Asymmetry in spillover effects : evidence for international stock index futures markets
Year of publication: |
October 2017
|
---|---|
Authors: | Yarovaya, Larisa ; Brzeszczyński, Janusz ; Lau, Chi Keung |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 53.2017, p. 94-111
|
Subject: | Asymmetric spillover effects | Return and volatility transmission | Stabilizing and destabilizing spillover effect | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Index-Futures | Index futures | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
-
Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
Zhou, Yinggang, (2014)
-
Yarovaya, Larisa, (2016)
-
Kae-Yih, Tzeng, (2023)
- More ...
-
Price and volatility spillovers across the international steam coal market
Batten, Jonathan A., (2019)
-
Yarovaya, Larisa, (2016)
-
Yarovaya, Larisa, (2016)
- More ...