volatility inherent in the Gulf Cooperation Council (GCC) Islamic stock markets by employing the novel Quantile Vector Auto … Regression (QVAR) with "Extended Joint" and "Frequency" domain connectedness technique. Overall findings indicated a U …

evolving Indian derivatives market. Originality/value The Vector Autoregression (VAR) and Threshold Vector Autoregression … Regression (TVAR) models are deployed to disentangle the interrelationships between NIFTY 50 Index futures mispricing and related …

achieve this, we constructed a Financial Soundness Index to evaluate financial stability conditions. A Panel Vector Auto … Regression Model was employed using annual bank-level data from 2001-2020 for 37 banks, to examine the effect of bank capital on …

achieve this, we constructed a Financial Soundness Index to evaluate financial stability conditions. A Panel Vector Auto … Regression Model was employed using annual bank-level data from 2001-2020 for 37 banks, to examine the effect of bank capital on …

comprises of Granger Causality Test, Vector Auto Regression (VAR) model, and GARCH BEKK model. Asian stock markets were worst …