This paper investigates the international spillovers of government debt and the associated risk of inflation within a …

intra-day temporal aggregation in examining returns relationships and volatility spillovers across the equity and energy … futures markets, and the effects of overnight returns, volume, realized volatility, asymmetry, and spillovers across the four … spillovers, and dynamic conditional correlations and covariances, show that the relationships between the stock market and …

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

. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related …-volatility spillovers than their spot price counterparts. These empirical results suggest that the bio-ethanol and agricultural commodities …

characterize as "local" and "international" banks. The credit-risk spillovers take place between banks, from the same and from …

-specific and Europe-wide risk factors. The estimation results indicate a high, time-varying degree of spatial spillovers in the …

-volatility spillovers of shocks, which calculate the delayed effect of a returns shock in one asset on the subsequent volatility or co …-volatility in another asset, and extend the effects of the co-volatility spillovers of shocks to the effects of the co …-volatility spillovers of squared shocks. The empirical results show there are significant positive latent volatility Granger causality …