64	590	2	,	,	PUNCT
arjefm-64	590	3	bian	bian	PROPN
arjefm-64	590	4	y	y	PROPN
arjefm-64	590	5	,	,	PUNCT
arjefm-64	590	6	shen	shen	PROPN
arjefm-64	591	1	d	d	X
arjefm-64	591	2	(	(	PUNCT
arjefm-64	591	3	2018	2018	NUM
arjefm-64	591	4	)	)	PUNCT
arjefm-64	591	5	.	.	PUNCT
arjefm-64	592	1	the	the	DET
arjefm-64	592	2	time	time	NOUN
arjefm-64	592	3	-	-	PUNCT
arjefm-64	592	4	varying	vary	VERB
arjefm-64	592	5	correlation	correlation	NOUN
arjefm-64	592	6	between	between	ADP
arjefm-64	592	7	policy	policy	NOUN
arjefm-64	592	8	uncertainty	uncertainty	NOUN
arjefm-64	592	9	and	and	CCONJ
arjefm-64	592	10	stock	stock	NOUN
arjefm-64	592	11	returns	return	NOUN
arjefm-64	592	12	:	:	PUNCT
arjefm-64	592	13	evidence	evidence	NOUN
arjefm-64	592	14	from	from	ADP
arjefm-64	592	15	china	china	PROPN
arjefm-64	592	16	.	.	PUNCT
arjefm-64	593	1	physica	physica	PROPN
arjefm-64	593	2	a	a	DET
arjefm-64	593	3	:	:	PUNCT
arjefm-64	593	4	statistical	statistical	ADJ
arjefm-64	593	5	mechanics	mechanic	NOUN
arjefm-64	593	6	and	and	CCONJ
arjefm-64	593	7	its	its	PRON
arjefm-64	593	8	applications	application	NOUN
arjefm-64	593	9	499:413419	499:413419	NUM
arjefm-64	593	10	.	.	PUNCT
arjefm-64	594	1	yang	yang	PROPN
arjefm-64	594	2	j	j	PROPN
arjefm-64	594	3	,	,	PUNCT
arjefm-64	594	4	yang	yang	PROPN
arjefm-64	594	5	c	c	PROPN
arjefm-64	594	6	(	(	PUNCT
arjefm-64	594	7	2021	2021	NUM
arjefm-64	594	8	)	)	PUNCT
arjefm-64	594	9	.	.	PUNCT
arjefm-64	595	1	economic	economic	ADJ
arjefm-64	595	2	policy	policy	NOUN
arjefm-64	595	3	uncertainty	uncertainty	NOUN
arjefm-64	595	4	,	,	PUNCT
arjefm-64	595	5	covid-19	covid-19	PROPN
arjefm-64	595	6	lockdown	lockdown	NOUN
arjefm-64	595	7	,	,	PUNCT
arjefm-64	595	8	and	and	CCONJ
arjefm-64	595	9	firm	firm	ADJ
arjefm-64	595	10	-	-	PUNCT
arjefm-64	595	11	level	level	NOUN
arjefm-64	595	12	volatility	volatility	NOUN
arjefm-64	595	13	:	:	PUNCT
arjefm-64	595	14	evidence	evidence	NOUN
arjefm-64	595	15	from	from	ADP
arjefm-64	595	16	china	china	PROPN
arjefm-64	595	17	.	.	PUNCT
arjefm-64	596	1	pacific	pacific	ADJ
arjefm-64	596	2	-	-	PUNCT
arjefm-64	596	3	basin	basin	NOUN
arjefm-64	596	4	finance	finance	NOUN
arjefm-64	596	5	journal	journal	NOUN
arjefm-64	596	6	68:101597	68:101597	NUM
arjefm-64	596	7	.	.	PUNCT
arjefm-64	597	1	youssef	youssef	PROPN
arjefm-64	597	2	m	m	PROPN
arjefm-64	597	3	,	,	PUNCT
arjefm-64	597	4	mokni	mokni	PROPN
arjefm-64	597	5	k	k	PROPN
arjefm-64	597	6	,	,	PUNCT
arjefm-64	597	7	ajmi	ajmi	VERB
arjefm-64	597	8	an	an	DET
arjefm-64	597	9	(	(	PUNCT
arjefm-64	597	10	2021	2021	NUM
arjefm-64	597	11	)	)	PUNCT
arjefm-64	597	12	.	.	PUNCT
arjefm-64	598	1	dynamic	dynamic	ADJ
arjefm-64	598	2	connectedness	connectedness	NOUN
arjefm-64	598	3	between	between	ADP
arjefm-64	598	4	stock	stock	NOUN
arjefm-64	598	5	markets	market	NOUN
arjefm-64	598	6	in	in	ADP
arjefm-64	598	7	the	the	DET
arjefm-64	598	8	presence	presence	NOUN
arjefm-64	598	9	of	of	ADP
arjefm-64	598	10	the	the	DET
arjefm-64	598	11	covid-19	covid-19	PROPN
arjefm-64	598	12	pandemic	pandemic	NOUN
arjefm-64	598	13	:	:	PUNCT
arjefm-64	598	14	does	do	AUX
arjefm-64	598	15	economic	economic	ADJ
arjefm-64	598	16	policy	policy	NOUN
arjefm-64	598	17	uncertainty	uncertainty	NOUN
