. We find complex intra-group return and volatility connectedness among ASEAN-4 markets and moderate inter-group return and … volatility connectedness between ASEAN-4 and regional and global markets at different time horizons. …

targets on public companies' stock price returns and volatility. We find no evidence that committing or setting a target … yields higher returns but contributes to a reduction in price volatility, albeit the impact is short-lived. In view of these …

Financial Reynolds number (Re) has been proven to have the capacity to predict volatility, herd behaviour and nascent … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … nature, as far as volatility, herd behaviour and nascent bubble are concerned. …

, representing the intense bearish cryptocurrency market. Empirical outcomes reveal that volatility among digital currencies is not …

significant increase in the exchange rate and its volatility in recent years. Hence, the empirical examination of the volatility … how the exchange rate volatility affects Turkey's exports to its major partners namely, Belgium, France, Germany, Italy …, Netherlands, Russia, Spain, the UK, and the USA for the period of 2002:01-2019:12. Considering the existence of an asymmetric …

, stock market volatility, and geopolitical risks. In particular, our aim is to determine whether these forms of uncertainty … play the same role in developed and developing countries. With this purpose, we take Spain and Brazil as representative … and developed countries. First, in Spain, there is a high perception of uncertainty in economic policy and stock market …