Capital Market Journal

Capital Markets are the cornerstone foundation of economies

Latest post

Forced Labor in Cobalt Mining in the Democratic Republic of the Congo ( United States Department of Labor, Final Report)

HOW CRITICAL MINERAL RESOURCES ARE EXTRACTED IN THE DEMOCRATIC REPUBLIC OF CONGO, FROM UNSAFE COBALT MINES, BY FORCED LABOR AND MODERN SLAVES, OFTEN EXPLOITING CHILDS AND MINORS, IN VIOLATIONS OF HUMAN RIGHTS LEGISLATION. THESE ARE GREVIOUS HUMAN RIGHTS VIOLATIONS THAT…

Leverage effect could bring seasonal Q1 stock market drawdown

The recent Q4 volatility patterns of the major U.S stock market Index, such as Dow Jones Industrial Average, S&P500, Nasdaq100 and Russell 3000 could have been a forthcoming market signal of a volatility build-up going into Q1 2025, as among…

FORECASTING EQUITY INDEX VOLATILITY: EMPIRICAL EVIDENCE FROM JAPAN,UK AND USA DATA

Understanding and forecasting equity market volatility has become an essential focus for financial analysts, policymakers, and academic researchers. In this working paper are explained the predictive capabilities of non-linear models—ARCH, GARCH, and EGARCH—using weekly return data from Japan, the UK,…

Forecasting Volatility in Asianand European Stock Marketswith Asymmetric GARCHModels

The dynamics of financial market volatility have long captured the interest of researchers and practitioners alike, particularly due to its implications for risk management, portfolio allocation, and derivatives pricing. In this working paper read about the predictive performance of asymmetric…