## Abstract Unlike the U.S. and Japanese securities markets, we find new evidence of volatility spillover between index stocks and nonβindex stocks following the introductions of index derivatives trading in the Korean securities markets. We further find that the degree of volatility spillover is c
Volatility spillovers and the price of risk: Evidence from the Swiss stock market
β Scribed by Christian Jochum
- Publisher
- Springer-Verlag
- Year
- 1999
- Tongue
- English
- Weight
- 205 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0377-7332
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