Gajurel, Dinesh; Chawla, Akhila - In: Journal of Risk and Financial Management 15 (2022) 10, pp. 1-18
This is the first comprehensive study to investigate the dynamics of international information spillovers, regional linkages and fundamental forces driving return volatility in the SAARC (South Asian Association for Regional Cooperation) member nation equity markets. We propose a multi-factor...