, volatility, and cross-market GARCH-in-mean effects. Hypotheses about the importance of different channels are tested. The results … dominating in Asia, and regional spillovers in Latin America and the Middle East. -- volatility spillovers ; contagion ; stock …

, volatility, and cross-market GARCH-in-mean effects. Hypotheses about the importance of different channels are tested. The results … dominating in Asia, and regional spillovers in Latin America and the Middle East. -- Volatility spillovers ; contagion ; stock …

, volatility, and cross-market GARCH-in-mean effects. Hypotheses about the importance of different channels are tested. The results …

the Russian invasion of Ukraine in 2022, and an international investor perspective focusing on the world's leading stock … the multivariate factor stochastic volatility (MSV) model, which is extremely efcient for fnancial market analysis and … primary world stock market indices-the S&P 500, Financial Times Stock Exchange (FTSE) 100, DAX, STOXX Europe 600, and Nikkei …

, volatility, and cross-market GARCH-in-mean effects. Hypotheses about the importance of different channels are tested. The results …

international cross-listings on major exchanges around the world has slowed, yet the globalization process has continued to advance … world began cross-listing their shares on major overseas stock exchanges. During the past decade, however, the number of new …. This article asks whether international cross-listings still matter for global capital markets and answers this question by …

findings highlight an important role of international markets in influencing the performance of U.S. firms …

In this paper, we investigate the effects of international cross-listings on commonality in liquidity. We find that …

I estimate the transmission of large global volatility shocks in international equity markets from the earlier (pre … significant increases in unanticipated volatility in US equity markets, which I relate to well-known historical events. My …

Financial market volatility is an important element when setting up port- folio management strategies, option pricing … and market regulation. The Subprime crisis affected all markets around the world. Daily data of twelve stock indexes for … bigger impact on stock market volatility, namely at sensitivity, persistence and asymmetric effects. …