On detection of volatility spillovers in overlapping stock markets

Anssi Kohonen

Year of publication:	2013
Authors:	Kohonen, Anssi
Published in:	Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 22.2013, p. 140-158
Subject:	Volatility spillovers \| Contagion \| SVAR identification \| Hypothesis testing \| Stock markets \| Euro debt crisis \| Aktienmarkt \| Stock market \| Ansteckungseffekt \| Contagion effect \| VAR-Modell \| VAR model \| Statistischer Test \| Statistical test \| Eurozone \| Euro area \| 2010-2011

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