describe the most typical features of capital markets like volatility clustering, excess kurtosis and fat tails. As empirical … evidence shows asymmetry is also a prominent feature of stock market returns volatility. The reaction of risk if stock returns …

In this paper, we investigate the "static and dynamic" return and volatility spillovers’ transmission across developed …-directional return and volatility spillovers between developed and developing countries. However, unidirectional volatility spillovers …-directional volatility spillovers within the European region (Eurozone and non-Eurozone currencies) with the British pound sterling (GBP) and …