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
Published
| 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 Sep 2010 |
ID: 37752304