Work

Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004-2014

Year: 2015

Type: article

Source: Journal of Financial Econometrics

DOI: 10.1093/jjfinec/nbv021

Authors: Francis X. Diebold, Kamil Yilmaz

Institutions: University of Pennsylvania, Koç 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: W2336724063

FWCI: 30.63

Cites: 18

Cited by: 324

Related to: 10