arising from the global financial volatility within the framework of global liquidity. The distinctive feature of this study …This study provides a general view for the propagation arising from global liquidity and examines some of the recent … that this is one of the pioneering studies for the partial effects of thresholds among the volatility of EMBIG returns …

, we consider 10 sector indices. Semi parametric and parametric long memory model results suggest that the volatility of …

volatility of interest rates play a crucial role in pricing financial instruments. In this empirical study, we try to investigate … interest rate process. We find that the volatility of the interest rate is not affected by policy change. However, the level of …

English Abstract: This paper aims to determine the relationship between stock returns and volatility of liquidity in … volatility of liquidity. Results also show that while stock size and Amihud illiquidity criteria sort the stocks in the same way … Turkish Stock Market. It is also investigated whether various liquidity measures sort the stocks in the same way according to …

model for gold market index volatility is EGARCH (1,1). There is no leverage effect in this model, but positive shocks are … the result of more volatility than negative shocks …