generalized autoregressive conditional heteroscedasticity (GARCH) models are applied. Macroeconomic shocks (GDP, ZEW, IFO, factory … volatility during the 7-year total examined time period. Splitting the time series into 3 individual sub-periods the results … conditional volatility during financial crises. Furthermore, announcements of GDP and ZEW index calm the exchange rate …

We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …