Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China … correlations from the DCC model suggest an increase in correlation between China and other stock markets since the most recent …

this assumption is much too restrictive. We estimate the conditional variance-covariance matrix using a VAR-DCC model and …-varying volatility in all considered labor market time series. We observe that recessions tend to lead peaks of volatility for most …

the volatility of US stock market during the subprime crisis is significantly transmitted to Asian and European financial … markets. Moreover, UK and Swiss financial markets present an important role in emitting volatility to Asian markets. In …. All residuals showed enhanced volatility during the financial crisis period of mid 2007-2008. Moreover, the cross …

We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …'s volatility significantly and the volatility is found to be persistent. The analysis also shows that during the pre-COVID period …