This title was first published in 2000: An investigation of the issue of financial markets interdependence or integration through the application of recently de

This paper focuses on the explanatory power of world influences, regional effects and political risk indices on the equity market returns for a selection of Asi

This preliminary study employs VECH-Multivariate Generalized Conditional Heteroskedasticity (MGARCH) model to test the cluster volatility of asset returns trans

Understanding how markets are connected and shocks are transmitted is an important issue for policymakers and market participants. In this paper, we examine the