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~isPartOf:"Journal of empirical finance"
~person:"Caporin, Massimiliano"
~subject:"Volatilität"
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Volatilität
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Caporin, Massimiliano
Christiansen, Charlotte
2
Conrad, Christian
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Dijk, Dick van
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Karanasos, Menelaos
2
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Journal of empirical finance
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
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2
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
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