Asymmetric cross-market volatility spillovers : evidence from daily data on equity and foreign exchange markets
by Nicholas Apergis and Anthony Rezitis
| Year of publication: |
2001
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|---|---|
| Authors: | Apergēs, Nikolaos ; Rezitis, Anthony N. |
| Published in: |
Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group. - Oxford [u.a.] : Wiley-Blackwell, ZDB-ID 1084799-6. - Vol. 69.2001, p. 81-96
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| Subject: | Devisenmarkt | Foreign exchange market | Börse | Bourse | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Großbritannien | United Kingdom | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003361462