The Nature of Volatility Spillovers Across the International Capital Markets
Author(s) -
Gustavo Peralta
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3400681
Subject(s) - volatility (finance) , economics , monetary economics , capital market , financial economics , business , international economics , finance
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom