This paper analyses how systematic risk emanating from the macroeconomy is transmitted
into stock market volatility using augmented autoregressive Generalised Autoregressive …

This study examines the impact of the interactions between fiscal and monetary policies on
stock market behaviour (ASI) and the impact of the volatility of these interactions on the …

ABSTRACT A stock market, which is established well and huge capital is trading over here,
is providing a number of opportunities of saving and investing to its investors. The main …

We examine the relationship between return and volatility of the stock markets and
macroeconomic fundamentals for the G-7 countries by using monthly data ranging from July …

The present paper empirically examines the theoretical linkage between stock market
volatility and macroeconomic volatility in emerging Indian stock market covering the data …

Department of Economics, University of Abuja, Nigeria Email: adeniji. sesan@ yahoo. com
Tel:+ 2348073730454 Abstract: This study was an inquiry into the link between stock market …

This paper studies the nexus between asset returns volatility in six major segments of Indian
financial markets (viz. money, equity, gsec, forex, equity and banking stocks) and macro …

This study aims to estimate the impact of crude oil price on the DSEX broad index of the
Dhaka stock exchange using the Vector Error Correction Model (VECM) for the study period …

We examine the nonlinear dependence structure and causal nexus between business
cycles, stock market returns and asset return volatility for the US economy. We implement …

This paper analyses how systematic risk emanating from the macroeconomy is transmit%
ted into stock market volatility using augmented autoregressive GARCH (AR% GARCH) and …