No. 35-1, November 2017
Index
- A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index
- Editorial Board
- Oil price shocks and volatility spillovers in the Nigerian sovereign bond market
- Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data
- Tracing dynamic linkages and spillover effect between Pakistani and leading foreign stock markets
- Trend in aggregate idiosyncratic volatility
- Volatility measures as predictors of extreme returns