volatility on other economic fundamentals. …

volatility in the Gulf Cooperation Council (GCC) countries. It employs both the multivariate ordinary least square (OLS … suggest that the volatility of stock returns affected by changes in the risk factors could indicate non-prioritisation of risk …

), its volatility as well as the asymmetric effects, for the period of 12th May 2009 to 12th June, 2015. The empirical …-of-theweek effect is influenced by the choice of the volatility model applied. Similarly, the highest or lowest volatility market day …

In this paper, we examined the changes in volatility overflow among the exchange rate of the Japanese yen (JPY), the … and transportation equipment indices). The findings highlighted causality in variance (volatility spillover) among the … variables. We revealed that volatility could also spread indirectly among the variables (from one variable to another through a …

aggressiveness within the first 10 tiers, but that this pattern reverses in the outer layers of the book. In a high volatility …