September 2026
Original scientific article
A GARCH MODEL ANALYSIS OF MACROECONOMIC VOLATILITY AND STOCK MARKET PERFORMANCE IN ASIAN COUNTRIES
Volatility is one of the most important factors in investment decision-making and financial risk management, and the role of volatility modelling in comprehending market dynamics is crucial. In this study, the volatility behaviour of six major stock markets in Asia—India, China, Japan, South Korea, Singapore and Hong Kong—has been explo...
By B. Tamil Selvan, K.T. Vijay Karthigeyan, Diksha Halder, J. Anand, K. Santhi, D. Sridevi