, this paper seeks to analyze volatility spillover, co-movements, independence and contagion in the Chinese, Japanese …It has been established in the literature that volatility of stock returns exhibits complex properties of not only … volatility clustering, but also long memory, regime change, and substantial outliers during turbulent and calm periods. Hence …

world. The drop in volatility is statistically and economically significant and robust to many considerations. The observed …The COVID-19 pandemic has elevated both the risk and volatility of energy companies. Can mass vaccinations restore … 2020 to April 2021. We document that vaccination programs assist in decreasing the volatility of energy stocks around the …

The present study makes an attempt to investigate the dynamics of contagion and spillover of volatility amongst stock … of the indices. The study makes a distinction between contagion and spillover whereby a shock is considered spillover if … residual transmission after accounting for all other transmissions including spillover(Masson, P. (1998) ; Dungey, M. and …