Good and bad high-frequency volatility spillovers among developed and emerging stock markets

Autor: Mensi, Walid, Nekhili, Ramzi, Vo, Xuan Vinh, Kang, Sang Hoon
Zdroj: International Journal of Emerging Markets, 2021, Vol. 18, Issue 9, pp. 2107-2132.
Databáze: Emerald Insight