The primary purpose of the paper is to analyze the conditional correlations, conditional covariances, and co-volatility … spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers … (namely, the delayed effect of a returns shock in one physical or financial asset on the subsequent volatility or co-volatility …

When analysing the volatility related to high frequency financial data, mostly non-parametric approaches based on … stochastic volatility. Estimation of the model delivers measures of daily variation outperforming their non … setting is used to estimate the intra-day trend in the Euro/U.S. Dollar exchange rate. …

, Norwegian krone, Swedish krona, Swiss franc, and euro exchange rates (against the US dollar) during the period 1994-2003. Using … formal decision to proceed with the euro was made in December 1996 and at the time of the actual introduction of the euro in …

behavior of macroeconomic fundamentals. Economic and probabilistic arguments are offered for such a relationship. Empirical … support is given by testing against normality and through investigating the tail shapes of the fundamentals' distributions …

euro zone's sovereign debt crisis about 65% of output shocks were absorbed, therefore reducing consumption growth … (ESM) channelling official loans to distressed euro zone economies. We also show that cross-border holdings of equities and …