crossmarket linkages varies across countries and regions. While spillovers in mean returns dominate in emerging Asia and Latin … dominating in Asia, and regional spillovers in Latin America and the Middle East …This paper examines global (mature market) and regional (emerging market) spillovers in local emerging stock markets …

cross-market linkages varies across countries and regions. While spillovers in mean returns dominate in emerging Asia and … dominating in Asia, and regional spillovers in Latin America and the Middle East …This paper examines global (mature market) and regional (emerging market) spillovers in local emerging stock markets …

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the …. -- Volatility spillovers ; contagion ; stock markets ; emerging markets …

This paper models volatility spillovers from mature to emerging stock markets, tests for changes in the transmission … tend to be unchanged or lower during turbulences. -- Volatility spillovers ; Contagion ; Stock markets ; Emerging markets … estimated for 41 emerging market economies (EMEs). Wald tests suggest that mature market volatility affects conditional …

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the …. -- Volatility spillovers ; contagion ; stock markets ; emerging markets …

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the …

This paper models volatility spillovers from mature to emerging stock markets, tests for changes in the transmission … estimated for 41 emerging market economies (EMEs). Wald tests suggest that mature market volatility affects conditional … variances in local markets rise as well, volatility in mature markets rises more, and this shift is the main factor behind the …