On detection of volatility spillovers in simultaneously open stock markets
Year of publication: |
2012
|
---|---|
Authors: | Kohonen, Anssi |
Publisher: |
Helsinki : HECER |
Subject: | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect | VAR-Modell | VAR model | Statistischer Test | Statistical test | Eurozone | Euro area | 2010-2011 |
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