. The model allows for asymmetric risk premia, causality and co-volatility spillovers jointly in the global bond markets …. Empirical results show significant asymmetric partial co-volatility spillovers and risk premium exist in the bond markets. The …

. The model allows for asymmetric risk premia, causality and co-volatility spillovers jointly in the global bond markets …. Empirical results show significant asymmetric partial co-volatility spillovers and risk premium exist in the bond markets. The …

futures. The purpose of the paper is to investigate the co-volatility spillovers within and across the U.S. energy and …

-volatility in another asset, and extend the effects of the co-volatility spillovers of shocks to the effects of the co-volatility … Diagonal BEKK multivariate conditional volatility model. We follow Chang et al. (2015)’s definition of the co-volatility … spillovers of shocks, which calculate the delayed effect of a returns shock in one asset on the subsequent volatility or co …

futures. The purpose of the paper is to investigate the co-volatility spillovers within and across the U.S. energy and …

-volatility in another asset, and extend the effects of the co-volatility spillovers of shocks to the effects of the co-volatility … Diagonal BEKK multivariate conditional volatility model. We follow Chang et al. (2015)’s definition of the co-volatility … spillovers of shocks, which calculate the delayed effect of a returns shock in one asset on the subsequent volatility or co …

futures. The purpose of the paper is to investigate the co-volatility spillovers within and across the US energy and financial …

spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers … the conditional covariances will be used for testing co-volatility spillovers, and policy recommendations. Based on these …The primary purpose of the paper is to analyze the conditional correlations, conditional covariances, and co-volatility …