Engle, Robert F.; Gallo, Giampiero M.; Velucchi, Margherita - Dipartimento di Statistica, Informatica, Applicazioni … - 2008
Transmission mechanisms in financial markets reflect the degree of integration of capital markets, as well as the relative importance of real economies. Market volatility has components which may behave differently across quiet and turbulent periods, but appear to behave in similar ways from...