concentrate on modeling the conditional mean. However, financial time series exhibit certain stylized features such as volatility … to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices … creditworthiness of debtors more reliably. The obtained findings suggest that volatility takes a significant higher level in times of …

financial crisis in the USA and the other developed markets. The purpose of this paper is to put to test the government's claim … by exploring the level of integration between Russia and the USA and European equity markets. Design … data into three periods, i.e. pre crisis, during crisis and post crisis. Next the Multivariate GARCH-DCC model technique is …

financial crisis in the USA and the other developed markets. The purpose of this paper is to put to test the government's claim … by exploring the level of integration between Russia and the USA and European equity markets. Design … data into three periods, i.e. pre crisis, during crisis and post crisis. Next the Multivariate GARCH‐DCC model technique is …