✦ LIBER ✦

Volatility and return spillovers in Canadian and U.S. industry ETFs

✍ Scribed by Timothy Krause; Yiuman Tse

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Return and volatility spillovers in thre

✍ David G. McMillan; Alan E.H. Speight 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 183 KB

Return and Volatility Transmission in U.

✍ Hong Miao; Sanjay Ramchander; Marc W. Simpson 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 282 KB

Return and Volatility Spillovers Between

✍ Richard D. F. Harris; Anirut Pisedtasalasai 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 180 KB

Common volatility and volatility spillov

✍ Yiuman Tse; G.Geoffrey Booth 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 785 KB

U.S. industry-level returns and oil pric

✍ Qinbin Fan; Mohammad R. Jahan-Parvar 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 315 KB

Asymmetry in return and volatility spill

✍ Warren G. Dean; Robert W. Faff; Geoffrey F. Loudon 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 685 KB