Showing 1 - 10 of 295
Persistent link: https://www.econbiz.de/10012027286
Persistent link: https://www.econbiz.de/10011878928
Persistent link: https://www.econbiz.de/10009772954
Persistent link: https://www.econbiz.de/10012117774
This study employs the recently developed Lagrange multiplier-based causality-in-variance test by Hafner and Herwartz (2006), to determine the volatility spillovers between interest rates and stock returns for the US, the euro area, the UK, and Japan. The investigation pays careful attention to...
Persistent link: https://www.econbiz.de/10012101454
Persistent link: https://www.econbiz.de/10012127992
Persistent link: https://www.econbiz.de/10011657223
Persistent link: https://www.econbiz.de/10011299816
Persistent link: https://www.econbiz.de/10012203261
Persistent link: https://www.econbiz.de/10012006874