Work

Volume Effect, Volatility, and International Transmission between Stock Markets (In French)

Year: 2011

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1734774

Authors: Sanvi Avouyi-Dovi, Eric Jondeau, Charles Lai-Tong

Institutions: Banque de France, ICN Business School Nancy-Paris-Berlin, Swiss Finance Institute, University of Lausanne, Centre National de la Recherche Scientifique

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2200188407

Cites: 34

Cited by: 131

Related to: 10