Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10002092468
Financial market spillovers around the globeThis paper investigates the transmission of return and volatility spillovers around the globe. It draws on index futures of three representative indices, namely the Dow Jones Euro Stoxx 50, the S&P 500 and the Nikkei 225. Devolatised returns and...
Persistent link: https://www.econbiz.de/10011278470
-
Persistent link: https://www.econbiz.de/10010615134
Persistent link: https://www.econbiz.de/10013420256