Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 7/148, pp. 1-19
stock markets. Furthermore, the volatility spillover is unidirectional from China to the Brazil stock market during the … global financial crisis. During the Chinese crash, the volatility spillover is bidirectional between the China and Brazil …This study uses the BEKK-GARCH model to examine the return-and-volatility spillover between the world-leading markets …