Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China … the US to the other three markets; but no spillover between Hong Kong and either of the two mainland China markets; (2 … mainland China and Hong Kong markets and low correlations of 6.4% and 7.2% between the US and China's two markets; thus …

clean energy related and technology companies in China and U.S. financial markets. Three different multivariate Generalised … Autoregression Conditional Heteroscedasticity (VAR-MGARCH) model specifications are used to investigate the return and volatility … effects between China and U.S. clean energy stock markets …

and volatility connectedness between China and U.S. clean energy stock markets … energy-related and technology companies in China and U.S. financial markets. We apply three multivariate GARCH model … specifications (CCC, DCC and ADCC) to investigate the return and volatility spillovers among price and return series. We use rolling …

benefit from diversification into Nigeria and Japan markets. Except for China and Hong Kong, volatility is relatively more …The study examines returns spillover, shock, and volatility transmission between Nigeria and selected global stock …