Volatility spillover effect between financial markets : evidence since the reform of the RMB exchange rate mechanism
Year of publication: |
2015
|
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Authors: | Xiong, Zhengde ; Han, Lijun |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 1.2015, 9, p. 1-12
|
Subject: | Financial markets | Volatility spillover effect | GC-MSV model | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Finanzmarkt | Financial market | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-015-0009-2 [DOI] hdl:10419/176401 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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