Asymmetric volatility connectedness among main international stock markets : a high frequency analysis
Year of publication: |
2021
|
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Authors: | Mensi, Walid ; Maitra, Debasish ; Xuan Vinh Vo ; Kang, Sang Hoon |
Published in: |
Borsa Istanbul Review. - Amsterdam [u.a.] : Elsevier, ISSN 2214-8450, ZDB-ID 2745445-9. - Vol. 21.2021, 3, p. 291-306
|
Subject: | Stock market | Asymmetric spillover | Connectedness | High frequency analysis | Schätzung | Estimation | Volatilität | Volatility | Aktienmarkt | Börsenkurs | Share price | Spillover-Effekt | Spillover effect |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.bir.2020.12.003 [DOI] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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