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Volatility spillover among major equity markets has long fascinated academicians and researchers alike. This paper presents an elaborate survey and analysis of

This paper investigates interdependence of fifteen world indices including an Indian market index in terms of return and volatility spillover effect. These mark

This study examines the volatility spillovers between the foreign exchange rate markets of three of the USA's major trading partners and the US stock market, ut

This article examines the extent of contagion and interdependence across the East Asian equity markets since early 1990s and compares the ongoing crisis with ea