The Effects of Market Uncertainty on Financial Performance and Economic Activity Using SVAR and Kalman Filter Approaches

A. Ibrahim Mubarak

doi:https://doi.org/10.5281/zenodo.19571642

The Effects of Market Uncertainty on Financial Performance and Economic Activity Using SVAR and Kalman Filter Approaches

A. Ibrahim Mubarak

Abstract

Keywords:

Financial market , Kalman filter , Market uncertainty , Structural vector auto regression , Volatility Index (VIX)

Article Details

Year: 2025

Volume: 46

Issue: 2

Pages: 155 - 186

Accepted: 03.03.2025

DOI:
https://doi.org/10.5281/zenodo.19571642

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How to Cite?

A. Ibrahim Mubarak (2025). The Effects of Market Uncertainty on Financial Performance and Economic Activity Using SVAR and Kalman Filter Approaches. Journal of Economic Cooperation and Development, 46(2), 155-186. https://doi.org/10.5281/zenodo.19571642