including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as …

, in the U.S. and Germany, in the period 1990-2024. Specifically, we focus on the lowest 5% quantile of stock returns and … periods of heightened volatility. We also measure causality in volatilities extending well-known approaches analyzing … volatility transmission. We find significant cross-market relationships between U.S. and German stock and bond markets …

return correlations using weekly returns on futures markets and investigate the extent to which multivariate volatility … version of the Gaussian dynamic conditional correlation (DCC) model proposed by Engle (2002), and show that the t-DCC model …

strong and rising negative correlation between oil prices and the US dollar since the early 2000s, with risk shocks and the … financialisation process of oil prices explaining most of the strengthening of this correlation. …

post-September 2008 period. There are also volatility spillovers from stock market returns to equity fund flows both before …

Russia. The adopted framework allows to analyse interdependence by estimating volatility spillovers, and also contagion by … testing for possible shifts in the transmission of volatility following the introduction of the euro and EU accession. Further …. Furthermore, whilst the introduction of the euro has had mixed effects, EU accession has resulted in an increase in volatility …

, this will be illustrated for the cases of France, Germany, Italy, Japan, Sweden, the UK, and the US. The results are based …

We investigate the employment consequences of deindustrialization for 1,993 cities in France, Germany, Great Britain …, Italy, Japan, and the United States. In all six countries we find a strong negative relationship between a city's share of …