Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - 2012
)variances of the US Dow Jones and the German stock index DAX, we analyze intra-daily volatility spillovers between the US and … spillovers from one intraday period to the next within both markets (‘heat-wave effects’) as well as across the two markets …-term volatility shocks is considerably higher and the spillovers effects between the US and the German stock markets are significantly …