empirical study is for six countries in Latin America. The findings suggest that intra-country spillovers configure an important … factor for explaining growth, while the importance of domestic spillovers is limited. The growth volatility is substantively …

intra-day temporal aggregation in examining returns relationships and volatility spillovers across the equity and energy … futures markets, and the effects of overnight returns, volume, realized volatility, asymmetry, and spillovers across the four … spillovers, and dynamic conditional correlations and covariances, show that the relationships between the stock market and …

. The volatility and co-volatility spillovers are examined via the news impact curves and the impulse response functions …

framework, to assess spillovers across these markets in returns and in volatilities. The analysis confirms that the US and Hong …