June 2011 we investigate the impact of increased volatility in the US on the cross-country industry level spillover effect … show that spillover of asset price volatility from the US to European markets does exist; the greatest spike in the … volatility in the target markets is observed in the first minute and absorbed in the first five minutes after the volatility …

June 2011, we investigate the impact of increased volatility in the US on the inter-country industry-level spillover effect … markets. We first show that the spillover of asset price volatility from the US to European markets does exist; the greatest … spike in the volatility in the target markets is observed in the first minute, and is absorbed in the first five minutes …

The present study aims to investigate the volatility spillover effects in the international financial markets before … Russia and Ukraine on the transmission of volatility between the American, European and Chinese stock markets using the DY … methodology. The sample period for daily data is from 1 June 2019 to 1 June 2022, excluding holidays. The volatility spillover …