Open AccessSpillovers Across U.S. Financial Markets
Author(s) -
Roberto Rigobón,
Brian P. Sack
Publication year - 2003
Publication title -
finance and economics discussion series
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2003.13
Subject(s) - economics , stock (firearms) , financial market , autoregressive conditional heteroskedasticity , interest rate , financial economics , asset (computer security) , econometrics , heteroscedasticity , stock market , term (time) , volatility (finance) , monetary economics , finance , computer science , geography , physics , computer security , quantum mechanics , context (archaeology) , archaeology