This paper models volatility spillovers from mature to emerging stock markets, tests for changes in the transmission …

This paper examines global (mature market) and regional (emerging market) spillovers in local emerging stock markets … America, and the Middle East. The models capture a range of possible transmission channels: spillovers in mean returns … suggest that spillovers from regional and global markets are present in the vast majority of EMEs. However, the nature of …

provide evidence of global spillovers of U.S. monetary policy. We find that lower U.S. interest rates lead to originations of …

, and unidirectional mean spillovers from energy markets to the equity and gold counterparts. The results also suggest the … presence of large reciprocal shock spillovers between equity and both of energy and gold markets, and cross-shock spillovers …

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

contagion measure is designed to more accurately capture spillovers driven by exogenous global shifts in risk preference or …

In this paper, we document that US cross-listed firms experience negative return spillovers in the three-day event … to these adverse spillovers. Our evidence demonstrates that the mitigating power of external market monitors is …