Al-Rjoub, Samer A.M.; Abutabenjeh, Sawsan - In: International Journal of Monetary Economics and Finance 2 (2009) 2, pp. 144-165
from bank returns. Empirical results show that there is a significant positive relationship between total number of limit … hits and bank returns volatility when it is generated from GARCH model. The price limits policy in ASE does not have their …