Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Return volatility transmission among Asian stock exchanges: Evidence from a heterogeneous market outlook Subject The topic of the resource : Stock exchange; Asian stock exchange; VAR; volatility Spill-over Description An account of the resource . This pragmatic research strives to reveal the return volatility transmission throughout Asian stock exchanges, by employing variance decomposition technique of Vector autoregressive (VAR) based framework. Additionally, the current examination exerts a Granger causality approach to detect short-term cause and effect among the stock exchanges. The consequence of volatility spill-over exhibits the dominancy of Indian, Chinese and Japanese exchanges in terms of net volatility transmitter. Further, it is found that Korean, Thai, and Malaysian stock exchanges seem to be net receiver of volatility in Asia. Additionally, the outcome of current investigation reveals neutrality of Bangladeshi and Pakistani stock exchange, as the returns volatility of these stock exchange are not influenced by any other Asian stock exchanges. Furthermore, the result of Granger causality analysis signifies the existence of unidirectional causality among the Asian stock exchanges. In terms of policy implication, it is imperative for investors and policymakers to closely monitor the behaviour of the Japanese stock exchange, as it plays a significant role as a net transmitter of volatility to other stock exchanges in Asia. By keeping a vigilant eye on the Japanese stock exchange, investors can better assess and manage potential risks and opportunities in the region. 2023 IOS Press. All rights reserved. Creator An entity primarily responsible for making the resource Mishra A.; Sakuja V. Source A related resource from which the described resource is derived Risk and Decision Analysis, Vol-9, No. 45749, pp. 73-85. Publisher An entity responsible for making the resource available IOS Press BV Date A point or period of time associated with an event in the lifecycle of the resource 2023-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.3233/RDA-231537" target="_blank" rel="noreferrer noopener">https://doi.org/10.3233/RDA-231537</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85180360774&amp;doi=10.3233%2FRDA-231537&amp;partnerID=40&amp;md5=886c7930a20b2a8d99edc8b75a91bb4a" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85180360774&amp;doi=10.3233%2fRDA-231537&amp;partnerID=40&amp;md5=886c7930a20b2a8d99edc8b75a91bb4a</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 15697371 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Mishra A., Department of Economics, Birla Global University, Bhubaneswar, India; Sakuja V., Department of Economic, CHRIST (Deemed to be University), Delhi NCR, India