as the prevalence of excess volatility and the relation between financial markets and the macro-economy. The final two …

This paper investigates the volatility and correlations of stock returns of some crisis-hit countries such as, US … following two issues: Firstly, to measure the extent of volatility of the stock indices under study and also the correlation of …

leverage in affecting the returns and the firm‘s share price volatility in relation to an Islamic finance perspective (IFP … theory, that a portfolio with a higher capital structure has higher volatility and lower returns compared to a portfolio with … return and volatility in portfolios with high and low capital structure. To ensure the robustness of results, the business …

Malaysian IFSIs are investigated to gain insights into their performance in terms of volatility and correlations with the market … this volatility into their contributions from the point of view of different time scales. The findings are that IFSIs are … much more volatile than their competitors with seemingly independent spikes in volatility unique to themselves but are low …

As far as the author’s knowledge, the paper is the first attempt dedicated to understanding the risk and volatility of …-frequency domain. Using wavelet coherence, we have gained valuable insights into the volatility and continuous dynamics of cross …

management. The risk is often estimated by a substitution of a good estimator of the volatility matrix. However, the accuracy of … estimates of the volatility matrix: sample covariance, approximate factor model with known factors, and unknown factors (POET …

This paper investigates the volatility size effects for firm performance in the Taiwan tourism industry, especially the … univariate GARCH models are used to estimate the volatility in the stock indexes for large and small firms in Taiwan. Daily data … Chinese tourists to Taiwan. The empirical findings confirm that there have been important changes in the volatility size …