Add to ORKGThis paper studies the global financial crisis and the effect of the crisis on stock market volatility by employing the GJR GARCH model. Daily closing price of indices in the National Stock Exchange (NSE) and the Mumbai Stock Exchange (BSE) from March 1st, 2005 to December 30th 2012 were considered for the analysis. The stud
The emerging markets are slowly opening up their respective financial markets to foreign investments...
This paper intends to study volatility and its spillover among South Asian Countries through use of ...
The study applies the dynamic conditional correlation (DCC) bivariate generalized autoregressive con...
The prime objective of this study is to analysis the global financial crisis on the stock returns of...
This study examines the impact of the global financial crisis on the stock markets returns of China,...
This study analyzes the impact of the outbreak of the Great Recession of 2007 on the behavior of the...
AbstractThis paper models time-varying volatility in one of the Indian main stock markets, namely, t...
The aim of this thesis is to analyse the volatility of 11 sectorial stock return data of S&P 500...
Indian stock market has witnessed various confrontations during last two decades resulting into occu...
ACL-3International audienceThis paper focuses on the following question: has the global financial st...
We study the behaviour of volatility of the Indian stock market and the impact of the global financi...
This study models the volatility present in the inter day returns in the stock of the two major nati...
This paper investigates the impact of recent financial crisis on six major stock markets during the ...
Economists have defined financial crisis as a situation in which the supply of money is outpaced by ...
Abstract This study is conducted to check volatility spillovers from the US to Emerging seven stock...
The emerging markets are slowly opening up their respective financial markets to foreign investments...
This paper intends to study volatility and its spillover among South Asian Countries through use of ...
The study applies the dynamic conditional correlation (DCC) bivariate generalized autoregressive con...
The prime objective of this study is to analysis the global financial crisis on the stock returns of...
This study examines the impact of the global financial crisis on the stock markets returns of China,...
This study analyzes the impact of the outbreak of the Great Recession of 2007 on the behavior of the...
AbstractThis paper models time-varying volatility in one of the Indian main stock markets, namely, t...
The aim of this thesis is to analyse the volatility of 11 sectorial stock return data of S&P 500...
Indian stock market has witnessed various confrontations during last two decades resulting into occu...
ACL-3International audienceThis paper focuses on the following question: has the global financial st...
We study the behaviour of volatility of the Indian stock market and the impact of the global financi...
This study models the volatility present in the inter day returns in the stock of the two major nati...
This paper investigates the impact of recent financial crisis on six major stock markets during the ...
Economists have defined financial crisis as a situation in which the supply of money is outpaced by ...
Abstract This study is conducted to check volatility spillovers from the US to Emerging seven stock...
The emerging markets are slowly opening up their respective financial markets to foreign investments...
This paper intends to study volatility and its spillover among South Asian Countries through use of ...
The study applies the dynamic conditional correlation (DCC) bivariate generalized autoregressive con...