..., platinum and silver prices. © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Economic uncertainty Asymmetric effect Long-term volatility component GARCH-MIDAS C32 C53 G17 Economic uncertainty is the unpredictable component...

... strategies Indonesian sectorial stocks Commodity markets Portfolio diversification Market regulations G11 G15 G17 G21 C32. Over the past few years, increased financial market integration has reduced traditional diversification benefits (Markwat et al., 2009), leading investors...

... indices and international reserves. Credit default swaps Emerging countries NARDL Asymmetry F37 G15 G17 The expansion of the credit derivatives market from $40 billion in outstanding notional value in 1996 to an estimated value of $33 trillion in 2008 demonstrates that the credit...