Spulbăr, Cristi; Trivedi, Jatin; Birau, Ramona - In: Journal of business economics and management 21 (2020) 6, pp. 1561-1592
market movements, the reaction to positive and negative news, among selected financial markets. The sample stock markets are … emerging stock markets capture the volatility patterns of developed stock markets located in the same region. The empirical … models revealed that all selected financial markets are highly volatile, including the presence of leverage effect. The stock …