This paper studies the dynamics of stock market return volatility of India and Japan. The TGARCH-M model is implemented. These markets are impacted asymmetrically by bad news and good news. The return volatility persists in both countries
This study employs the daily data of the Stock Exchange of Thailand to test for the leverage and vol...
India, one of the emerging markets in Asia initiated the financial sector reforms by introducing int...
This paper investigates the asymmetric volatility behavior of the Nepalese stock market including sp...
Volatility is an important component in the risk-return analysis of financial assets. It imparts liq...
This paper investigates the nature and characteristics of stock market volatility in India. The vola...
This paper investigates the relationship between stock market returns and volatility in the Indian s...
This paper empirically investigates the volatility pattern of Indian stock market based on time seri...
Stock return volatility is a very interesting phenomenon because of its impact on global financial m...
The objective of this research isto measure and examine volatilities among important stock markets o...
This paper studied the effects of good and bad news on volatility in the Indian stock markets using ...
The study examines the return and volatility spillover among Asian stock markets in Indi...
This paper provides some insight into the asymmetric effects of stock market volatility transmission...
This paper examines the empirical relationship between return, volume and volatility dynamics of sto...
AbstractThis paper models time-varying volatility in one of the Indian main stock markets, namely, t...
This paper examines stock returns volatility in the Pakistani equity market. Using daily stock price...
This study employs the daily data of the Stock Exchange of Thailand to test for the leverage and vol...
India, one of the emerging markets in Asia initiated the financial sector reforms by introducing int...
This paper investigates the asymmetric volatility behavior of the Nepalese stock market including sp...
Volatility is an important component in the risk-return analysis of financial assets. It imparts liq...
This paper investigates the nature and characteristics of stock market volatility in India. The vola...
This paper investigates the relationship between stock market returns and volatility in the Indian s...
This paper empirically investigates the volatility pattern of Indian stock market based on time seri...
Stock return volatility is a very interesting phenomenon because of its impact on global financial m...
The objective of this research isto measure and examine volatilities among important stock markets o...
This paper studied the effects of good and bad news on volatility in the Indian stock markets using ...
The study examines the return and volatility spillover among Asian stock markets in Indi...
This paper provides some insight into the asymmetric effects of stock market volatility transmission...
This paper examines the empirical relationship between return, volume and volatility dynamics of sto...
AbstractThis paper models time-varying volatility in one of the Indian main stock markets, namely, t...
This paper examines stock returns volatility in the Pakistani equity market. Using daily stock price...
This study employs the daily data of the Stock Exchange of Thailand to test for the leverage and vol...
India, one of the emerging markets in Asia initiated the financial sector reforms by introducing int...
This paper investigates the asymmetric volatility behavior of the Nepalese stock market including sp...
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