This study analyzes the volatility spillover effects in the US stock market (S&P500) and cryptocurrency market (BGCI) using intraday data during the COVID-19 pandemic. As the potential drivers of portfolio diversification, we measure the asymmetric volatility transmission on both markets. We...

The primary goal of satellite navigation system is to provide precise positioning, navigation and timing (PNT) information. World is going to envisage a vital multi constellation global navigation satellite system (GNSS) due to intense changes in satellite navigation technologies. Inception of...

The study examines the return and volatility spillover among Asian stock markets in India, Hong Kong, Japan, China, Jakarta, and Korea using a six-variable asymmetric generalized autoregressive conditional heteroscedasticity–Baba, Engle, Kraft, and Kroner (GARCH-BEKK) model during February 2,...

The study examines the impact of Global Financial Crisis of 2007 onwards on volatility behavior of Asian stock markets using GARCH and TARCH models. The study uses daily closing price data of stock arkets of India, China, Hong Kong, Malaysia, Japan, Indonesia and Korea. The results reveal that...

This study analyzes the volatility spillover effects in the US stock market (S&P500) and cryptocurrency market (BGCI) using intraday data during the COVID-19 pandemic. As the potential drivers of portfolio diversification, we measure the asymmetric volatility transmission on both markets. We...