This paper investigates volatility spillovers in the stock market in Japan during the COVID-19
pandemic by using GARCH family models. The empirical analysis is focused on the …

The FTSE MIB stock index tracks the performance of 40 stock market equities listed on Borsa
Italiana and aims to mimic the main sector weights of the Italian stock market. The Borsa …

The major aim of this empirical study is to estimate the volatility time series returns for a
cluster of international stock markets, such as: Switzerland, Austria, China and Hong Kong …

This research paper investigates the behaviour of Russian stock market for the sample
period from January 2000 to April 2022. The econometric approach is based on the …

Background: The current study focuses on the research topics of" environmental security"
and" social resilience" upgrading recent advances in approaching the policy theories and …

This research paper aims to examine the impact of the COVID-19 pandemic on volatility
patterns and its global implication for the textile industry in China. The COVID-19 pandemic …

The main aim of this research paper is to investigate long-term causal linkages and volatility
patterns based on a comparative empirical study between the developed stock markets from …

This thesis comprises three essays on supervisory banking activities and financial stability.
The first essay, Chapter 1, develops a qualitative assessment methodology to evaluate …

In the stock market, volatility is a term used to describe the degree to which the prices of
assets oscillate and determines the level of risk or uncertainty. The foremost objective of the …

This study examines changes in volatility clusters and volatility patterns using GARCH class
models in the Netherlands stock market in the context of the COVID-19 pandemic and global …