Global Journal of Economics and Business

Related Articles ( volatility )

Modelling Volatility of the Market Returns of Jordanian Banks: Empirical Evidence Using GARCH framework

Hamed Ahmad Almahadin , Gulcay Tuna

This paper investigates the intrinsic nature of volatility in three of the core indices and the Jordanian traditional banks individually that are traded in Amman stock exchange (ASE). Daily stock market returns are used during the period beginning on 3rd January 2010 until 31st December 2015. For this ...

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Studying the impact of positive and negative shocks on the stock return volatility in Boursa Kuwait and Dubai financial market using GARCH family models

Shady I. Y. Al-Telbany , Tariq Abdul Aziz Al-Doub

This research aims to study the impact of positive and negative shocks on stock return volatility in Boursa Kuwait and Dubai Financial Market, during the period from January 2, 2019 to August 20, 2020. Methodology: comparison between symmetric and asymmetric GARCH models based on various criteria. Results: ...

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