countries are also done. An attempt is made here to study specifically the impact of crude oil price volatility on stock prices …

This study examines the determinants of time-varying return volatility of Africa's equity markets using monthly indices … of eight top African stock markets. The conditional variance is modelled as a proxy for Africa's volatility indices using … volatility, the least squares dummy variable bias correction (LSDVC) model is employed. The study finds that volatility of …

This study examines the determinants of time-varying return volatility of Africa's equity markets using monthly indices … of eight top African stock markets. The conditional variance is modelled as a proxy for Africa's volatility indices using … volatility, the least squares dummy variable bias correction (LSDVC) model is employed. The study finds that volatility of …

These are the presentation slides for the working paper. We test how market overvaluation affects corporate innovation …

account for asymmetries of return and volatility spillover effects from the US equity market into Canada and Mexico. Unlike … previous research, we model the conditional volatility of the returns in each of the three markets using the asymmetric power … model of Ding, Granger and Engle (1993). The empirical results indicate that volatility spillover effects, but not mean …

subprime crisis. In addition, there is evidence of mean and volatility contagion in MENA stock markets caused by the US stock …

This study is based on examining the relationship between stock exchange market volatility and macroeconomic variables … volatility with respect to Pakistan. To measure this time series relationship for Pakistan Exponential Generalized Autoregressive … relationship of CPI and FDI with stock market; however ER and TBR are inversely related to sock market volatility. On the other …