This research seeks to determine whether the cross-country differences in return and volatility metrics in various … cross-group difference in daily and monthly returns. There is evidence of a considerable difference in volatility metrics …

In this paper, we analyse historical stock market volatility and co-movement behaviour of three emerging markets and … exhibits higher stock market volatility during the study period and these volatilities increases during the global financial …, we do not find any evidence of a statistically significant correlation coefficient between the volatility measures and …