We show how bad and good volatility propagate through the forex market, ie, we provide
evidence for asymmetric volatility connectedness on the forex market. Using high-frequency …

We propose multilayer information spillover networks, including return spillover layer,
volatility spillover layer, and extreme risk spillover layer in the variance decomposition …

This literature aims to analyze the impact of the Dollar Index and Gold Price returns and
volatility on stock market volatility of India and China, viz., Shanghai Stock Exchange and …

abstract The paper investigates return co-movement and volatility spillover among the
currencies of Brazil, Russia, India, China, and South Africa (the BRICS member countries) …

The present article empirically estimates the volatility spillover transmission in Indian equity
market represented by Sensex from world economies composite index (Euro Stoxx 50) …

This study investigates the impact of commodity price volatility spillovers on financial sector
stability. Specifically, the study investigates the spillover effects between oil and food price …

The purpose of this paper is to organise the present status of researches conducted on
commodity market relationship, price discovery and volatility spillovers by reviewing the …

Purpose This paper aims to analyze and give directions for advancing research in stock
market volatility highlighting its features, structural breaks and emerging developments. This …

This research aims to detect the volatility linkages among various currencies during
operating and non-operating hours of three major stock markets (Tokyo, London and New …

Modern businesses are so inter-twined that a cause in one market affects other markets
throughout the Globe. The 2008 subprime crisis is one of such evidences of inter-linkage of …