Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Strucural breaks"'
Autor:
Kamel Malik Bensafta, Gervasio Semedo
We examine market volatility spillover during calm and crisis periods. First, we define endogenous and exogenous market volatility: endogenous volatility refers to the early part of uncertainty in the market, while, exogenous volatility is not fully
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::a80881bf555ff89d175d3946cf0a8905
https://halshs.archives-ouvertes.fr/halshs-01012058
https://halshs.archives-ouvertes.fr/halshs-01012058
We examine market volatility spillover during calm and crisis periods. First, we define endogenous and exogenous market volatility: endogenous volatility refers to the early part of uncertainty in the market, while, exogenous volatility is not fully
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______212::a80881bf555ff89d175d3946cf0a8905
https://halshs.archives-ouvertes.fr/halshs-01012058
https://halshs.archives-ouvertes.fr/halshs-01012058
We examine market volatility spillover during calm and crisis periods. First, we define endogenous and exogenous market volatility: endogenous volatility refers to the early part of uncertainty in the market, while, exogenous volatility is not fully
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______166::a80881bf555ff89d175d3946cf0a8905
https://shs.hal.science/halshs-01012058
https://shs.hal.science/halshs-01012058