Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
Diebold, Francis X and Yilmaz, Kamil
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2009 - 2009 - 158-171 V. 119 Issue. 534
Economics
Measuring Financial Asset;Financial Asset return;Volatility;Global Equity Markets;Equity markets;
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2009 - 2009 - 158-171 V. 119 Issue. 534
Economics
Measuring Financial Asset;Financial Asset return;Volatility;Global Equity Markets;Equity markets;