financial markets favours the volatility and return spillover between them. The current study analyses the volatility spillover … among the stock markets in the countries from Central and East Europe (CEE) and Germany and France with the aim to identify … proposed by Antonakakis and Gabauer (2017) is used to estimate the evolution in time of volatility spillover. The empirical …

This paper investigates dynamic interdependence, price and volatility transmissions and financial integration between … exchanges of Germany, France, Britain, US and Turkey, an important emerging market. Using daily data on stock prices we analyze … price and volatility spillovers in a vector autoregression-dynamic conditional correlations-multivariate generalized …