November 2023

Global economic policy uncertainty, oil shocks and volatility in some Southern African Development Community stock markets: A GARCH-MIDAS approach

This study investigates the effects of global economic policy uncertainty and oil shocks on stock market volatility in Botswana, Mauritius, and South Africa. Datasets from periods preceding and during the COVID-19 pandemic are utilized to provide evidence on the impact of global economic policy uncertainty (GEPU) and oil shocks on stock returns volatility in these countries. The examination employs a mixed data sampling...

Author(s): DRAMA Bédi Guy Hervé