)variances of the US Dow Jones and the German stock index DAX, we analyze intra-daily volatility spillovers between the US and …-synchronous and partially overlapping opening hours of the two markets. We find evidence of significant short-term volatility …-term volatility shocks is considerably higher and the spillovers effects between the US and the German stock markets are significantly …

This paper conducts an investigation of volatility transmission between stock markets in Hong Kong, Europe and the … United States covering the time period from 2000 up to 2011. Using intradaily data we compute realized volatility time series … breaks in volatility spillovers. Particularly during the financial crisis of 2007, we find effects consistent with the notion …

In this study, we investigated volatility transmission effects be-tween the US and six Asian markets — China, Hong Kong … market volatility using the volatility impulse response function (VIRF). Our empirical findings extend several recent reports …. First, the empirical results of this study show that the US and Asian stock markets are interrelated by their volatility …

We examine the international stock market comovements between Western Europe vis-à-vis Central (Czech Republic, Hungary … and Poland) and South Eastern Europe (Croatia, Macedonia and Serbia) using multivariate GARCH models in the period 2006 …

, Hungary and Poland) and South Eastern Europe (Croatia, Macedonia and Serbia) using multivariate GARCH models in 2006 …