volatility series are being tested for significant reactions to the Brexit event. The results indicate mixed results regarding … the abnormal cumulative return series, but the volatility series were found to be significantly affected by the mentioned …

and the influences of volatility. Using a sample of 46 stocks listed in the Stock Exchange of Thailand, in this paper, an … event study technique is developed considering idiosyncratic volatility to analyze the reactions of stock prices and market … volatility in Thailand during the period of the pandemic. The empirical results suggest that most securities in the Thai stock …

This paper examines whether macroeconomic instability can influence stock market volatility in a sample of 5 emerging … discordant from one country to another, but when a dynamic panel GMM is estimated, exchange rate volatility is found to be the …

Various macroeconomic announcements are known to influence asset price volatility. While contemplating the impact of a … underlying cash market, pushes futures prices lower and volatility higher. Conversely, a higher bid-to-cover ratio, which … employment data as having a significant volatility impact on Treasury futures, and highlight the importance of non farm payrolls …