volatility of Borsa Istanbul 100 Index (BIST-100). Sample data cover the period from January 2008 to December 2017. The main … nonlinear volatility models (symmetric and asymmetric Generalized AutoRegressive Conditional Heteroskedasticity [GARCH …]-type models) were used to model and estimate BIST-100 volatility in response to political news. The findings of the paper …

, stock market volatility, and geopolitical risks. In particular, our aim is to determine whether these forms of uncertainty … volatility, which impact negatively in share prices, both in the short and long term. Regarding Brazil, the global uncertainty in …

study demonstrates that idiosyncratic volatility and stock returns relation is quantile dependent. The relation between … idiosyncratic volatility and stock returns is parabolic. The high idiosyncratic risk is associated with high (low) excess returns at … idiosyncratic volatility and the stock returns relation in the literature …

volatility of common stocks at the market, industry and firm levels. We find market volatility, on average, is the highest while … firm volatility tends to lead to market and industry volatility series. None long-term trend time series behaviour exists … for all three volatility series and firm volatility is best described by an autoregressive process with regime shifts …

find that an increase in the EPU index negatively affects the S&P500 returns and raises its implied volatility. However …