Keywords: Stock return volatility
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Journal Articles
Journal of Economic Studies (2025) 52 (1): 119–135.
Published: 23 May 2024
.../approach We use a GARCH-MIDAS model to examine the relationship between climate change and stock return volatility since it enables data analysis at various frequencies within the same framework. We employ a novel dataset to track technology shocks, and the study spans decades of data from 1880 to 2018...
Includes: Supplementary data

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