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 …'s volatility significantly and the volatility is found to be persistent. The analysis also shows that during the pre-COVID period …

This research examines the correlations between the return volatility of cryptocurrencies, global stock market indices …, and the spillover effects of the COVID-19 pandemic. For this purpose, we employed a two-stage multivariate volatility … exponential GARCH (EGARCH) model with an integrated dynamic conditional correlation (DCC) approach to measure the impact on the …

in Vietnam has a negative impact on stock returns of listed companies in the market. The impacts were more severe for the …

This paper aims to examine the relation between idiosyncratic volatility (IVOL) and stock returns with full-sample and … conditional alpha sub-samples in Vietnam stock market covering the period from January 2008 to December 2018. We test the IVOL …