Work

Asymmetric volatility spillover in the Tokyo stock exchange

Year: 2001

Type: article

Source: Journal of Economics and Finance

DOI: 10.1007/bf02744523

Author: Mario G. Reyes

Institution: University of Idaho

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2084539358

FWCI: 1.136

Cites: 19

Cited by: 49

Related to: 10