This study attempts to examine the price discovery process and volatility spillovers in Gold futures and spot markets … channel of its new innovation. -- price discovery ; asymmetric volatility spillover ; cointegration ; VECM ; EGARCH model …

between studying financial data in terms of the concept of volatility and in rapport to analysing financial data in terms of …

benefit from diversification into Nigeria and Japan markets. Except for China and Hong Kong, volatility is relatively more …The study examines returns spillover, shock, and volatility transmission between Nigeria and selected global stock …. Also, the study observes a positive return transmission between Japan and Nigeria only, suggesting that, investors could …

equity risk-neutral volatility. The spillover channel between risk-neutral volatilities arises mainly through the government …

study we investigate the mean-volatility spillover effects that happen across international stock markets. The study, by … taking into consideration the stock market returns based on various indices, investigates the mean-volatility spillover … precise and separate measures of return spillovers and volatility spillovers. The analysis provides the evidence of strong …

. This study uses the Diebold and Yilmaz index model to analyze and measure volatility spillovers and interconnectedness … among APEC stock markets. The objective is to identify major transmitters of volatility spillovers and assess the magnitude … of different crisis cycles. The results show that the US is the major contributor (69.54%) to volatility spillovers in …