significant intra-regional volatility spillovers among the CE foreign exchange markets. With the exception of the Czech and, prior … to the recent turbulent economic events, Polish currencies, we find no significant spillovers running from the EUR/USD to … construct a dynamic version of the Diebold Yilmaz volatility spillover index and show that volatility spillovers tend to …

This paper evaluates the financial spillovers between the US and emerging market economies (EMEs) using the methodology … (ii) 27 individual long-term sovereign bond yields, we consistently find that bond market spillovers between the US and … potent spillovers on other economies, and especially on financial markets' performance outside the US particularly in EMEs …