for each country, and investigates the spillover effects on the country-level stock market idiosyncratic volatility across … on the country-level stock market idiosyncratic volatility. We find that that the effect of developed … idiosyncratic volatility continues when we utilize various economic, financial, and political risk factors as controls, as well as …

Purpose: This paper examines the associative and causal relationship between changes in the implied volatility index … (VIX) and stock market returns, with data from 15 countries representing both developed and emerging economies.1 We also …. Design/Methodology/Approach: We use daily time series data between January 2013 to July 2019, on VIX and stock index from …