Showing 1 - 10 of 13,483
Persistent link: https://www.econbiz.de/10001769201
Persistent link: https://www.econbiz.de/10001444156
Persistent link: https://www.econbiz.de/10001797298
Persistent link: https://www.econbiz.de/10009407642
Persistent link: https://www.econbiz.de/10003842491
Persistent link: https://www.econbiz.de/10003406238
Persistent link: https://www.econbiz.de/10001659873
Persistent link: https://www.econbiz.de/10011338922
Within a two-step GARCH framework we explore the linkages between equity returns of ten sectors in the euro area, the United States and Japan, respectively. Our estimation framework allows a distinction to be made between spillover effects originating from one of the three currency areas and...
Persistent link: https://www.econbiz.de/10009635881