components: political risk and economic policy risk. We uncover the surprisingly low correlation between the two variables, and … utmost relevance of political risk, which explains and predicts returns driven by both short-term and long-run correlations …

volatility of Nikkei 225 stocks. We conclude that there is a positive relationship between economic policy uncertainty and … idiosyncratic volatility. Employing additional uncertainty measures such as monetary, fiscal, trade, and exchange rate policy, we … find similar positive relationships between these policy uncertainty measures and idiosyncratic volatility except for …

We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …'s volatility significantly and the volatility is found to be persistent. The analysis also shows that during the pre-COVID period …