Volatility spillovers and the effect of news announcements
George J. Jiang; Eirini Konstantinidi; George Skiadopoulos
| Year of publication: |
2012
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|---|---|
| Authors: | Jiang, George J. ; Konstantinidi, Eirini ; Skiadopoulos, George |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 8, p. 2260-2273
|
| Subject: | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Spillover-Effekt | Spillover effect |
| 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/10009656274