Digital Repository

Browsing Commerce and Management by Subject "GARCH"

Browsing Commerce and Management by Subject "GARCH"

Sort by: Order: Results:

  • Equity Market Volatility Behavior in Sri Lankan Context 
    Morawakage, P.S.; Weerasinghe, W.D.J.D. (Faculty of Commerce and Management Studies, University of Kelaniya, 2015)
    Colombo Stock Exchange (CSE) in Sri Lanka is at its first level of emerging markets. Volatility of emerging markets are considered to be high and characterized by complex features. Therefore, this study focusses on examining ...
  • Equity Market Volatility Behavior in Sri Lankan Context 
    Morawakage, P.S.; Nimal, P.D. (University of Kelaniya, 2015)
    Colombo Stock Exchange (CSE) in Sri Lanka is at its first level of emerging markets. Volatility of emerging markets are considered to be high and characterized by complex features. Therefore, this study focusses on examining ...
  • Impact of Exchange Rate Volatility on Sri Lanka’s Trade Growth 
    AL Soos, M.Y.M.; Madurapperuma, M.W. (Faculty of Commerce and Management Studies, University of Kelaniya, Sri Lanka, 2016)
    The exchange rate regime and foreign policy is an important measure of the macroeconomic management in endeavoring for economic development through improving the performance of export of the country. Many scholars pay their ...
  • Volatility Modeling and its Impact on Risk premium in Emerging markets 
    Morawakage, P.S. (2015)
    This study examines different volatility models to capture the stock market volatility in two emerging markets Indonesia and Sri Lanka. Further the relationship between volatility and risk premium in both markets are ...

Search Digital Repository


Browse

My Account