dynamics of CDS volatility spillover effects surrounding the UK's EU membership referendum commonly known as "Brexit". Using a … announcement of Brexit. In addition, we show that the great uncertainty over Brexit generates significant risk spillovers across … the underlined CDS. In particular, we find that UK, Italy and Spain are the "net volatility transmitters", while France …

credentials of immigration in Europe and its perspectives within the Brexit framework, an ongoing process that induced profound … 2000–2019 timespan (2019 being a Brexit milestone year).The authors have separately extrapolated a sample for 2020 …–2025 that was further used to identify some perspectives after the Brexit timeline in terms of migration determinants and …

We provide a comprehensive assessment of volatility connectedness between the currencies of Central European (CE … currencies before) and document domination of the negative volatility, especially during periods of economic distress. We further … robust with respect to a volatility measure and provide direct policy implications for portfolio composition and hedging …