... leading Asian (namely, China, Japan, Singapore and Hong Kong) and two global (namely, the United Kingdom and the United States) equity markets. Design/methodology/approach The study employs a multivariate GARCH-BEKK model to quantify return correlation and volatility transmission across the pre...

...Imran Yousaf; Hasan Hanif; Shoaib Ali; Syed Moudud-Ul-Huq Purpose The authors aim to examine the mean and volatility linkages between the gold market and the Latin American equity markets in the entire sample period and two crises periods, namely the US financial crisis and the Chinese crash...