Add to ORKGBoth parametric and semiparametric GARCH in mean estimations find a positive but insignificant relationship between expected stock returns and volatility in emerging stock markets. The 1997¡V1998 global emerging market crisis seems to induce changes in GARCH parameters.1
In this article, we analyze the role of country-specific and global geopolitical risks (GPRs) on the...
Abstract In recent two decades, modelling and forecasting stock market volatility have been very i...
Purpose – This paper aims to empirically reexamine the dynamic changes in emerging market volatility...
Both parametric and semiparametric GARCH in mean estimations find a positive but insignificant relat...
This article compares stock return behaviour in mature and emerging stock markets. The role of leadi...
The objective of this research is to measure and examine volatilities between important emerging and...
As will be shown later, finance literature often provides divergent results about the effect of stoc...
This paper investigates stock returns volatility spillovers in emerging and developed markets (DMs) ...
This paper studies the risk-return trade-off in some of the main emerging stock markets in the world...
We empirically investigate the relationship between expected stock returns and volatility in the twe...
We explore the relevance of GARCH models in explaining stock return dynamics and volatility on the V...
We empirically investigate the relationship between expected stock returns and volatility in the twe...
Modern institutions from multinationals to nation states use the global derivatives market in order ...
In this article, we analyze the role of country-specific and global geopolitical risks (GPRs) on the...
The study investigated the stock market volatility in the emerging stock markets of India and China ...
In this article, we analyze the role of country-specific and global geopolitical risks (GPRs) on the...
Abstract In recent two decades, modelling and forecasting stock market volatility have been very i...
Purpose – This paper aims to empirically reexamine the dynamic changes in emerging market volatility...
Both parametric and semiparametric GARCH in mean estimations find a positive but insignificant relat...
This article compares stock return behaviour in mature and emerging stock markets. The role of leadi...
The objective of this research is to measure and examine volatilities between important emerging and...
As will be shown later, finance literature often provides divergent results about the effect of stoc...
This paper investigates stock returns volatility spillovers in emerging and developed markets (DMs) ...
This paper studies the risk-return trade-off in some of the main emerging stock markets in the world...
We empirically investigate the relationship between expected stock returns and volatility in the twe...
We explore the relevance of GARCH models in explaining stock return dynamics and volatility on the V...
We empirically investigate the relationship between expected stock returns and volatility in the twe...
Modern institutions from multinationals to nation states use the global derivatives market in order ...
In this article, we analyze the role of country-specific and global geopolitical risks (GPRs) on the...
The study investigated the stock market volatility in the emerging stock markets of India and China ...
In this article, we analyze the role of country-specific and global geopolitical risks (GPRs) on the...
Abstract In recent two decades, modelling and forecasting stock market volatility have been very i...
Purpose – This paper aims to empirically reexamine the dynamic changes in emerging market volatility...