Work

Volatility Spillover Effects in European Equity Markets

Year: 2002

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.302851

Author: Lieven Baele

Institution: Tilburg University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2030929993

Cites: 54

Cited by: 141

Related to: 10