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

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 …This study uses the BEKK-GARCH model to examine the return-and-volatility spillover between the world-leading markets …

China is considered the largest emerging economy and thus investors perceived as an attractive investment. We examine … between China and Mexico (SSE/MEX), and China and India (SSE/BSE) were 0.01 and 0.06, respectively. This implies that a $1 …