the volatility of US stock market during the subprime crisis is significantly transmitted to Asian and European financial … markets. Moreover, UK and Swiss financial markets present an important role in emitting volatility to Asian markets. In …. All residuals showed enhanced volatility during the financial crisis period of mid 2007-2008. Moreover, the cross …

The overarching aim of the present paper is to investigate the pattern of returns and volatility in the US and the UK …

market to New York, Pairs and Frankfurt stock markets. Within the European stock markets, there are unidirectional volatility … spillover effects from Frankfurt to Paris and from Paris to London. Volatility increases induced by bad news are transmitted … more strongly than volatility declines. …

We evaluate the role of gold and other precious metals relative to volatility (Volatility Index (VIX)) as a hedge … and a strong safe haven during our sample period. We also find that in periods of extremely low or high volatility, gold … does not have a negative correlation with the US stock market. Our results show that VIX is a superior hedging tool and …

cor-relations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang … transform, the rise and fall of S&P500 variance futures, predicting volatility using Markov switching multifractal model … approach, forecasting volatility via stock return, range, trading volume and spillover effects: the case of Brazil, estimating …

on non-hedging more to the currency depreciation, the reduction of the risk free rates, the volatility of the FWD and … intermediary hedging alternatives and transaction costs. Then, the hedging strategy proves it backs up the 'unbiased predictor …' preconception and then validates it against a weak and a semi-strong efficient market hypothesis theory. Also, I found a dependency …

correlations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang transform …, the rise and fall of S&P500 variance futures, predicting volatility using Markov switching multifractal model: evidence …, forecasting volatility via stock return, range, trading volume and spillover effects: the case of Brazil, estimating and …

correlations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang transform …, the rise and fall of S&P500 variance futures, predicting volatility using Markov switching multifractal model: evidence …, forecasting volatility via stock return, range, trading volume and spillover effects: the case of Brazil, estimating and …