Australia. This study considers industry data and hence provides a clear idea of the channels through which volatility is …We assess the stock market volatility spillover between three closely related countries, United States, China and … volatility spillover from US to China in the financial services, industrials, consumer discretionary and utilities industry …

Despite the increasingly tight economic relationship between China and Australia, little attention has been paid to the … analysis of stock market volatility spillover across these two countries. This paper, based on industry data, fills the gap in … the literature and provides a clear idea of the channels through which volatility is transmitted across countries. This …

The study examines returns spillover, shock, and volatility transmission between Nigeria and selected global stock … benefit from diversification into Nigeria and Japan markets. Except for China and Hong Kong, volatility is relatively more …

growing importance of emerging markets, the literature on the nature of volatility in global markets is typified by … volatility in developed G7 and emerging BRICS markets. Broad market index data and GARCH models over the period 2003 …:01–2020:08 were employed. The study found evidence of volatility persistence, asymmetry, mean reversion and weak evidence of a risk …

Through this research, we find that the asymmetric volatility phenomenon is reversed in the Shanghai Stock Exchange … during bull markets. That is, volatility increases more with good news than with bad news. This evidence is inconsistent with … the US markets. Further examination of this phenomenon reveals that the positive impact of good news on volatility is …

returns volatility in fifteen Asia Pacific Financial Markets in the post Asian financial crisis period. A set of parametric …-days-of-the-week. The results validate the presence of the-day-of-the- week and but indicate insignificant daily returns volatility in most …

addition, conditional return volatility is significantly affected by lagged volatility rather than sentiment changes …