Are volatility spillovers between currency and equity market driven by economic states? Evidence from the US economy
Year of publication: |
2015
|
---|---|
Authors: | Grobys, Klaus |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 127.2015, C, p. 72-75
|
Publisher: |
Elsevier |
Subject: | Volatility spillover index | Currency markets | Equity markets | Economic states | Economic turbulence |
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