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Dynamic connectedness and volatility spillover effects of Indian stock market with international stock markets : an empirical investigation using DCC GARCH

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several international indices, including the United States, Australia, China, Germany, England, Japan, and Taiwan. Our … analysis indicates a significant level of volatility spillover between the Indian stock market and the international stock …

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Information transmission between mature and emerging equity markets during normal and crisis periods : an empirical examination

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A comparison of tail behaviour of stock market returns

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Evaluating Density Forecasts with an Application to Stock Market Returns

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Jump tail dependence in the Chinese stock market

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Implied volatility index for the Norwegian equity market

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The transmission of international stock market volatilities

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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model

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