there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …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 …

This study aims to examine the relevance of foreign ownership to stock return volatility in the Vietnam stock market … regressions with fixed effects, we find that foreign ownership decreases the volatility of stock returns. However, the stabilizing … impact of foreign ownership on stock return volatility becomes weaker in large firms since the coeffcient of the interaction …

In the class of univariate conditional volatility models, the three most popular are the generalized autoregressive … by McAleer and Hafner (2014) to obtain EGARCH. These models can be used to capture asymmetry, which denotes the different … effects on conditional volatility of positive and negative effects of equal magnitude, and possibly also leverage, which is …