post-September 2008 period. There are also volatility spillovers from stock market returns to equity fund flows both before …

This paper examines mean and volatility spillovers between four green municipal bonds issued by the US states of …

This paper uses a VAR-GARCH(1,1) model to analyse mean and volatility spillovers between macro news (in the form of …

post-September 2008 period. There are also volatility spillovers from stock market returns to equity fund flows both before …

Gold and Silver. Volatility spillovers are bigger in size and affect most commodity returns. Both firstand second moment … financial assets, are sensitive to macro news (especially their volatility), and also suggest that the global financial crisis …