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Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
) and the subsequent European Sovereign Debt Crisis (
ESDC
). The spillover index captures the transmission of volatility to …
Persistent link: https://www.econbiz.de/10011586699
Saved in:
2
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
) and the subsequent European Sovereign Debt Crisis (
ESDC
). The spillover index captures the transmission of volatility to …
Persistent link: https://www.econbiz.de/10011556166
Saved in:
3
Multivariate Volatility Impulse Response Analysis of GFC News Events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
captures both the Global Financial Crisis (GFC) and the subsequent European Sovereign Debt Crisis (
ESDC
). The attraction of the …
Persistent link: https://www.econbiz.de/10011403543
Saved in:
4
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
captures both the Global Financial Crisis (GFC) and the subsequent European Sovereign Debt Crisis (
ESDC
). The attraction of the …
Persistent link: https://www.econbiz.de/10011301206
Saved in:
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