This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanism-contagion-during turbulences

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanism-contagion-during turbulences

The present study makes an attempt to investigate the dynamics of contagion and spillover of volatility amongst stock markets of five economies which include th

This paper investigates the impact of stock market liberalizations on the volatility of emerging markets and volatility spillover effects between these markets

This paper examines the evidence for the common assertion that the volatility of emerging stock markets has increased as a result of the liberalization of marke