Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers
Year of publication: |
2010-01
|
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Authors: | Diebold, Francis X. ; Yilmaz, Kamil |
Institutions: | İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi |
Subject: | Asset Market | Asset Return | Stock Market | Market Linkage | Financial Crisis | Contagion | Vector Autoregression | Variance Decomposition |
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