Return and volatility interdependences in up and down markets across developed and emerging countries

Article Type

Research Article

Publication Title

Research in International Business and Finance

Abstract

In this paper, we have used daily stock returns data from two developed and four emerging countries to analyse the behaviour of returns and volatility spillovers in two different stock market conditions called the up and down markets. To this end, we have proposed a VAR-TGARCH-M type model and incorporated the smooth transition behaviour to switch from one market condition to another. The results show that, in general, there is significant and asymmetric effect of returns and volatility of one market on another in up and down market conditions, but the sign of the effect varies over pairs of countries concerned and also of market conditions.

First Page

297

Last Page

311

DOI

10.1016/j.ribaf.2015.09.023

Publication Date

1-1-2016

Share

COinS