...Tarun K. Soni; Vikas Pandey; Priti Aggarwal Purpose The paper analyzes the volatility transmission within the cotton markets by utilizing commodity futures prices from the USA, China and India, encompassing important global events that have significantly influenced the global cotton markets, like...

... in forecasting the volatility of top five major emerging countries among E7, that is, China, India, Indonesia, Brazil and Mexico. Design/methodology/approach The volatility of financial markets of five major emerging countries has been empirically investigated for a period of two decades from January 2000...

... 2020 Emerald Publishing Limited Licensed re-use rights only Information spillover Volatility Wavelet Emerging markets Index futures C58 F3 G15 G23 Interactions among the global markets have made the study of structural linkages, in terms of returns and volatility...

...Razali Haron; Salami Mansurat Ayojimi Purpose The purpose of this paper is to examine the effect of GST announcements (pre and post) on Malaysian stock market index. This study also utilised intraday data to look into intraday market volatility post-GST announcement. Design/methodology/approach...

...Monica Singhania; Jugal Anchalia Purpose – Asian markets have shown immediate response to the financial crisis in the past and stock returns were affected critically. An attempt is made to study the volatility of stock returns in this paper. The authors studied the impact of global crisis...