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

DOI10.1111/J.1468-0297.2008.02208.XMaRDI QIDQ76243FDO

Authors Francis X. Diebold, Kamil Yilmaz

Publication date 9 December 2008

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

Full work available at URL https://doi.org/10.1111/J.1468-0297.2008.02208.X

Cited in

(1)

• Spillover

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