Title of article
Return and volatility linkages between the US and the German stock market
Author/Authors
Dirk Baur، نويسنده , , Robert C. Jung، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
16
From page
598
To page
613
Keywords
Contemporaneous correlation , Information transmission , Spillovers , Intra-day data , GARCH models
Journal title
Journal of International Money and Finance
Serial Year
2006
Journal title
Journal of International Money and Finance
Record number
191529
Link To Document