The study examines the volatility linkages between India and Asian tiger cubs, i.e., the Philippines, Indonesia …, Malaysia, and Thailand. It aims to explore the spillover effects of volatility among these countries' stock markets to provide … the returns of Asian stock markets. Bidirectional and unidirectional relationships are observed between India and Asian …

volatility. It employs ARDL bounds tests, Granger causality tests and GARCH volatility modeling to analyse the effects of …

We propose to measure growth opportunities by firms' exposure to idiosyncratic volatility news. Theoretically, we show … that the value of a growth option increases in idiosyncratic volatility but its response to volatility of aggregate shocks … in idiosyncratic volatility carries significant information about firms' future investment and growth even after …

In this paper, we challenge the traditional assumption of a linear relationship between exchange rate volatility and … volatility positively and significantly influences economic growth when growth in government spending is below 6 percent. Above … this 6 percent threshold, volatility exerts an insignificant effect on economic growth. In light of the adoption of a free …

individual effects on economic growth and volatility using the power-ARCH framework with annual data since the 1890s. The results …