Symmetric and asymmetric GARCH estimations of the impact of macroeconomic uncertainties on stock market dynamics in Tanzania
Abstract This study examines the impact of macroeconomic uncertainties on stock market dynamics in Tanzania, motivated by the need to understand volatility patterns in a frontier market characterized by limited liquidity and high sensitivity to economic shocks. We employ symmetric and asymmetric gen...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-08-01
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| Series: | Future Business Journal |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s43093-025-00632-5 |
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