Open AccessMeasuring Return and Volatility Spillovers in Euro Area Financial Markets
Author(s) -
Dimitrios P. Louzis
Publication year - 2013
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.4182398
Subject(s) - variance decomposition of forecast errors , volatility (finance) , spillover effect , economics , volatility swap , forward volatility , monetary economics , volatility smile , stock (firearms) , bond , econometrics , financial crisis , realized variance , implied volatility , financial economics , finance , macroeconomics , mechanical engineering , engineering
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