Is bad news cause of asymmetric volatility response? A note
| Year of publication: |
2002
|
|---|---|
| Authors: | Blasco, N. ; Corredor, P. ; Santamaria, R. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 34.2002, 10, p. 1227-1232
|