Bouoiyour, Jamal; Selmi, Refk - In: European journal of comparative economics 16 (2019) 1, pp. 105-124
The purpose of the paper is twofold. First, it aims at identifying when UK and European (France, Germany, Italy and … the underlined CDS. In particular, we find that UK, Italy and Spain are the "net volatility transmitters", while France …