Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

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Publication:76243

DOI10.1111/j.1468-0297.2008.02208.xMaRDI QIDQ76243

Kamil Yilmaz, Francis X. Diebold

Publication date: 9 December 2008

Published in: The Economic Journal (Search for Journal in Brave)




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