Kishor, Nawal; Singh, Raman Preet - In: Transnational Corporations Review 6 (2014) 4, pp. 406-418
The present study examines the stock return volatility relationship of emerging economies from 2007 to 2013 which also includes the financial crisis of 2008 and its impact on emerging economies of the world. For the methodology, GARCH model is used to examine the impact of news coming from US...