Purpose - The purpose of this paper is to examine the volatility transmission between migration policy uncertainty …/methodology/approach - The author proxies volatility via EGARCH (1,1) for all series and employs Diebold-Yilmaz (2012) methodology to test the …, as well as the direction. Findings - Findings propose that volatility transmission is from migration index to stock …

This study attempts to analyze the effects of investor sentiment on volatility of nine stock markets, and capture the … France and Germany, stock market volatility is sensitive to negative shock in investor sentiment, supporting the existence of …, while policymakers can take steps to stabilize investor sentiment, thereby reducing stock market volatility and uncertainty. …