Global Journal of Economics and Business

Related Articles ( Asset pricing )

Investigating Stochastic Volatility during Periods of Financial Distress: Evidence from International Financial Markets

Samuel Tabot Enow

Capturing the dynamic properties of financial market volatility has always been very auspicious in asset pricing. The mean reverting properties of financial markets are of paramount importance for investment decision makers with far reaching implications. The purpose of this study was to investigate ...

Full Article

Please Wait ...