Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (Q76243)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
    scientific article

      Statements

      119
      0 references
      534
      0 references
      158-171
      0 references
      9 December 2008
      0 references
      Francis X. Diebold
      0 references
      Kamil Yilmaz
      0 references

      Identifiers