مرکز منطقه ای اطلاع رساني علوم و فناوري - Volatility linkages across three major equity markets: A financial arbitrage approach

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 :

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 :