Work

A MEM-Based Analysis of Volatility Spillovers in East Asian Financial Markets

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1283254

Authors: Robert F. Engle, Giampiero M. Gallo, Margherita Velucchi

Institutions: National Bureau of Economic Research, European Corporate Governance Institute, New York University, University of Cagliari, University of Bologna, University of Florence

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Ministero dell’Istruzione, dell’Università e della Ricerca

OpenAlex ID: W2124162438

Cites: 44

Cited by: 20

Related to: 10