Volatility spillover and time-varying conditional correlation between the European and US stock markets. / Xiao, Ling; Dhesi, Gurjeet.
In: Global Economy and Finance Journal, Vol. 3, No. 2, 02.09.2010, p. 148-164.Research output: Contribution to journal › Article › peer-review
Original language | English |
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Pages (from-to) | 148-164 |
Number of pages | 164 |
Journal | Global Economy and Finance Journal |
Volume | 3 |
Issue number | 2 |
Publication status | Published - 2 Sep 2010 |
ID: 37752304