Volatility spillovers across global asset classes : evidence from time and frequency domains
Aviral Kumar Tiwari, Juncal Cunado, Rangan Gupta, Mark E. Wohar
| Year of publication: |
2018
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|---|---|
| Authors: | Tiwari, Aviral Kumar ; Cuñado Eizaguirre, Juncal ; Gupta, Rangan ; Wohar, Mark E. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 70.2018, p. 194-202
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| Subject: | Financial markets | Volatility spillovers | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Finanzmarkt | Financial market | ARCH-Modell | ARCH model | Welt | World | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2018.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012035042