Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

✍ Scribed by Francis X. Diebold; Kamil Yilmaz

• Book ID: 111056101
• Publisher: John Wiley and Sons
• Year: 2008
• Tongue: English
• Weight: 330 KB
• Volume: 119
• Category: Article
• ISSN: 0013-0133
• DOI: 10.1111/j.1468-0297.2008.02208.x