Bayraci, Selcuk; Demiralay, Sercan - Volkswirtschaftliche Fakultät, … - 2013
: We examine the volatility spillovers among major Eurozone countries employing the Diebold and Yilmaz (2012) model with time-varying conditional ranges generated from conditional autoregressive range (CARR) model of Chou (2005). The empirical findings, based on a data set covering a fifteen...