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 …

spillovers occur only with Nikkei 225 futures. The policy implications of the findings are also discussed. …

Index (MCI). The empirical findings show that TCI weighted by spillovers reveal greater significance in forecasting the …

. The volatility and co-volatility spillovers are examined via the news impact curves and the impulse response functions …

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 …