The intraday volatility spillover index approach and an application in the Brexit vote

Yusaku Nishimura, Bianxia Sun

Year of publication:	July 2018
Authors:	Nishimura, Yusaku ; Sun, Bianxia
Published in:	Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 55.2018, p. 241-253
Subject:	Brexit vote \| High-frequency data \| Spillover index \| Volatility spillover effect \| Volatilität \| Volatility \| Brexit \| Spillover-Effekt \| Spillover effect \| Großbritannien \| United Kingdom \| Aktienindex \| Stock index \| ARCH-Modell \| ARCH model \| EU-Staaten \| EU countries \| Börsenkurs \| Share price \| Wahlverhalten \| Voting behaviour

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011984139

A service of the