arjefm-64	598	18	matter	matter	NOUN
arjefm-64	598	19	?	?	PUNCT
arjefm-64	599	1	financial	financial	ADJ
arjefm-64	599	2	innovation	innovation	NOUN
arjefm-64	599	3	7(1):1	7(1):1	NOUN
arjefm-64	599	4	-	-	SYM
arjefm-64	599	5	27	27	NUM
arjefm-64	599	6	.	.	PUNCT
arjefm-64	600	1	mailto:contact@americaserial.com	mailto:contact@americaserial.com	X
arjefm-64	600	2	mailto:contact@americaserial.com	mailto:contact@americaserial.com	PROPN
arjefm-64	601	1	american	american	PROPN
arjefm-64	601	2	research	research	PROPN
arjefm-64	601	3	journal	journal	PROPN
arjefm-64	601	4	of	of	ADP
arjefm-64	601	5	economics	economic	NOUN
arjefm-64	601	6	,	,	PUNCT
arjefm-64	601	7	finance	finance	NOUN
arjefm-64	601	8	and	and	CCONJ
arjefm-64	601	9	management	management	NOUN
arjefm-64	601	10	volume	volume	NOUN
arjefm-64	601	11	12	12	NUM
arjefm-64	601	12	issue	issue	NOUN
arjefm-64	601	13	1	1	NUM
arjefm-64	601	14	,	,	PUNCT
arjefm-64	601	15	january	january	PROPN
arjefm-64	601	16	-	-	PUNCT
arjefm-64	601	17	february	february	PROPN
arjefm-64	601	18	2024	2024	NUM
arjefm-64	601	19	issn	issn	NOUN
arjefm-64	601	20	:	:	PUNCT
arjefm-64	601	21	2836	2836	NUM
arjefm-64	601	22	-	-	SYM
arjefm-64	601	23	9416	9416	NUM
arjefm-64	601	24	impact	impact	NOUN
arjefm-64	601	25	factor	factor	NOUN
arjefm-64	601	26	:	:	PUNCT
arjefm-64	601	27	5.57	5.57	NUM
arjefm-64	601	28	journal	journal	NOUN
arjefm-64	601	29	homepage	homepage	NOUN
arjefm-64	601	30	:	:	PUNCT
arjefm-64	601	31	https://	https://	PROPN
arjefm-64	601	32	https://americaserial.com/journals/index.php/arjefm	https://americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	601	33	,	,	PUNCT
arjefm-64	601	34	email	email	NOUN
arjefm-64	601	35	:	:	PUNCT
arjefm-64	601	36	contact@americaserial.com	contact@americaserial.com	PROPN
arjefm-64	601	37	official	official	ADJ
arjefm-64	601	38	journal	journal	PROPN
arjefm-64	601	39	of	of	ADP
arjefm-64	601	40	america	america	PROPN
arjefm-64	601	41	serial	serial	PROPN
arjefm-64	601	42	publication	publication	NOUN
arjefm-64	601	43	american	american	PROPN
arjefm-64	601	44	research	research	PROPN
arjefm-64	601	45	journal	journal	PROPN
arjefm-64	601	46	of	of	ADP
arjefm-64	601	47	economics	economic	NOUN
arjefm-64	601	48	,	,	PUNCT
arjefm-64	601	49	finance	finance	NOUN
arjefm-64	601	50	and	and	CCONJ
arjefm-64	601	51	management	management	NOUN
arjefm-64	601	52	americaserial.com/journals/index.php/arjefm	americaserial.com/journals/index.php/arjefm	PROPN
arjefm-64	601	53	,	,	PUNCT
arjefm-64	601	54	email	email	NOUN
arjefm-64	601	55	:	:	PUNCT
arjefm-64	601	56	contact@americaserial.com	contact@americaserial.com	X
arjefm-64	602	1	45	45	NUM
arjefm-64	603	1	|	|	ADV
arjefm-64	603	2	p	p	X
arjefm-64	603	3	a	a	DET
arjefm-64	603	4	g	g	PROPN
arjefm-64	603	5	e	e	PROPN
arjefm-64	603	6	yu	yu	PROPN
arjefm-64	603	7	h	h	PROPN
arjefm-64	603	8	,	,	PUNCT
arjefm-64	603	9	fang	fang	PROPN
arjefm-64	603	10	l	l	PROPN
arjefm-64	603	11	,	,	PUNCT
arjefm-64	603	12	sun	sun	PROPN
arjefm-64	603	13	w	w	PROPN
arjefm-64	603	14	(	(	PUNCT
arjefm-64	603	15	2018	2018	NUM
arjefm-64	603	16	)	)	PUNCT
arjefm-64	603	17	.	.	PUNCT
arjefm-64	604	1	forecasting	forecasting	NOUN
arjefm-64	604	2	performance	performance	NOUN
