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10.1007/s10479-021-04042-y http://scihub22266oqcxt.onion/10.1007/s10479-021-04042-y 33903782!8059431!33903782     free     free     free Deprecated: Implicit conversion from float 209.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 209.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 209.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 209.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 209.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 209.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 243.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 243.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 243.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 243.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 243.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534       Ann+Oper+Res 2022 ; 313 (2): 1077-1116 Nephropedia Template TP {{tp|p=33903782|t=2022. Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises |pdf=|usr=}}{{33903782}} gab.com Text Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises JO: Ann Oper Res http://www.kidney.de/pget.php?&tw=1&pmid=33903782 #FOAvip This paper studies the US and global economic fundamentals that exacerbate emerging stock markets volatility and can be considered as systemic risk factors increasing financial stability vulnerabilities. We apply the bivariate HEAVY system of daily and intra-daily volatility equations enriched with powers, leverage, and macro-effects that improve its forecasting accuracy significantly. Our macro-augmented asymmetric power HEAVY model estimates the inflammatory effect of US uncertainty and infectious disease news impact on equities alongside global credit and commodity factors on emerging stock index realized volatility. Our study further demonstrates the power of the economic uncertainty channel, showing that higher US policy uncertainty levels increase the leverage effects and the impact from the common macro-financial proxies on emerging markets' financial volatility. Lastly, we provide evidence on the crucial role of both financial and health crisis events (the 2008 global financial turmoil and the recent Covid-19 pandemic) in raising markets' turbulence and amplifying the volatility macro-drivers impact, as well. SUPPLEMENTARY INFORMATION: The online version supplementary material available at 10.1007/s10479-021-04042-y. Twit Text FOAVip Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises ????Ann Oper Res http://www.kidney.de/pget.php?&tw=1&pmid=33903782 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=33903782 #FOAvip English Wikipedia <ref>{{Cite pmid|33903782}}</ref> Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises #MMPMID33903782 Karanasos M; Yfanti S; Hunter J Ann Oper Res 2022[]; 313 (2): 1077-1116 PMID33903782show ga This paper studies the US and global economic fundamentals that exacerbate emerging stock markets volatility and can be considered as systemic risk factors increasing financial stability vulnerabilities. We apply the bivariate HEAVY system of daily and intra-daily volatility equations enriched with powers, leverage, and macro-effects that improve its forecasting accuracy significantly. Our macro-augmented asymmetric power HEAVY model estimates the inflammatory effect of US uncertainty and infectious disease news impact on equities alongside global credit and commodity factors on emerging stock index realized volatility. Our study further demonstrates the power of the economic uncertainty channel, showing that higher US policy uncertainty levels increase the leverage effects and the impact from the common macro-financial proxies on emerging markets' financial volatility. Lastly, we provide evidence on the crucial role of both financial and health crisis events (the 2008 global financial turmoil and the recent Covid-19 pandemic) in raising markets' turbulence and amplifying the volatility macro-drivers impact, as well. SUPPLEMENTARY INFORMATION: The online version supplementary material available at 10.1007/s10479-021-04042-y. äEmerging stock market volatility and economic fundamentals: the import(epmc).pdf DeepDyve Pubget Overpricing