Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
Year of publication: |
2009
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Authors: | Diebold, Francisx ; Yilmaz, Kamil |
Published in: |
The economic journal : the journal of the Royal Economic Society. - Oxford [u.a.] : Blackwell, ISSN 1468-0297, ZDB-ID 30259. - Vol. 119.2009, 534, p. 158-171
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