Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
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- Francis X. Diebold
- University of Pennsylvania and NBER
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- Kamil Yilmaz
- Koc University
Journal
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- The Economic Journal
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The Economic Journal 119 (534), 158-171, 2008-12-09
Oxford University Press (OUP)
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Details 詳細情報について
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- CRID
- 1360855570576617984
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- ISSN
- 14680297
- 00130133
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- Data Source
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- Crossref