The Southern Region has reported a large number of contagious pandemic outbreaks. These epidemics brought threats to human health and resulted in serious economic losses. COVID-19 is global virus weakened the financial markets with significant effect on stock returns market volatilities. study obtained dataset about structure South Asian Association for Regional Cooperation (SAARC) Countries. p...

The purpose of this research is to model the volatility Stock Indices in Indonesian capital market. This focuses on two stock indices namely SRI-KEHATI and LQ45. SRI_KEHATI a index that consists companies whose operations are sustainable environmentally friendly. also known as “green index” due its environment sustainability concern. novelty fills gap literature which not much regarding gre...

This paper investigates the dynamic tail dependence risk between BRICS economies and world energy market, in context of COVID-19 financial crisis 2020, order to determine optimal investment decisions based on metrics. For this purpose, we employ a combination novel statistical techniques, including Vector Autoregressive (VAR), Markov-switching GJR-GARCH, vine copula methods. Using data set cons...

We reveal the macroeconomic determinants of dynamic correlations between three global asset markets: equities, real estate, and commodities. Conditional equicorrelations, computed by GJR-GARCH-DECO model, are explained macro-financial proxies economic policy financial uncertainty, credit conditions, activity, business consumer confidence, geopolitical risk. Our results suggest that elevated cro...

Pressure overload is a common pathological insult to the heart and the resulting hypertrophy is an independent risk factor for sudden cardiac death. Gap junction remodeling (GJR) has been described in hypertrophied hearts; however, a detailed understanding of the remodeling process and its effects on impulse propagation is lacking. Moreover, there has been little progress developing therapeutic...

The analysis and prediction of systemic financial risks in the US during COVID-19 pandemic is great significance to stability markets even world. This paper aims predict risk before by using copula–GJR–GARCH models with component expected shortfall (CES), also identify systemically important institutions (SIFIs) for two comparative periods. empirical results show that overall increased after ou...

this paper investigates the asymmetry in volatility of returns for the iranian stock market using the daily closing values of the tehran exchange price index (tepix) covering the period from march 25, 2001 to july 25, 2012, with a total of 2743 observations. to this end, two sets of tests have been employed: the first set is based on the residuals derived from a symmetric garch (1,1) model. the...