Australian Implied Volatility Index 1 Contemporaneous Spillovers 1 Corporate financial policies 1 Daily Value-at-Risk Model 1 Debt source 1 Derivatives 1 Determinants 1 Financial Crises 1 Financial crisis period 1 Impact 1 Implied volatility 1 Price discovery 1 Profit margin hedging 1 Return Spillovers 1 Risk Management 1 Volatility Spillovers 1