France and Germany, stock market volatility is sensitive to negative shock in investor sentiment, supporting the existence of …This study attempts to analyze the effects of investor sentiment on volatility of nine stock markets, and capture the … for France and Germany, but statistically significant and positive for Ireland alone. The results provide evidence that in …

financial markets favours the volatility and return spillover between them. The current study analyses the volatility spillover … among the stock markets in the countries from Central and East Europe (CEE) and Germany and France with the aim to identify … proposed by Antonakakis and Gabauer (2017) is used to estimate the evolution in time of volatility spillover. The empirical …