developed countries (USA, UK, Japan, Germany and Canada). First, we analyze whether shocks and or volatility emanating from two … stock market returns. Second, under the hypothesis of common increased volatility, we investigate whether these states … volatility features. Additionally, apart from UK and Japanese cases, the responses of the stock market to an oil shock depend on …

cycle in France, Germany, Italy, the United Kingdom and the United States, using two complementary approaches in our …

This study examines the dynamic relationship between the major stock indices of the US, Japan, France and the UK by … considered stockarkets, Japan and France do not linear Granger cause the US, but just the UK does …

) Time varying volatility. (ii) Positive volume-volatility relation. (iii) Ambiguous volume-persistance relation. Finally …

international stock market indices from Britain, France, Germany, Italy, Japan and the United States over 24 years from January 1978 …

.K., Japan, France, Germany, Canada, Italy, Spain, Switzerland, Australia, the Netherlands, Sweden, Belgium, Ireland, Denmark …

stochastic volatility model. Exchange rate pass-through is divided into impacts of exchange rate fluctuations to import prices …