, though their volatility persistence has decreased. …

investigate volatility co-movement between the Singapore stock market and the markets of US, UK, Hong Kong and Japan. In order to … degree of volatility co-movement between Singapore stock market and that of Hong Kong, US, Japan and UK (in that order …). Results support small but significant volatility spillover from Singapore into Hong Kong, Japan and US markets despite the …

This study assesses how the coronavirus pandemic (COVID-19) affects the intraday multifractal properties of eight … multifractality in European stock markets during the COVID-19 outbreak. Furthermore, based on multifractal properties, efficiency …. Belgium, Italy and Germany remain somewhere in the middle. This far-reaching outbreak demands a comprehensive response from …

This paper investigates various aspects of asymmetric connectedness among the stock markets in China, Japan, and Korea …. Based on the realized semi-volatility indices, we find that the impact of bad volatility strictly dominates good volatility ….S. volatility shock on other countries have been due primarily to bad volatility. In the dynamic analysis, we observe highly …

there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …