volatility in developed G7 and emerging BRICS markets. Broad market index data and GARCH models over the period 2003 … growing importance of emerging markets, the literature on the nature of volatility in global markets is typified by …:01–2020:08 were employed. The study found evidence of volatility persistence, asymmetry, mean reversion and weak evidence of a risk …

analysis indicates a significant level of volatility spillover between the Indian stock market and the international stock …