that China''s stock market is not immune to the financial crisis, as evidenced by the price and volatility spillovers from … the United States. In addition, HK''s equity returns have exhibited more significant price and volatility spillovers from … the United States than China''s returns, and past volatility shocks in the United States have a more persistent effect on …

volatility on the housing market during the recent boom-bust episode …

interbank funding stress, to assess financial volatility and the likelihood of crisis. Using Markov regime-switching techniques …

This paper investigates possible drivers of volatility in the South African rand since the onset of the global … financial crisis. We assess the role played by local and international economic surprises, commodity price volatility, global … market risk perceptions, and local political uncertainty. As a measure of rand volatility, the study uses a market …

This paper, using T-GARCH models, finds that the United States has been the major source of price and volatility … ""stock market correction"" period. There is also evidence of structural breaks in the stock price and volatility dynamics …