Özdurak, Caner; Ulusoy, Veysel - In: International Journal of Financial Studies : open … 8 (2020) 3/52, pp. 1-17
The 2008 global financial crisis provides us with a wide range of study fields on cross-asset contagion mechanisms in the US financial markets. After a decade of the so-called subprime crisis, the impact of market news on asset volatilities increased significantly. Consequently, return and...
