but also of dynamic correlations, is the concept of a regularized return, obtained from a volatility proxy in conjunction …

covariances, is the concept of a regularized return, obtained from a volatility proxy in conjunction with a smoothed sign …

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 …