Structural breaks and volatility spillover in South Asian economies
HR Iqbal, SK Saeed, SZ Ali Shah - SEISENSE Journal of …, 2020 - papers.ssrn.com
This study examines the relationship between volatility spillovers in the presence of
structural breaks with specific reference to South Asian Capital markets. Global financial …
structural breaks with specific reference to South Asian Capital markets. Global financial …
The Sources of Stock Market Volatility: A Study on the Colombo Stock Exchange
MIM Riyath, NJ Dewasiri, MAMM Siraju… - VUCA and Other …, 2024 - emerald.com
The Sources of Stock Market Volatility: A Study on the Colombo Stock Exchange | Emerald
Insight Books and journals Case studies Expert Briefings Open Access Publish with us …
Insight Books and journals Case studies Expert Briefings Open Access Publish with us …
Dynamics of volatility behaviour and transmission: evidences from BRICS countries
I Narula - Decision, 2016 - Springer
The present study investigates various aspects of volatility behaviour of BRIC/BRICS nations
in varying time regimes. The study has been divided into three regimes where the first …
in varying time regimes. The study has been divided into three regimes where the first …
[PDF][PDF] Impact of COVID-19 on price volitality of cryptocurrency
SY Khan, AA Khawaja, M Gheblehzadeh… - International Journal of …, 2021 - academia.edu
In this research the association between COVID-19 and the price volatility of cryptocurrency
has been studied. The talk about COVID-19 has been there since almost the start of 2020 …
has been studied. The talk about COVID-19 has been there since almost the start of 2020 …
Forecasting volatility in commodity market: Application of select GARCH models
S Siddiqui, T Siddiqui - Available at SSRN 2583573, 2015 - papers.ssrn.com
Commodity prices are volatile and volatility varies over time. Investing in commodities has
generated heavy returns and has become increasingly popular, in spite of the high risks …
generated heavy returns and has become increasingly popular, in spite of the high risks …
Stock market volatility and anomalies in India: A behavioural approach
TA Siddiqui, I Narula - Asia-Pacific Journal of Management …, 2016 - journals.sagepub.com
Purpose: The major objective of this research is to investigate the existence of volatility-
based anomalies in Indian stock market, which are the result of various behavioural biases …
based anomalies in Indian stock market, which are the result of various behavioural biases …