Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis

The Influence of Structural Changes in Volatility on Shock Transmission and Volatility Spillover among Iranian Gold and Foreign Exchange Markets

Stock Return Volatility in Emerging Markets

This paper presents an empirical analysis of volatility and contagion across 19 emerging and developed stock markets in the 1990s. First, using an efficient estimate of unconditional stock return volatility we show that contemporaneous return and volatility correlation across stock markets have increased substantially in the 1990s. Second, using simple rolling regressions and goodness of fit me...

investigating the effects of volatility spillover between stock, gold, oil and exchange markets

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Return and Volatility Asymmetries in Global Stock Markets

This paper examines the hypothesis that both stock returns and volatility are asymmetrical functions of past information derived from domestic and US stock-market news. By employing a double-threshold regression GARCH model to investigate four major index-return series, we find significant evidence to sustain the asymmetrical hypothesis of stock returns. Specifically, evidence strongly supports...

cohesion and cohesive devices in a contrastive analysis between ge and esp texts

the present study was an attempt to conduct a contrastive analysis between general english (ge) and english for specific purposes (esp) texts in terms of cohesion and cohesive devices. to this end, thirty texts from different esp and ge textbooks were randomly selected. then they were analyzed manually to find the frequency of cohesive devices. cohesive devices include reference, substitution, ...