Work

The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks

Year: 2018

Type: article

Source: The Quarterly Review of Economics and Finance

DOI: 10.1016/j.qref.2018.07.007

Authors: Mohammad Khaleq Newaz, Jin Suk Park

Institution: Coventry University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: University of Portsmouth, Rijksuniversiteit Groningen

OpenAlex ID: W2844609738

FWCI: 2.31

Cites: 102

Cited by: 16

Related to: 10