collapse of Irish equity markets and subsequent troika intervention in Ireland spilled over upon European equity markets during …

including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as …

including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as …

Russia. The adopted framework allows to analyse interdependence by estimating volatility spillovers, and also contagion by … testing for possible shifts in the transmission of volatility following the introduction of the euro and EU accession. Further …. Furthermore, whilst the introduction of the euro has had mixed effects, EU accession has resulted in an increase in volatility …