-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging … calculate the optimal weights and hedge ratios for the stock portfolios. Our results reveal that both return and volatility … volatility was transmitted from the USA to the majority of the Asian stock markets during the Chinese stock market crash …

The study examines the return and volatility spillover among Asian stock markets in India, Hong Kong, Japan, China …, Kraft, and Kroner (GARCH-BEKK) model during February 2, 2007, to February 29, 2010. The author finds evidence of … bidirectional return, shock, and volatility spillover among most of the stock markets. The magnitude of volatility linkages is low …

The study examines the return and volatility spillover among Asian stock markets in India, Hong Kong, Japan, China …, Kraft, and Kroner (GARCH-BEKK) model during February 2, 2007, to February 29, 2010. The author finds evidence of … bidirectional return, shock, and volatility spillover among most of the stock markets. The magnitude of volatility linkages is low …