This study assesses the impact of the uncertainty caused by Brexit, on both the UK and international financial markets … financial markets are by nature highly interlinked, one might expect that the uncertainty engendered by Brexit also has an … to uncertainty about Brexit, and UK financial market volatilities (second statistical moment) and try to identify the …

This study assesses the impact of Brexit uncertainty on the UK and also on international financial markets, for the … the UK might be negatively affected, one may expect that the (uncertainty about) Brexit does not only have an impact on … the time-varying interactions between UK policy uncertainty, which to a large extent is attributed to Brexit uncertainty …

This study assesses the impact of the uncertainty caused by Brexit, on both the UK and international financial markets … financial markets are by nature highly interlinked, one might expect that the uncertainty engendered by Brexit also has an … to uncertainty about Brexit, and UK financial market volatilities (second statistical moment) and try to identify the …

This paper reviews the empirical literature on international spillovers and contagion. Theoretical models of spillover …

year's subject of "Contagion and Spillovers – New Insights from the Crisis" turned out to be particularly topical, as first …

provides policy-relevant lessons. International spillovers of monetary policy and risk sentiment through global liquidity …

We examine US stock index return and volatility spillovers on the mean and volatility of stock index returns of 21 … Frontier markets. We entertain potential time-variation in spillovers in mean returns by considering a time-varying parameter … (TVP) model. Spillovers in volatility are modeled by augmenting a standard GARCH(1,1) model with current and one …

This paper studies the nature of volatility spillovers across countries from the per-spective of network theory and by …

We examine US stock index return and volatility spillovers on the mean and volatility of stock index returns of 21 … Frontier markets. We entertain potential time-variation in spillovers in mean returns by considering a time-varying parameter … (TVP) model. Spillovers in volatility are modeled by augmenting a standard GARCH(1,1) model with current and one …