. (2012). The results show that the GARCH (1,1) model provides the best fit for Brazil's exchange rate variations while the …The purpose of this paper is to model variations of Brazil's exchange rates and global shocks in order to establish if … global oil prices and international interest rates (global shocks) have any impact on exchange rate variations in Brazil …

dynamics of oil price volatility by examining interactions between oil market and exchange rate in selected MENA countries …) to examine the presence of volatility spillover between oil prices and exchange rates return series. The econometric … rates, and ii) there is significant evidence of volatility spillovers from oil markets to exchange rate markets in the …

nonlinear volatility models (symmetric and asymmetric Generalized AutoRegressive Conditional Heteroskedasticity [GARCH … volatility of Borsa Istanbul 100 Index (BIST-100). Sample data cover the period from January 2008 to December 2017. The main …]-type models) were used to model and estimate BIST-100 volatility in response to political news. The findings of the paper …

), its volatility as well as the asymmetric effects, for the period of 12th May 2009 to 12th June, 2015. The empirical … results of GARCH-t(1,1), EGARCH-t(1,1), GJR-GARCH-t(1,1), IGARCH and the OLS methodology shows that the detection of the day …-of-theweek effect is influenced by the choice of the volatility model applied. Similarly, the highest or lowest volatility market day …