developed economies (the United States, the United Kingdom, and Japan) to selected emerging markets (China, India, Thailand …

(Poland), BSE (India), SSE Composite (China) and BUX (Hungary) from January 2000 to June 2018. The econometric framework … markets in Hungary, USA, Germany, India and Canada exhibit high positive volatility after global financial crisis. …

and investors in emerging economies such as India. Overall, this study provides valuable insights into the nature and …

This study aims to investigate the dynamic conditional correlation and volatility spillover between the conventional …) approaches to investigate dynamic conditional correlation and volatility spillover between conventional and Islamic stock markets … for a specific time horizon and present time-varying volatility and dynamic conditional correlation, while volatility …

Stock-bond correlation is considered an important input for multi-asset portfolio construction. While there has been … much research on US stockbond correlation, less work has focused on stock-bond correlations in other countries, their … stock-bond correlations have, by and large, been negative, matching the US experience. Negative stock-bond correlation …

, India, Indonesia, Korea, Malaysia, Philippines, Taiwan and Thailand) and two developed markets (i.e. USA and Japan). This … study employs the statistical application of descriptive statistics, unit root test, correlation and pairwise granger … also suggested that India's stock market is largely protected from global events i.e., 2007-2008. The sample stock markets …