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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Bibliographic Details
Main Authors: Michael Peter, Silas Mirau, Emmanuel Sinkwembe, Christian Kasumo, Calisto Guambe
Format: Article
Language:English
Published: SpringerOpen 2025-08-01
Series:Future Business Journal
Subjects:
Online Access:https://doi.org/10.1186/s43093-025-00632-5
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