Cross-Market Spillovers with 'Volatility Surprise'
Date
2014-11Link to item file
http://dx.doi.org/10.2139/ssrn.2472443Dewey
Economie financièreSujet
Cross-market relationships; Volatility surprise; Volatility spillover; ADCCX; Asset management; Crisis; Exchange Rate; Financial Market; Foreign ExchangeJEL code
C.C3.C32; C.C4.C40; F.F3.F31; G.G1.G10; G.G1.G15; G.G3.G32Journal issue
Review of Financial EconomicsVolume
23Number
4Publication date
11-2014Article pages
194–207Publisher
ElsevierCollections
Metadata
Show full item recordAuthor
Aboura, Sofiane
1032 Dauphine Recherches en Management [DRM]
Chevallier, Julien
status unknown