Can market volatilities ripple across nations? : an investigation using exchange traded funds
Year of publication: |
2012
|
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Authors: | Rezayat, Fahimeh ; Yavas, Burhan F. ; Dheeriya, Prakash L. |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 9.2012, 2, p. 8-14
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Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Indexderivat | Index derivative | Kausalanalyse | Causality analysis | USA | United States | Kanada | Canada | Deutschland | Germany | China | 2008-2012 |
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