Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Impact of Brexit on bond yields and volatility spillover across France, Germany, UK, USA, and India's debt markets Subject The topic of the resource 10-year government bond market; Brexit vote; GARCH-BEKK; return spillover; VAR; volatility transmission Description An account of the resource Britain's decision to exit the EU lead to disruptions in global markets. This study investigates the change in the return and volatility spillover pattern due to the repercussions of the Brexit vote between the US, France, the UK, Germany, and India's 10-year government bond yields by applying the VAR and GARCH-BEKK models. The findings demonstrate a substantial rise in the return spillover to India and USA 10-year government bond yields following the Brexit vote compared to the pre-Brexit vote era. In addition, the results showed evidence of unidirectional volatility spillover from India to France, bidirectional volatility spillover between the USA and India, and unidirectional volatility spillover from the UK to India 10-year government bond market post-Brexit vote. However, there was no interconnection between these markets before the Brexit vote. Therefore, the Brexit vote did affect and significantly increased the linkage between the US, France, the UK, and India's 10-year government bond market. The increase in correlation in India-US, India-UK, and India-France's 10-year government bond markets will help predict and have an important implication for hedgers, decision-makers, and portfolio managers if similar political events occur in the future. Sangeetha G. Nagarakatte, Natchimuthu Natchimuthu, 2022. Creator An entity primarily responsible for making the resource Nagarakatte S.G.; Natchimuthu N. Source A related resource from which the described resource is derived Investment Management and Financial Innovations, Vol-19, No. 3, pp. 189-202. Publisher An entity responsible for making the resource available LLC CPC Business Perspectives Date A point or period of time associated with an event in the lifecycle of the resource 2022-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.21511/imfi.19(3).2022.16" target="_blank" rel="noreferrer noopener">https://doi.org/10.21511/imfi.19(3).2022.16</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85139313003&amp;doi=10.21511%2Fimfi.19%283%29.2022.16&amp;partnerID=40&amp;md5=285648b577ac575b0787b9c18b86e0d6" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85139313003&amp;doi=10.21511%2fimfi.19%283%29.2022.16&amp;partnerID=40&amp;md5=285648b577ac575b0787b9c18b86e0d6</a> Rights Information about rights held in and over the resource All Open Access; Gold Open Access Relation A related resource ISSN: 18104967 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Nagarakatte S.G., School of Commerce, Finance and Accountancy, Department of Commerce, Christ University, Bengaluru, India; Natchimuthu N., School of Commerce, Finance and Accountancy, Department of Commerce, Christ University, Bengaluru, India