Work

Volatility and return spillovers in Canadian and U.S. industry ETFs

Year: 2012

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2012.07.009

Authors: Timothy Krause, Yiuman Tse

Institutions: The University of Texas at San Antonio, University of Missouri–St. Louis

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: University of Texas at San Antonio

OpenAlex ID: W2018580840

FWCI: 6.891

Cites: 41

Cited by: 60

Related to: 10