Volatility spillover and time-varying conditional correlation between the European and US stock markets

Ling Xiao, Gurjeet Dhesi

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	148-164
Number of pages	164
Journal	Global Economy and Finance Journal
Volume	3
Issue number	2
Publication status	Published - 2 Sept 2010

Cite this

@article{37f9bae11a9341bc945c36adeb1029cb,

title = "Volatility spillover and time-varying conditional correlation between the European and US stock markets",

author = "Ling Xiao and Gurjeet Dhesi",

year = "2010",

month = sep,

day = "2",

language = "English",

volume = "3",

pages = "148--164",

journal = "Global Economy and Finance Journal",

issn = "1834-5883",

number = "2",

}