Intraday volatility spillovers among European financial markets during COVID-19
Year of publication: |
2021
|
---|---|
Authors: | Aslam, Faheem ; Ferreira, Paulo ; Mughal, Khurrum Shahzad ; Bashir, Beenish |
Published in: |
International Journal of Financial Studies. - Basel : MDPI, ISSN 2227-7072. - Vol. 9.2021, 1, p. 1-19
|
Publisher: |
Basel : MDPI |
Subject: | COVID-19 | European Union | high frequency data | spillovers | stock markets |
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