Work

Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?

Year: 2014

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2013.12.023

Authors: R.C. Jung, R. Maderitsch

Institution: University of Hohenheim

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Fritz Thyssen Stiftung

OpenAlex ID: W2051987605

FWCI: 16.18

Cites: 51

Cited by: 136

Related to: 10