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Introduction:

Volatility spillovers between asset classes have always been a topic of interest in the field of finance and economics. Understanding how volatility in one asset class affects volatility in another asset class is crucial for investors, policymakers, and financial institutions in making informed decisions and managing risk effectively. This phenomenon has gained even more significance in recent years due to the increasing interconnectedness of global financial markets and the prevalence of cross-asset investments.

This thesis aims to investigate the extent and nature of volatility spillovers between different asset classes, including equities, bonds, commodities, and currencies. By analyzing the transmission of volatility across these asset classes, we seek to provide insights into the dynamics of financial markets and implications for portfolio management strategies.

Chapter 1: Introduction
1.1 Introduction
1.2 Background of study
1.3 Problem Statement
1.4 Objective of study
1.5 Limitation of study
1.6 Scope of study
1.7 Significance of study
1.8 Structure of the Thesis
1.9 Definition of Terms

Chapter 2: Literature Review
2.1 Introduction to volatility spillovers
2.2 Theoretical framework
2.3 Empirical studies on volatility spillovers
2.4 Volatility transmission mechanisms
2.5 Cross-asset correlations
2.6 Impact of news and information on spillovers
2.7 Contagion effects
2.8 Risk management strategies
2.9 Asset allocation and diversification
2.10 Conclusion

Chapter 3: Research Methodology
3.1 Research design
3.2 Data collection
3.3 Variable selection
3.4 Model specification
3.5 Estimation techniques
3.6 Empirical analysis
3.7 Robustness checks
3.8 Limitations of the methodology

Chapter 4: Discussion of Findings
4.1 Descriptive statistics
4.2 Volatility spillover patterns
4.3 Factors influencing spillovers
4.4 Implications for portfolio management
4.5 Policy recommendations
4.6 Future research directions

Chapter 5: Conclusion and Summary
5.1 Summary of findings
5.2 Contribution to existing literature
5.3 Practical implications
5.4 Limitations of the study
5.5 Directions for future research

Overall, this thesis will contribute to the growing body of literature on volatility spillovers between asset classes by providing a comprehensive analysis of the dynamics and implications of cross-asset volatility transmission. Through a combination of theoretical insights, empirical analysis, and practical recommendations, this study aims to enhance our understanding of how volatility in one asset class can spill over to others and inform effective risk management strategies in a complex and interconnected financial environment.

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