findings support the arguments of risk return tradeoff, volatility feedback and statistical balance. It is reasoned that the …

We examine time-varying correlations among stock market returns, implied volatility and policy uncertainty. Our …

the role of gold as safe haven typically focus on returns, we also investigate the relationship between gold volatility … and stock returns. In particular, we are interested in the behaviour of gold volatility on days with negative shocks in … the equity market. The conditional volatility of gold is of direct relevance for an assessment of the effectiveness of the …

. A state-dependent volatility spillover GARCH hedging strategy is developed to capture the regime switching global equity … volatility spillover effect. Empirical results show that the NFNE futures exhibit superior effectiveness as an instrument for … (Morgan Stanley Capital International) world index futures further improves the hedging effectiveness compared with the …

existing research consists of estimating the aforementioned relationship between return, volatility and the search volume …

series from 21 international market indices, the findings support the predictions of the risk premium, volatility feedback … and statistical balance. However, little support is found for the short-memory-volatility-component risk premium. It is …

shipping sectors on the world market portfolio excess return, volatility index, and changes in the oil price, exchange rate … and are found to be significant for the volatility index, world market portfolio return, exchange rate, and changes in …

fraction of housing market volatility is local. And the local volatilities mostly are due to time-variations of idiosyncratic …