Araújo, André da Silva de; Garcia, Maria Teresa Medeiros - In: Journal of Economics and Business 69 (2013) C, pp. 1-34
The paper examines risk spillover among major European, American and Japanese stock exchanges using daily stock prices from 1998 to 2011 period. More specifically, we focus more on risk spillover among major north-western stock markets (i.e. France, Germany, and United Kingdom) and southern...
