volatility. The research also examines the impact of powerful foreign capital markets on the Greek Stock Exchange market, the … seasonality returns (Day-of-the-Week effect) and the volatility structure. Design/methodology/approach - The analysis of data is …-GARCH model demonstrate that the debt crisis and, therefore, its consequences increase the FTSE / ASE 20 index volatility and the …

use a novel measure of contagion that examines whether volatility shocks in the U.S. stock market coupled with negative …

post-September 2008 period. There are also volatility spillovers from stock market returns to equity fund flows both before …