In this paper, we investigate the “static and dynamic” return and volatility spillovers’ transmission across developed and developing countries. Quoted against the US dollar, we study twenty-three glo
This dataset include the data and code for the paper of "Regime-dependent volatility spillover asymmetry in Shanghai and Hong Kong stock markets with forecasting and portfolio inferences", Primary ana
South African monthly The FTSE/JSE All Share Index data was procured from Bloomberg and the nominal effective exchange rate (NEER) from South African Reserve Bank (SARB) database, where the data has b
