return correlations using weekly returns on futures markets and investigate the extent to which multivariate volatility …

Singapore. On the volatility of returns, the changes in oil prices are significant for six markets and they have not much effect …

volatility spillovers during global financial crisis and tranquil periods. The resulting market interconnectedness is depicted by … between markets and somewhat weaker temporal effects with regard to the US equity market - volatility spillovers decrease when … markets are characterized by greater temporal proximity. Volatility spillovers also present a high degree of …