(USA and China) and four emerging Latin American stock markets over the global financial crisis of 2008 and the crash of … stock markets. Furthermore, the volatility spillover is unidirectional from China to the Brazil stock market during the … global financial crisis. During the Chinese crash, the volatility spillover is bidirectional between the China and Brazil …

return and volatility spillover between the S&P 500 and 12 Asian stock markets using weekly data from January 2000 to … February 2020. DECO-GARCH models are employed to measure volatility transmission between markets. A generalized VAR, variance … the interdependence of the conditional returns, conditional volatility, and conditional correlations between the stock …

-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging … volatility was transmitted from the USA to the majority of the Asian stock markets during the Chinese stock market crash …. Additionally, volatility was transmitted from China to the majority of the Asian stock markets during the US financial crisis. The …