Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany
| Year of publication: |
2004
|
|---|---|
| Authors: | Wagner, Niklas ; Szimayer, Alexander |
| Published in: |
Research in International Business and Finance. - Elsevier, ISSN 0275-5319. - Vol. 18.2004, 3, p. 237-251
|
| Publisher: |
Elsevier |