volatility of Thailand and Indian Stock Market. It also analysed whether both countries were reacting similarly to the pandemic … models were used to assess the volatility of both markets. The study revealed that the negative shocks had greateraimpact on …

there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …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 …

period to alter either the level or the volatility of the $/DM spot rate is examined. Volatility quotes implicit in foreign …

, we find that global market uncertainty - as proxied by VIX, the volatility index - was the main factor explaining the …

This paper advances the literature on the dynamics of the U.S. Dollar-Mexican Peso (USD/MXN) volatility process by … leveraging high-frequency data. First, it documents the factors that characterize the intraday volatility process of the USD … the effects and the relative impact on the USD/MXN volatility process of various macroeconomic announcements, at different …

unconventional monetary policy shields the Eurozone stock markets against spillovers of volatility from the US stock market. We … of volatility from the S&P500 index, on the one hand, and the announcement and implementation effects of unconventional … volatility of four Eurozone stock indices (CAC40, DAX30, FTSEMIB and IBEX35), we find how the increase in volatility brought …