)variances of the US Dow Jones and the German stock index DAX, we analyze intra-daily volatility spillovers between the US and …-synchronous and partially overlapping opening hours of the two markets. We find evidence of significant short-term volatility …-term volatility shocks is considerably higher and the spillovers effects between the US and the German stock markets are significantly …

that China''s stock market is not immune to the financial crisis, as evidenced by the price and volatility spillovers from … the United States. In addition, HK''s equity returns have exhibited more significant price and volatility spillovers from … the United States than China''s returns, and past volatility shocks in the United States have a more persistent effect on …

We analyze time-varying exchange rate co-movements and volatility spillovers between the Czech koruna, the Polish zloty … volatilities are due to each currency's own history. However, during the distress periods volatility spillovers among currencies …