VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS
Year of publication: |
2007-08
|
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Authors: | Soler, Helena Chuliá ; Felipe, Pilar Soriano ; Climent, Francisco ; Torró, Hipòlit |
Institutions: | Instituto Valenciano de Investigaciones Económicas (IVIE) |
Subject: | Mercados financieros internacionales | Crisis financieras | GARCH multivariante | Transmisión de volatilidad. International financial markets | Stock market crisis | Multivariate GARCH | Volatility spillovers |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published by Ivie 30 pages |
Classification: | C32 - Time-Series Models ; F30 - International Finance. General ; G15 - International Financial Markets |
Source: |
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Saleem, Kashif, (2008)
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Saleem, Kashif, (2008)
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