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 journalArticlepeer-review

Published

Standard

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 journalArticlepeer-review

Harvard

Xiao, L & Dhesi, G 2010, 'Volatility spillover and time-varying conditional correlation between the European and US stock markets', Global Economy and Finance Journal, vol. 3, no. 2, pp. 148-164.

APA

Xiao, L., & Dhesi, G. (2010). Volatility spillover and time-varying conditional correlation between the European and US stock markets. Global Economy and Finance Journal, 3(2), 148-164.

Vancouver

Xiao L, Dhesi G. Volatility spillover and time-varying conditional correlation between the European and US stock markets. Global Economy and Finance Journal. 2010 Sep 2;3(2):148-164.

Author

Xiao, Ling ; Dhesi, Gurjeet. / Volatility spillover and time-varying conditional correlation between the European and US stock markets. In: Global Economy and Finance Journal. 2010 ; Vol. 3, No. 2. pp. 148-164.

BibTeX

@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",

}

RIS

TY - JOUR

T1 - Volatility spillover and time-varying conditional correlation between the European and US stock markets

AU - Xiao, Ling

AU - Dhesi, Gurjeet

PY - 2010/9/2

Y1 - 2010/9/2

M3 - Article

VL - 3

SP - 148

EP - 164

JO - Global Economy and Finance Journal

JF - Global Economy and Finance Journal

SN - 1834-5883

IS - 2

ER -