We study dependencies between liquidity and volatility in the causality framework for stocks
listed on the Warsaw Stock Exchange. Using Toda-Yamamoto and Granger causality tests …

We study the simultaneity impact of the European Central Bank news on the daily realized
volatility transmission mechanism (spillovers) among various US spot and futures markets …

This study investigates granger causal linkages among six Asian emerging stock markets
and the US market over the period 2002–2020, taking into account several crisis periods …

Using daily yield data of 14 sovereign bond markets from emerging and developed
economies from July 10, 2000, to July 10, 2022, we examine their scaling properties using …

We investigate potential mean and volatility spillovers among sovereign bond yield spreads
for five peripheral countries of the euro area. We focus on Greece, Ireland, Italy, Portugal …

In this study, we investigate spillover dynamics in the sovereign debt market in the Eurozone
using 10-year yield spreads from ten early adopters of the common currency. We introduce a …

Purpose Solvency-II is the current regulatory framework of insurance companies in the
European Union. Under this standard, European Insurance and Occupational Pension …

La Directiva 2009/138/CE del Parlamento Europeo y del Consejo, de 25 de noviembre de
2009, denominada Solvencia II, establece la obligación por parte de las agencias …

Using daily yield data of 14 sovereign bond markets of the world which we classify into two
cohorts from July 10, 2000, to July 10, 2022, we examine their scaling properties using …