Local and spillover shocks in implied market volatility : evidence for the U.S. and Germany
Year of publication: |
2006
|
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Authors: | Wagner, Niklas F. ; Szimayer, Alexander |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 18.2004, 3, p. 237-251
|
Subject: | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market | Spillover-Effekt | Spillover effect | Ankündigungseffekt | Announcement effect | USA | United States | Deutschland | Germany |
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