B. T. Selvan

A GARCH MODEL ANALYSIS OF MACROECONOMIC VOLATILITY AND STOCK MARKET PERFORMANCE IN ASIAN COUNTRIES

Volatility is one of the most important factors in investment decision-making and financial risk management, and the role of volatility modelling in comprehending market dynamics is crucial. In this study, the volatility behaviour of six major stock markets in Asia—India, China, Japan, South Korea, Singapore and Hong K...