Open AccessExtreme Spillover Effects of Volatility Indices
Author(s) -
Yue Peng,
Wing Lon Ng
Publication year - 2012
Publication title -
journal of economic research (jer)
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2713-6418
pISSN - 1226-4261
DOI - 10.17256/jer.2012.17.1.001
Subject(s) - volatility (finance) , spillover effect , economics , econometrics , macroeconomics
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