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Persistent link: https://www.econbiz.de/10003866823
considerably from those for Mexico. In particular, the empirical results indicate that volatility spillover effects, but not return …
Persistent link: https://www.econbiz.de/10003550582
account for asymmetries of return and volatility spillover effects from the US equity market into Canada and Mexico. Unlike …
Persistent link: https://www.econbiz.de/10003630053
account for asymmetries of return and volatility spillover effects from the US equity market into Canada and Mexico. Unlike …
Persistent link: https://www.econbiz.de/10013132419
considerably from those for Mexico. In particular, the empirical results indicate that volatility spillover effects, but not return …
Persistent link: https://www.econbiz.de/10010295295