Work

Good and bad volatility spillovers: An asymmetric connectedness

Year: 2018

Type: article

Source: Journal of Financial Markets

DOI: 10.1016/j.finmar.2018.12.005

Author: Ahmed BenSaïda

Institution: University of Sousse

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2907970702

FWCI: 13.56

Cites: 58

Cited by: 169

Related to: 10