), its volatility as well as the asymmetric effects, for the period of 12th May 2009 to 12th June, 2015. The empirical …-of-theweek effect is influenced by the choice of the volatility model applied. Similarly, the highest or lowest volatility market day …

This paper examines the efficiency of the forward yen/dollar market using micro survey data. Conventional tests of …

and volatility spillovers between spot and futures prices of four major international currencies traded on two trading … sample currencies. The volatility spillover results indicate the presence of short and long-run volatility spillovers between … futures and spot markets. Volatility spillovers are stronger from futures to spot in the short-run while inverse is the case …

benefit from diversification into Nigeria and Japan markets. Except for China and Hong Kong, volatility is relatively more …The study examines returns spillover, shock, and volatility transmission between Nigeria and selected global stock …. Also, the study observes a positive return transmission between Japan and Nigeria only, suggesting that, investors could …