We conduct empirical analyses to model the volatility of stock market in Malaysia. The
GARCH type models (symmetric and asymmetric GARCH) are used to model the volatility of …

The purpose of this paper is to examine the relationship between stock price volatility and
few macroeconomic variables such as inflation, exchange rate, GDP and interest rate …

The present paper examines the relative out-of-sample predictive ability of GARCH, GARCH-
M, EGARCH, TGARCH and PGARCH models for ten Asian markets by using three different …

Purpose: There has been a significant increase in the demand for ESG (environmental,
social, and governance) investment by investors in recent years. Investors are recognizing …

Market properties and shares are important in the field of finance in order to measure the
economic growth of a country. These market properties are volatile time series as they have …

The purpose of this study is to identify the behavior of returns and volatility with the attributes
of non-linearities and asymmetric patterns in the returns series of KSE and modeling of …

Recently, the stock market volatility has created a surge among the researchers to focus
their attention towards studying the sensitivity of stock market returns. In this study, the …

░ ABSTRACT: The main objective of this research is to detect the impact of COVID-19 on
return volatility of Boursa Kuwait main indexes using EGARCH and TGARCH models on the …

Purpose: The aim of this study is to explore the dynamic linkage between conditional stock
market volatility and macroeconomic uncertainty of Bangladesh. Research design, data, and …

The aim of the study is to examine the relationship between stock market returns and key
macroeconomic variables in the UK. The method of Ordinary Least Square has been …