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Research article

First published 2022-3

GDP volatility implication of tourism volatility in South Africa: A time-varying approach

Chien-Chiang Lee, Godwin O Olasehinde-Williams, Ifedolapo Olabisi Olanipekun

Tourism Economics

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Research article

First published 2011-7

Measurement of Time Varying Volatility of Indian Stock Market through GARCH Model

Kiran Mehta, Renuka Sharma

Asia-Pacific Journal of Management Research and Innovation

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Research article

First published 2018-8

The Impact of Market-wide Volatility on Time-varying Risk: Evidence from Qatar Stock Exchange

Hisham Al Refai, Gazi Mainul Hassan

Journal of Emerging Market Finance

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Research article

First published 2004-10

Time Varying Volatility in the Indian Stock Market

Harvinder Kaur

Vikalpa: The Journal for Decision Makers

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Research article

First published 2023-7

Time-Varying Relationship and Volatility Spillovers Among Oil,Gold,Forex and Stock Markets in Indian Context: The Juxtaposition of Global Economic Crisis and COVID-19 Pandemic

I. Sahadudheen, P. K. Santhosh Kumar

The Indian Economic Journal

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Research article

First published 2024-2

A time-varying GARCH mixed-effects model for isolating high- and low- frequency volatility and co-volatility

Zeynab Aghabazaz, Iraj Kazemi, Alireza Nematollahi

Statistical Modelling

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Research article

First published 2014-12

Regime-Switching Behaviour in the Conditional Volatility of MENA Stock Market Returns

Slah Bahloul, Fathi Abid

Journal of Emerging Market Finance

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Research article

First published 2014-3

Correlations,Return and Volatility Spillovers in Indian Exchange Rates

Dilip Kumar

Global Business Review

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Research article

First published 2014-2

A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix

Yu-Cheng Ku, Peter Bloomfield, Sujit K. Ghosh

Statistical Modelling

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Research article

First published 2015-8

Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model

Goodness C. Aye, Rangan Gupta, Mampho P. Modise

Journal of Emerging Market Finance

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