Showing 1 - 10 of 512,944
Persistent link: https://www.econbiz.de/10011524011
there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … significant return and volatility spillover from the US market to the Indian stock market in the post-COVID-19 period. The results …
Persistent link: https://www.econbiz.de/10013397677
Persistent link: https://www.econbiz.de/10012509364
Persistent link: https://www.econbiz.de/10012231221
Persistent link: https://www.econbiz.de/10013350713
Persistent link: https://www.econbiz.de/10014426561
Persistent link: https://www.econbiz.de/10012423703
Persistent link: https://www.econbiz.de/10010355442
Persistent link: https://www.econbiz.de/10014307712
This paper suggests how to quantify asymmetries in volatility spillovers that emerge due to bad and good volatility … stocks at the disaggregate level. Moreover, the spillovers of bad and good volatility are transmitted at different magnitudes …
Persistent link: https://www.econbiz.de/10010509638