Mudiangombe, Benjamin; Muteba Mwamba, John - In: International Journal of Financial Studies : open … 11 (2023) 2, pp. 1-19
This paper examines the effects of the Standard and Poor’s 500 (SP500) stock index crash during the global financial …-GARCH approach technique demonstrate the existence of price and volatility spillover during times of stock crashes. We discover that … during a stock crisis, strong shocks and higher volatility spillover effects from the United States (U.S.) SP500 index to the …