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 …

We investigate return spillover effects and depict a connectedness network among US and
Asian stock markets, comparing the spillovers during three crisis sub-periods and the entire …

This study investigates whether there are significant differences in investment returns
between emerging markets and industrialized markets in terms of stochastic seasonality …

In this paper, we introduce a new conditional volatility model (AEGAS-M) to analyze the
impact of COVID-19 on US stock markets volatility and especially on risk premium of Dow …

The main aim of this research paper is to estimate volatility patterns using GARCH models
based on a case study on Swedish stock market. The selected time period covers the long …

The main aim of this research article is to investigate the volatility patterns for a cluster of
stock markets including Austria, France, Germany and Spain by using GARCH models. All …

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 …

REZUMAT Anvestigating the effects of Information and Communication Technology (ICT) on
capital market uncertainty by considering its impact on the textile industry: a case study for …

The recent global pandemic impacted stock markets worldwide, including developed and
emerging markets. This paper investigates changes in volatility from a sample of daily …

The interdependence of stock markets provides important discernment into the behavior of
the larger international financial markets. This study investigates magnitude and directional …