Work

Have volatility spillover effects of cointegrated European stock markets increased over time

Year: 2010

Type: article

Source: RePEc: Research Papers in Economics

Author: Klaus Grobys

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1497656116

FWCI: 0.989

Cites: 19

Cited by: 8

Related to: 10