arjefm-64	604	3	of	of	ADP
arjefm-64	604	4	global	global	ADJ
arjefm-64	604	5	economic	economic	ADJ
arjefm-64	604	6	policy	policy	NOUN
arjefm-64	604	7	uncertainty	uncertainty	NOUN
arjefm-64	604	8	for	for	ADP
arjefm-64	604	9	volatility	volatility	NOUN
arjefm-64	604	10	of	of	ADP
arjefm-64	604	11	chinese	chinese	ADJ
arjefm-64	604	12	stock	stock	NOUN
arjefm-64	604	13	market	market	NOUN
arjefm-64	604	14	.	.	PUNCT
arjefm-64	605	1	physica	physica	VERB
arjefm-64	605	2	a	a	DET
arjefm-64	605	3	:	:	PUNCT
arjefm-64	605	4	statistical	statistical	ADJ
arjefm-64	605	5	mechanics	mechanic	NOUN
arjefm-64	605	6	and	and	CCONJ
arjefm-64	605	7	its	its	PRON
arjefm-64	605	8	applications	application	NOUN
arjefm-64	605	9	505:931940	505:931940	NUM
arjefm-64	605	10	.	.	PUNCT
arjefm-64	605	11	yu	yu	PROPN
arjefm-64	606	1	x	x	PROPN
arjefm-64	606	2	,	,	PUNCT
arjefm-64	606	3	huang	huang	PROPN
arjefm-64	606	4	y	y	PROPN
arjefm-64	606	5	(	(	PUNCT
arjefm-64	606	6	2021	2021	NUM
arjefm-64	606	7	)	)	PUNCT
arjefm-64	606	8	.	.	PUNCT
arjefm-64	607	1	the	the	DET
arjefm-64	607	2	impact	impact	NOUN
arjefm-64	607	3	of	of	ADP
arjefm-64	607	4	economic	economic	ADJ
arjefm-64	607	5	policy	policy	NOUN
arjefm-64	607	6	uncertainty	uncertainty	NOUN
arjefm-64	607	7	on	on	ADP
arjefm-64	607	8	stock	stock	NOUN
arjefm-64	607	9	volatility	volatility	NOUN
arjefm-64	607	10	:	:	PUNCT
arjefm-64	607	11	evidence	evidence	NOUN
arjefm-64	607	12	from	from	ADP
arjefm-64	607	13	garch	garch	NOUN
arjefm-64	607	14	–	–	PUNCT
arjefm-64	607	15	midas	midas	PROPN
arjefm-64	607	16	approach	approach	NOUN
arjefm-64	607	17	.	.	PUNCT
arjefm-64	608	1	physica	physica	PROPN
arjefm-64	608	2	a	a	DET
arjefm-64	608	3	:	:	PUNCT
arjefm-64	608	4	statistical	statistical	ADJ
arjefm-64	608	5	mechanics	mechanic	NOUN
arjefm-64	608	6	and	and	CCONJ
arjefm-64	608	7	its	its	PRON
arjefm-64	608	8	applications	application	NOUN
arjefm-64	608	9	570:125794	570:125794	NUM
arjefm-64	608	10	.	.	PUNCT
arjefm-64	608	11	yu	yu	PROPN
arjefm-64	609	1	x	x	PROPN
arjefm-64	609	2	,	,	PUNCT
arjefm-64	609	3	huang	huang	PROPN
arjefm-64	609	4	y	y	PROPN
arjefm-64	609	5	,	,	PUNCT
arjefm-64	609	6	xiao	xiao	PROPN
arjefm-64	609	7	k	k	X
arjefm-64	609	8	(	(	PUNCT
arjefm-64	609	9	2021	2021	NUM
arjefm-64	609	10	)	)	PUNCT
arjefm-64	609	11	.	.	PUNCT
arjefm-64	610	1	global	global	ADJ
arjefm-64	610	2	economic	economic	ADJ
arjefm-64	610	3	policy	policy	NOUN
arjefm-64	610	4	uncertainty	uncertainty	NOUN
arjefm-64	610	5	and	and	CCONJ
arjefm-64	610	6	stock	stock	NOUN
arjefm-64	610	7	volatility	volatility	NOUN
arjefm-64	610	8	:	:	PUNCT
arjefm-64	610	9	evidence	evidence	NOUN
arjefm-64	610	10	from	from	ADP
arjefm-64	610	11	emerging	emerge	VERB
arjefm-64	610	12	economies	economy	NOUN
arjefm-64	610	13	.	.	PUNCT
arjefm-64	611	1	journal	journal	NOUN
arjefm-64	611	2	of	of	ADP
arjefm-64	611	3	applied	apply	VERB
arjefm-64	611	4	economics	economic	NOUN
arjefm-64	611	5	24(1):416	24(1):416	PROPN
arjefm-64	611	6	-	-	SYM
arjefm-64	611	7	440	440	NUM
arjefm-64	611	8	.	.	PUNCT
arjefm-64	612	1	mailto:contact@americaserial.com	mailto:contact@americaserial.com	X
arjefm-64	612	2	mailto:contact@americaserial.com	mailto:contact@americaserial.com	X