Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?
Year of publication: |
2014
|
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Authors: | Barunik, Jozef ; Kočenda, Evžen ; Vácha, Lukáš |
Institutions: | Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel |
Subject: | volatility | spillovers | semivariance | asymmetric effects | financial markets |
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Barunik, Jozef, (2014)
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