This paper investigates the spillover effects of financial stress at different quantile levels across the US, China, Eurozone, Japan, UK, and India based on a quantile VAR model-based connectedness approach. The findings suggest significant spillover effects of financial stress among the six...

This paper examines the cross-border monetary policy spillovers of the US, Japan, the Euro Area, the UK, Canada and China using a quantile vector autoregression (QVAR) model-based spillover estimation approach. We conclude that: first, the US is the most important net transmitter of monetary...

This paper investigates the spillover effects of financial stress at different quantiles across the US, China, Eurozone, Japan, UK, and India. The findings suggest significant spillover effects among the six countries (regions), and the spillovers in extreme markets is apparently higher than...

This paper employs weighted least squares to examine the risk-return relation by applying high-frequency data from four major stock indexes in the US market and finds some evidence in favor of a positive relation between the mean of the excess returns and expected risk. However, by using...