The present study is an attempt to investigate the impact of an important event ‘Britain's exit from the EU, BREXIT, i.e., whether or not this even, whose referendum took place on June 23, 2016 with the result being reported in the early morning of June 24, 2016, resulted in causing any...

The present study makes an attempt to investigate the dynamics of contagion and spillover of volatility amongst stock markets of five economies which include three developed nations; US , UK and Japan and two Asian emerging economies viz. India and China The period of study is eleven years; Jan...