Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover
Year of publication: |
2015
|
---|---|
Authors: | Baruník, Jozef ; Kocenda, Evžen ; Vácha, Lukáš |
Institutions: | CESifo |
Subject: | volatility | spillovers | semivariance | asymmetric effects | financial markets |
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