Title of article
Volatility linkages across three major equity markets: A financial arbitrage approach
Author/Authors
Giulio Cifarelli، نويسنده , , Giovanna Paladino، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
27
From page
413
To page
439
Keywords
Multivariate GARCH , Volatility transmission , Stock market exuberance
Journal title
Journal of International Money and Finance
Serial Year
2005
Journal title
Journal of International Money and Finance
Record number
191457
Link To Document