Asymmetric volatility spillovers between stock market and real activity : evidence from the UK and the US
Nikolaos Giannellis; Angelos Kanas; Athanasios P. Papadopoulos
| Year of publication: |
2010
|
|---|---|
| Authors: | Giannellis, Nikolaos ; Kanas, Angelos ; Papadopoulos, Athanasios P. |
| Published in: |
Panoeconomicus. - Novi Sad, ISSN 1452-595X, ZDB-ID 2261714-0. - Vol. 57.2010, 4, p. 429-445
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Bruttoinlandsprodukt | Gross domestic product | ARCH-Modell | ARCH model | Großbritannien | United Kingdom | USA | United States | 1970-2002 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008823144