We compared forecasts of stock market volatility based on real-time and revised …

volatility. Our methodology shows the efficacy of stabilization policies, initiated notably by the Federal Reserve, in dampening …

This study investigated how stock market volatility responded dynamically to unexpected changes during the COVID-19 … pandemic and the resulting uncertainty in Thailand. Using a multivariate GARCH-BEKK model, the conditional volatility dynamics …, the interlinkages, and the conditional correlations between stock market volatility and the increasing rate of COVID-19 …

of stock market volatility. Among the various macro variables in our dataset the term spread, housing starts, corporate … profits, and the unemployment rate have the highest predictive ability for long-term stock market volatility. While the term … spread and housing starts are leading variables with respect to stock market volatility, for industrial production and the …

volatility. Among the various macro variables in our dataset the term spread, housing starts, corporate profits and the … unemployment rate have the highest predictive ability for stock market volatility . While the term spread and housing starts are … leading variables with respect to stock market volatility, for corporate profits and the unemployment rate expectations data …

impact of macroeconomic uncertainty on stock market volatility in Sri Lankan stock market. Interest rate, inflation, money … the stock market, returns and volatility. The sample includes monthly stock market index and macroeconomics data from 1998 …), Sri Lanka. Further, the results of the EGARCH model evidence the presence of asymmetric volatility in the monthly stock …

macroeconomic fundamentals emanating from Germany and the U.S. We examine the reaction of intraday returns and volatility of the CAC … immediate response in returns and volatility of the German and the French stock market sampled at a five-minute frequency. The …