there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …

Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China … the US to the other three markets; but no spillover between Hong Kong and either of the two mainland China markets; (2 … mainland China and Hong Kong markets and low correlations of 6.4% and 7.2% between the US and China's two markets; thus …

clean energy related and technology companies in China and U.S. financial markets. Three different multivariate Generalised … Autoregression Conditional Heteroscedasticity (VAR-MGARCH) model specifications are used to investigate the return and volatility … effects between China and U.S. clean energy stock markets …

and volatility connectedness between China and U.S. clean energy stock markets … energy-related and technology companies in China and U.S. financial markets. We apply three multivariate GARCH model … specifications (CCC, DCC and ADCC) to investigate the return and volatility spillovers among price and return series. We use rolling …

Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in … volatility may spill over at different magnitudes. This paper fills this gap with two contributions. One, we suggest how to … quantify asymmetries in volatility spillovers due to bad and good volatility. Two, using high frequency data covering most …

This paper suggests how to quantify asymmetries in volatility spillovers that emerge due to bad and good volatility … stocks at the disaggregate level. Moreover, the spillovers of bad and good volatility are transmitted at different magnitudes …

(USA and China) and four emerging Latin American stock markets over the global financial crisis of 2008 and the crash of … stock markets. Furthermore, the volatility spillover is unidirectional from China to the Brazil stock market during the … global financial crisis. During the Chinese crash, the volatility spillover is bidirectional between the China and Brazil …