This article empirically investigates the exposure of country-level conditional stock return volatilities to conditional global stock return volatility. It provides evidence that conditional stock market return volatilities have a contemporaneous association with global return volatilities....

Purpose – Using a very large sample of psychometrically derived risk profiles of adult Australians, the paper aims to explore the linkage between financial risk tolerance and gender. Design/methodology/approach – The key proxy of risk tolerance score (RTS) derives from a 25 question survey...

A recent addition to the ARCH family of econometric models was introduced by Ding and co-workers wherein the power term by which the data is transformed was estimated within the model rather than being imposed by the researcher. This paper considers the ability of the Power GARCH class of models...

We explore the nonlinear linkage between financial risk tolerance and demographic characteristics. Our tests support the nonlinear role of age, income and number of dependents.

Purpose – Using a very large sample of psychometrically derived risk profiles of adult Australians, the paper aims to explore the linkage between financial risk tolerance and gender. Design/methodology/approach – The key proxy of risk tolerance score (RTS) derives from a 25 question survey...