IMPACT OF GLOBAL FINANCIAL STRESS INDEX AND GEOPOLITICAL RISK IN FORECASTING VOLATILITY
This study examines the prediction ability of Global Financial Stress Index (GFSI) and Geopolitical Risk Index (GPR) to forecast the volatility of assumed safe-haven assets, like gold, silver and Bitcoin. The authors combine high-frequency model, Heterogeneous Autoregression Realized Volatility (HA...
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| Main Authors: | , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Sekolah Tinggi Ilmu Ekonomi Indonesia Surabaya
2025-03-01
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| Series: | Ekuitas: Jurnal Ekonomi dan Keuangan |
| Subjects: | |
| Online Access: | https://ejournal.stiesia.ac.id/ekuitas/article/view/7100 |
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