Volatility spillovers among global stock markets: measuring total and directional effects
| Autor: | Santiago Gamba-Santamaria, Jose Eduardo Gomez-Gonzalez, Jorge Luis Hurtado-Guarin, Luis Fernando Melo-Velandia |
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| Rok vydání: | 2017 |
| Předmět: |
040101 forestry
Statistics and Probability Economics and Econometrics Mathematics (miscellaneous) 0211 other engineering and technologies 0401 agriculture forestry and fisheries 021107 urban & regional planning 04 agricultural and veterinary sciences 02 engineering and technology Social Sciences (miscellaneous) |
| Zdroj: | Empirical Economics. 56:1581-1599 |
| ISSN: | 1435-8921 0377-7332 |
| DOI: | 10.1007/s00181-017-1406-3 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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