Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
paper cover icon
Subprime crisis and volatility spillover

Subprime crisis and volatility spillover

International Journal of Monetary Economics and Finance, 2015
Abstract
... He finds that both return and volatility spillover indices reached their respective peaks during the current ... They show volatility spillovers from USA to all South East Asia. ... Austria, UK, Netherlands, Swiss, Australia, Hong Kong, Japan, Korea, Malaysia, Singapore, India, Kuwait and ...

Mouna Abbes hasn't uploaded this paper.

Let Mouna know you want this paper to be uploaded.

Ask for this paper to be uploaded.