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 journalArticle

Published
Original languageEnglish
Pages (from-to)148-164
Number of pages164
JournalGlobal Economy and Finance Journal
Volume3
Issue number2
Publication statusPublished - 2 Sep 2010

ID: 37752304