A comparison of Spillover Effects before, during and after the 2008 Financial Crisis
Year of publication: |
2012-02-07
|
---|---|
Authors: | Rea, Alethea ; Rea, William ; Reale, Marco ; Scarrott, Carl |
Institutions: | Department of Economics and Finance, College of Business and Economics |
Subject: | Volatility spillover | graphical modelling | financial crisis | causality |
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