Spillovers of volatility index : evidence from U.S., European, and Asian stock markets
Year of publication: |
2019
|
---|---|
Authors: | Shu, Hui-chu ; Chang, Jung-Hsien |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 19, p. 2070-2083
|
Subject: | receiver | spillovers | transmitter | Volatility indexes | USA | United States | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Asien | Asia | Aktienindex | Stock index | Aktienmarkt | Stock market | EU-Staaten | EU countries | Kapitaleinkommen | Capital income |
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