Yavas, Burhan F; Rezayat, Fahimeh - In: International Journal of Emerging Markets 11 (2016) 3, pp. 419-437
Purpose – The purpose of this paper is to investigate the linkages among equity exchange traded funds (ETF) returns and transmission of volatilities of the USA, Europe and key emerging countries’ stock markets. Standard & Poor’s 500 (spy) and iShares Europe are used to represent the USA...
