Measuring financial asset return and volatility spillovers, with application to global equity markets
Francis X. Diebold and Kamil Yilmaz
| Year of publication: |
2009
|
|---|---|
| Authors: | Diebold, Francis X. ; Yılmaz, Kamil |
| Published in: |
The economic journal : the journal of the Royal Economic Society. - Oxford : Oxford University Press, ISSN 1468-0297, ZDB-ID 3025-9. - Vol. 119.2009, p. 158-171
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| Subject: | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| 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/10003805251