This study re-examines the return-volatility relationship and dynamics under a new VAR framework. By analyzing two model-free implied volatility indices - VIX (the U.S.) and VKOSPI (Korea) - and their corresponding stock market indices, we found an asymmetric volatility phenomenon in both...

The authors re-examine the return-volatility relationship and its dynamics under a new vector autoregression (VAR) identification framework. By analyzing two model-free impliedvolatility indices - the well-established VIX (in the United States) and the recently published VKOSPI (in Korea) - and...

Purpose: The purpose of this study is to explore the roles of tourists' perceived destination social responsibility (DSR) in predicting destination trust and relationship continuity by utilizing multidimensional versus unidimensional construct of DSR. Design/methodology/approach: This study...