Work

Volatility linkages across three major equity markets: A financial arbitrage approach

Year: 2005

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/j.jimonfin.2005.01.005

Authors: Giulio Cifarelli, Giovanna Paladino

Institutions: University of Florence, Libera Università Internazionale degli Studi Sociali Guido Carli

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1972585702

FWCI: 6.831

Cites: 48

Cited by: 36

Related to: 10