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 …

that divergence in monetary policy regimes affects forex volatility spillovers but that adding oil to a forex portfolio … shocks dominate forex volatility connectedness, positive shocks prevail when oil and forex markets are assessed jointly …

We analyze time-varying exchange rate co-movements and volatility spillovers between the Czech koruna, the Polish zloty … volatilities are due to each currency's own history. However, during the distress periods volatility spillovers among currencies …

We detect and quantify asymmetries in the volatility spillovers of petroleum commodities: crude oil, gasoline, and … heating oil. The increase in volatility spillovers after 2001 correlates with the progressive financialization of the … commodities. Further, increasing spillovers from volatility among petroleum commodities substantially change their pattern after …