Volatility and return spillovers in Canadian and US industry ETFs
Timothy Krause; Yiuman Tse
| Year of publication: |
2013
|
|---|---|
| Authors: | Krause, Timothy ; Tse, Yiuman |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 25.2013, p. 244-259
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| Subject: | Industrial structure | Industry ETF | Financial market integration | Volatility spillovers | Granger-causality | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Indexderivat | Index derivative | USA | United States | Kanada | Canada | Finanzmarkt | Financial market | Industriestruktur | Industrie | Manufacturing industries | Marktintegration | Market integration |
| 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/10009693301