In times of crisis, stock markets experience a significant increase in return volatility, which
leads to spillovers across equity sectors. The purpose of this study is to investigate the …

The asymmetric spillovers and dynamic connectedness among sectors in Chinese stock
market have not been fully studied, especially the impact of catastrophic events related to …

Purpose This paper examines dynamic return spillovers and connectedness networks
among international stock exchange markets. The authors account for asymmetry by …

There is a growing literature studying return spillovers between similar assets and assets of
different classes during crisis periods. However, less is known about return spillovers across …

This paper examines the return and volatility spillovers in the Nigerian Financial market. We
specifically analyse the spillovers in the capital market, money market and foreign exchange …

This paper studies the dynamic change of volatility spillovers between several major
international financial markets during the global COVID-19 pandemic using Diebold and …

In this study, I improve the assessment of asymmetry in volatility spillovers, and define six
asymmetric spillover indexes. Employing Diebold-Yilmaz spillover index, network analysis …

We examine the volatility spillovers among various industries during the COVID-19
pandemic period. We measure volatility spillovers by defining the volatility of each sector in …

Purpose This study aims to examine the tail connectedness between the Chinese and
Association of Southeast Asian Nations (ASEAN) stock markets. More specifically, the …

With the global integration development, the linkage between countries is strengthened in
the dynamic spillover effects between BRIC and G7 from 2009 to 2020. We find that G7 is …