-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging … calculate the optimal weights and hedge ratios for the stock portfolios. Our results reveal that both return and volatility … volatility was transmitted from the USA to the majority of the Asian stock markets during the Chinese stock market crash …

The present study aims to investigate the volatility spillover effects in the international financial markets before … Russia and Ukraine on the transmission of volatility between the American, European and Chinese stock markets using the DY … methodology. The sample period for daily data is from 1 June 2019 to 1 June 2022, excluding holidays. The volatility spillover …

money demand falls, while a positive goods productivity shock raises temporary output and velocity. The paper explains such … velocity volatility at both business cycle and long run frequencies. With filtered velocity turning negative, starting during … important for velocity during less stable times and the goods productivity shock more important during stable times. -- business …