The study examines the return and volatility spillover among Asian stock markets in India, Hong Kong, Japan, China …-market spillover. The overall persistence of stock market volatility is highest for Japan (0.931) and lowest for China (0.824). The … bidirectional return, shock, and volatility spillover among most of the stock markets. The magnitude of volatility linkages is low …

This paper investigates the mean return and volatility spillover effects from the U.S. and Japan to four Asian stock … cross-country stock investing hypothesis cannot by itself explain the international transmissions of return and volatility …

The study examines the return and volatility spillover among Asian stock markets in India, Hong Kong, Japan, China …-market spillover. The overall persistence of stock market volatility is highest for Japan (0.931) and lowest for China (0.824). The … bidirectional return, shock, and volatility spillover among most of the stock markets. The magnitude of volatility linkages is low …

This paper approaches the volatility transmission from the New York Stock Exchange to an emerging market, Bucharest … of six main indexes from Bucharest Stock Exchange. The volatility transmission from Standard and Poor 500 to the Romanian … the volatility transmission intensity increased from the first to the second period …