We assess the stock market volatility spillover between three closely related countries, United States, China and Australia. This study considers industry data

Despite the increasingly tight economic relationship between China and Australia, little attention has been paid to the analysis of stock market volatility spil

The paper examines the short-run spillover effects of daily stock returns and volatilities between the Samp;P 500 in the U.S. and Shanghai SSE composite in Chin

In this paper, we have examined stock market linkages between Greater China and the US and Japan in terms of volatility and price spillovers, yielding a few fin