... . Volatility indices BEKK-GARCH Emerging markets Volatility transmission Developed markets C58 G11 G15 Conversely, during periods of market stability, a consistent pattern of volatility contagion is evident across markets. This alignment suggests that investor sentiment regarding near-term...

... anomalies Currency market Market efficiency C58 F31 G14 G15 A fundamental and continuing question in economics and finance concerns the predictability of financial asset prices. The Efficient Markets Hypothesis (EMH) argues that because new information appears randomly and is rapidly...

... Emerald Publishing Limited Licensed re-use rights only Wavelet coherence Diversification benefits Islamic equities Multivariate-GARCH Islamic finance C22 C58 E44 G15 The conventional-based investors are typically involved in various sectors such as interest-based finance...