This paper explores the influence of the risk–return relationship and volatility spillover on
stock market returns of emerging economies, with a particular focus on the BRICS countries …

Purpose This paper aims to investigate the risk-return and volatility spillover within the
Tunisian stock market during the COVID-19 pandemic analyzing both the Islamic and …

Background: The financial sector within the locally listed equity market is an important
component of the economy. Understanding the inherent risks of this sector is vital from a …

The purpose of this paper is to establish the nature of risk-return trade-off in selected Africa
stock markets. Specifically, the paper evaluates stock markets in Côte d'Ivoire (BRVM) …

Numerous variants of the basic Generalized Autoregressive Conditional Heteroscedasticity
(GARCH) models have been proposed to provide good volatility estimating and forecasting …

This study assessed the volatility and the Value at Risk (VaR) of daily returns of Bitcoins by
conducting a comparative study in the forecast performance of symmetric and asymmetric …

This study investigated the impact of volatility shock persistence on the conditional variance
in the Nigerian stock returns using symmetric and asymmetric higher order GARCH family …

This paper investigates the relationship between time varying risk-return, volatility and
leverage impact in Dhaka Stock Exchange (DSE) by using EGARCH (1, 1)-M model. The …

This study empirically explores the volatility pattern of NSE listed banking and finance
companies based on time series dataset taking into consideration of daily closing adjusted …

The aim of present study is to assess the nature of volatility, relationship between return and
volatility, impact of selected macroeconomic variables on volatility, identification of suitable …