there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …

This paper examines whether there is evidence of spillovers of volatility from the Chinese stock market to its … neighbours and trading partners, including Australia, Hong Kong, Singapore, Japan and USA. China's increasing integration into … then adopted to test for the persistence of volatility in stock market returns, as represented by stock market indices …

quantify inter-market relations. The approach is based on the correlations between the market index, the index volatility, the … relations between six important world markets - U.S., U.K., Germany, Japan, China and India from January 2000 until December …