The COVID-19 pandemic has led to significant financial losses globally, increasing the volatility of financial assets …. To address this issue, this study models the stock market returns volatility of developed economies during the pandemic … two subsets: before and during the COVID-19 crisis. Empirical results reveal the presence of volatility and leverage …

In this paper, we investigate the "static and dynamic" return and volatility spillovers’ transmission across developed …-2016. Focusing on the spillover index methodology, the generalised VAR framework is employed. Our findings indicate no evidence of bi …-directional return and volatility spillovers between developed and developing countries. However, unidirectional volatility spillovers …

volatility. Data were gathered over the 2008-2016 period with annual observations for 30 firms currently listed in Indonesian … volatility were added, they were found to be significantly associated with the first lag of oil prices. These findings provide …