Volatility transmission and financial crises
Year of publication: |
2006
|
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Authors: | Caporale, Guglielmo Maria ; Pittis, Nikitas ; Spagnolo, Nicola |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 30.2006, 3, p. 376-390
|
Subject: | Finanzkrise | Financial crisis | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienindex | Stock index | USA | United States | Japan | EU-Staaten | EU countries | Südostasien | Southeast Asia |
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