Investigating the leverage effect and volatility in the bric countries' equity markets after the US financial crisis
The BRIC universe, which includes Brazil, Russia, India, and China, represents one of the
most promising emerging market equity composites. This study examines the existence of a …
most promising emerging market equity composites. This study examines the existence of a …
[PDF][PDF] Volatility, Spillover, and Herding of the Middle East North African (MENA) region
R Mahfouz - 2021 - uwe-repository.worktribe.com
The first aim of this thesis is to examine the market behaviour of the Middle East North
African (MENA) region. This aim is fulfilled by examining the volatility of eight selected …
African (MENA) region. This aim is fulfilled by examining the volatility of eight selected …
STOCK MARKET VOLATILITY AND MEAN REVERSION OF BRICS BEFORE AND AFTER CRISIS
R PRABHAKAR - ceeol.com
In this study, we examine the volatility behavior and mean-reverting phenomenon in BRICS
stock markets under the GARCH framework. This paper considers the daily indices of …
stock markets under the GARCH framework. This paper considers the daily indices of …
[PDF][PDF] Comparing the Performance and Volatility of Returns in NIFTY 50 and Shcomp index
P Tyagi - OJAS, 2019 - jsb.jaipuria.edu.in
The growth in Indian and Chinese economies has been attributed to major reforms in the
modus operandi of the capital market of the two economies. The stock market performance …
modus operandi of the capital market of the two economies. The stock market performance …
Comparing the Volatility of Returns in Indian and Chinese Information Technology Sector
P Tyagi - IITM Journal of Management and IT, 2018 - indianjournals.com
The growth in Indian and Chinese economies has been attributed to major reforms in the
modus operandi of the capital market of the two economies. The stock market performance …
modus operandi of the capital market of the two economies. The stock market performance …